RISK MANAGEMENT TECHNIQUES IN CAPITAL MARKETS AT ZEN MONEY

Abstract

Risk management is essential for the long-term performance and stability of the capital market, which is characterized by market volatility, regulatory changes, and altering investor behavior. This paper examines the risk management strategies implemented by Zen Money to identify, quantify, and mitigate a variety of risks associated with their capital market operations. This paper analyzes Zen Money's approach to managing market, credit, liquidity, and operational risk, among other factors. The organization implements both conventional and innovative risk management strategies. In order to mitigate adverse risk and safeguard portfolio value, the investigation underscores the significance of asset allocation strategies, diversification, stop-loss procedures, and derivative instruments like options and futures. In addition, we assess the effectiveness of quantitative methods for risk assessment and decision-making, including scenario analysis, stress testing, and Value at Risk (VaR). Zen Money reinforces its risk management approach through regulatory compliance, internal controls, and technology-driven analytics.