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.
White paper
Cost Attribution Methodology
Costs on the firing line: why qualified decisions require a radical shift in front-office thinking.Request a call
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