The operational and physical practicalities of many commodities products has driven developments in valuation and risk management. Our clients' models require ongoing investment in their features, performance, documentation, validation, industrialisation and standardisation.
We add value by removing the burdens on our clients’ financial engineering resources.
Our services include:
- Model development / re-engineering for stress testing, market and credit risk simulations and valuations.
- Validation, calibration and back testing of models for internal or regulatory consumption.
- Standardsation of risk factors and taxonomies to enable enterprise-wide risk aggregation.
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