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QUANT CONSULTANTS
Our consultancy has extensive experience
Liquidity provisioning re-engineering
Credit Exposure Model Development
Collateral Management
CVA Design & Build
Analytical testing and support for new counterparty
Risk Systems
FX Option Structures
Commodities
Portfolio Management
Equity Derivatives
Credit instruments
IR Derivatives
Counterparty & Country Basel IV
Credit Risk Exposure - EPE Methodology
Quant Support & Risk Management
Credit Derivatives
Rates
Emerging Markets
Asset Management
Basel IV
Operational Risk
Trading Systems
VAR
Swaps
Fixed Income
Quantitative Finance
Applied Mathematics
Providing risk management is the normal way of dealing with the risks of owning a house on a mortgage, a car on finance, a share position of a company or participating in a corporate or national bond. There are serious financial downsides to all these investments as houses may become less valuable, cars my stop functioning, and shares and bonds can be subjected to default.
For portfolio positions involving many assets and hedges the exposures, projections and subsequent risks are difficult to calculate and often impossible to insure. National Basel Finance Regulation, bank corporate regulation and trading rules require an assessment of extreme volatility and correlation assessment, an exposure to interest rates, an exposure to inflation and the time movement of the portfolio. The extreme exposure is then qualified by probability distribution.
Our company has over 30 years experience in Quantitative Finance working on various process changing projects in the banking industry. Our demonstrable industry knowledge and expert experience is respected as a trusted entity of quantitative solutions, establishing long-term relationships with organisations interested in using advanced methodologies & structures. We are a unique powerhouse in the field of derivatives models needed to price, manage risk and finance insurance.
01323-478-629
07925-000-209