We offer sophisticated cutting-edge solutions for large and medium size corporations, asset management entities and financial institutions in financial risk management.

Our solutions include:

Market Risk Analysis
We provide you valuations and arbitrary Value-At-Risk figures for every combination of financial instruments with either recommended Monte Carlo or historical simulation.

Credit Risk Analysis
We provide you counterparty credit losses with arbitrary confidence levels and stochastic processes in the given time range. We can provide you probability of default values for any institution according to their cash flows and market volatility.

Operational Risk Analysis
We provide you valuations and value-at-risk figures for operational risk events with Monte Carlo simulation.

Economic Capital Analysis
We provide you specific tools to evaluate, plan and manage your economic capital needs.

Cost at Risk Analysis
For the costs net present values, future current values, their paths  and their distributions can be established on different confidence levels.

Cash Flow Analysis
Corporate cash flows can be modeled both on aggregate and business unit levels with many types of risk factors and complex stochastic models.

NPV Simulation
Net present value distribution procedure represents a sound full valuation approach to evaluating financial contracts and their risk profiles, both in absolute and comparative terms.

For Asset and Liability Management R/V Platform is able to take into account all risks including market, credit, operational, underwiriting etc. risks by stochastic modeling.

M&A / Divestures Analysis
The R/V Platform supports full contribution analyses of sets of cash flows to group value creation to support decisions to acquire (M&A decisions) and to sell (Divestures).

Basel II&II+
We provide a complete set of solutions for regulatory reporting under the Basel II and II+ Guidelines.

Basel III
We provide a complete set of solutions for regulatory reporting under the Basel III Guidelines.

Solvency II
In a full-scale Solvency II Internal Models solution all key factors driving revenues, costs and risks of both underwriting and investment activities can be simulated as stochastic processes over any planning horizon.

Standardized IFRS 36
The calculation procedure is designed to meet with the most stringest requirements of the IAS 36 standard, and the discount rates are also directly applicable in investment planning and decision making, as well as in mergers & acquisitions and in divestments.

IAS 39 Validity Testing
The range requirement in validity testing can be conveniently tested for all candidate hedges and all underlying positions using the path simulation functionality of the system.