Solutions for Treasury

We have some very clever solutions and services to make you a comprehensive impression of your treasury’s portfolio valuation and risk:

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.

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.

Here are some services for treasuries:

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

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.