Solutions for Fund Management

For fund management we have a full range of solutions and services to meet demanding needs:

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.

Counterparty and 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.

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.

  • Benchmarking Analysis
    We provide sophisticated methodologies for comparison of fund manager’s performance against benchmark positions. Benchmarking can be performed both in traditional deterministic sense but also in terms of risk based measures.
  • Attribution Analysis
    We provide advanced tools for attribution analysis. Contributions of different factors on results and returns can be analyzed both in deterministic and stochastic terms.

Here are some specific services for fund management:

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.

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.