Solutions for Risk Management

We open totally new views and accuracy to risk management with our solutions, services and products:

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.

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.

Here are some services for risk management:

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.

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.

Risk Management Consulting
Our strong theoretical know-how combined with professional market expertise assure that the results are presented in a clear and understandable format.