Investment Analytics Solutions -IAS-
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Integrity
Inventinveness
Ingeniousness
Imaginativeness
Intelligence
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Assurance
Ability
Achievement
Adaptibility
Accomplishment
 S
Stability
Soundness
Sureness
Strength
Success
-wbscreen- quantitative analytics of
financial derivatives 		-wbscreen-
quantitative analytics for
trading 		-wbscreen- quantitative analytics for
risk management

 for distinguished clients
 
-investment banks- investment banks -private equity- private equity funds
hedge funds -hedge funds- insurance companies -insurance-
-financial mathematics-

 for all asset classes
 
-distributions-
-equities- equities -credit- credit
interest rates -interest rates- foreign exchange -foreign exchange-
-commodities- commodities -inflation- inflation

 flexible solutions
 
-consulting- consulting -blue graph-
-white graph- direct solutions -direct solutions-

 
TRADING

new or existing model
creating a new mathematical financial model or finding the optimal existing one
 		 pricing and hedging
pricing model with all the necessary greeks for hedging, calibrated to the market
 		 valuation adjustments
CVA, DVA, FVA, KVA
 
testing the model
implementation
in the required programming languages (C++, Python, Matlab, SQL, etc.)
 		 explanation
of the model and the tools to traders, portfolio managers and any other stakeholders
 		 getting approval
managing the model approval process to approval by model validation
 

 
RISK MANAGEMENT

tail risk (EVT)
most advanced method using Extreme Value Theory (EVT)
 		 tail risk (CVaR)
satisfying all reporting and regulatory requirements
 		 model risk
validating models to the highest standards
 
counterparty risk
internal model method (IMM), satisfying all regulatory requirements
 		 credit risk
credit risk analytics models from scratch to approval
 		 market risk
market risk analytics models from scratch to approval
 
CCAR
Comprehensive Capital Analysis and Review
 		 FRTB
Fundamental Review of the Trading Book
 		 ISDA SIMM
Standard Initial Margin Model
 

 
CONSULTANCY

one or more consultants
the number of consultants per your needs
 		 a whole managed team of experts
no need of your valuable time to manage
 
on-site solutions
fixing your problem on-site if needed for your convenience
 		 off-site in our own office
no need to pay for expensive seats on your trading floor
 
in your system
if the work has to be done in your system for security purposes
 		 on our own equipments
we have got all the tools and softwares to deliver the solution for you
 

 
DIRECT SOLUTIONS

unspecified problems
if you have got a problem but do not know how to solve it, we specify your problem and solve it for you
 		 a report, analysis or document
an analysis for your decision making, a report to your investors, a document for the regulator, delivered to you
 
pricing or risk models
new financial mathematical models specific to your needs made and delivered to you by our expert modelers
 		 regular reports or analyses
regular reliable high quality reports or analyses delivered to you on time, so you only need to use them
 
implementation
implementation of the selected models in specific programming languages (C++, Python, Matlab, SQL, or other)
 		 testing or backtesting
testing or backtesting of models and implementations, fully documented