Risk Analysis and Data Estimation Calculation Services

CD Financial Technology offers calculation, data and estimation services related with financial and risk management areas through its segregated web-enabled servers, which interact internally with each other, where needed.

The first server opened was the MarketData server, based on the DATA+ 3.0 software system developed by CD Financial Technology. Through this server, the user can access customer specific and fully customized time series downloaded and updated at any frequencies from real time information services, such as Reuters and Bloomberg. The time series can also be complex mathematical transformations of the market data, such as option prices, ARIMA models, etc.

Using the MarketData server, a client can:

  • estimate volatilities, correlations, betas, kappas, gammas and other statistical estimates
  • use such estimates as inputs in his simulation-based risk engines
  • export the estimates and/or the basic data into other applications for further statistical analysis and study.

The market risk analysis functions of the R/V Platform are also readily available through a web service, and extensions of the server towards full risk functionality over the web is under construction.

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