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Straight-through processing reduces the burden on finance and risk, yet increases the demands on front office and trading.

We turn this into a win-win by streamlining and automating traders' workflow so that it also benefits their downstream colleagues.

This reduces complexity and decreases work-arounds and spreadsheets, thereby lowering direct cost, massively improving flow and significantly enhancing controls.

Our specialist trading services include:

  • Cross-product risk aggregation.
  • Integrated risk and finance.
  • Model validation and re-engineering (from prototypes into production ETRM).
  • Trade lifecycle standardisation.
  • Spreadsheet decommissioning.
  • System consolidation / rationalisation.
White paper

Pricing discrete barrier options and credit default swaps under Lévy processes

Discretely monitored barrier options under Lévy models, including single and double barrier options and first-touch digitals, as well as CDS and defaultable bonds. By Marco de Innocentis and Sergei Levendorskiia
White paper

Cost Attribution Methodology

Costs on the firing line: why qualified decisions require a radical shift in front-office thinking. By Jason McIntosh and Steve White

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