Solutions for Corporates

For corporates we have a wide variety of solutions and services:

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.

  • Hedge Analysis
    We provide tools and techniques for planning and analysis of hedging strategies. These include calculations for determining and measuring risk and return based efficiency of hedges.

Counterparty 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.

ALM
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.

  • 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.

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.

Impairment Testing
For enlisted companies we simulate profit expectations for their sub-divisions according to sub-divisions’ cash flows and volatilities.

Standardized IAS 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.

Fair value (Standardized IAS 39)
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.

Securities Market Line
We build you a securities market line with given enlisted companies for you to estimate your and your competitors’ positions.

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.