After three straight defeats in all competitions, including a 4-1 loss at the hands of Atletico Madrid in the Champions League on Tuesday, some reports in Italy had suggested that the Dutchman's job may be in jeopardy.
However, despite a planned protest by the club's ultras before the clash with Parma on Sunday - apparently directed against Mario Balotelli and CEO Adriano Galliani - the 37-year-old insisted that he remains unconcerned.
"How many times has a coach been at risk after a few months, despite signing a two-year contract?" the former Rossoneri midfielder told Milan TV.
"I am not responsible for the situation that was created. I am here to improve the situation.
"I have a contract, the club has faith in me and I am trying to give my best. There is a lot of work to do here, so I am certain that with me the club will construct a strong Milan for future seasons.
"It doesn’t matter if you are not optimistic, because I am.
"When I got here, I did not find a team in good physical or psychological shape. We can't think everything will improve straight away. The players are improving but results have not been consistent, so that is what we are looking for now."
Milan sit tenth in Serie A with 35 points from 27 games.