Solutions for Banking

We provide a wide range of solutions for banking:

Basel II, II+ & III Regulatory Frameworks
We provide a complete suite of solutions to meet with the requirements for internal models approaches of the current and next generation regulatory frameworks

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.

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

Here are some specific services for banking:

Liquidity Stress Testing
With comprehensive, simulated risk valuations for your financial positions and scenarios we provide you a clear picture what emerges in various stress tests.

Valuation Services
We simulate the value and risk for your financial products including investments and derivatives.

PD Estimation
Probability of Default Estimation simulates the probabilities of default for any counterparty according to their cash flows and market volatility.

Alpha Coefficient Estimation
We calculate the alpha coefficient from potentially very large number of risk factors and relatively complex derivatives contracts with path simulation.

Delivery Options
You can choose between stand-alone installation in your premises, ASP service in our premises or consulting services for a one-time project.