Our financial analytics team brings multi-disciplinary expertise in fields that involve financial theory, methods of engineering, tools of mathematics and practice of programming.
Our Financial Analytics Solutions include:
Our Intelligent and Integrated tools allow buy side and sell side institutions to explore trading using spread basis between underlying and derivatives and hedge risk associated it. Our tool also allows credit traders to explore various trading opportunities. The platform is integrated to support latest regulatory requirements as well and external connectivity to ICE, Mark-It, and DTCC.
Integrated Credit Trading:
Why do we need an Integrated Credit Trading Platform? Credit Trading missteps in 2005 (Liquidity and Correlation Risk caused by GM/Ford downgrade) or 2008 (Basis Blow up): Merrill Lynch’s $16 billion loss in the fourth quarter of 2008 certainly ranks very high up there in the analysis of investment-bank blowups.
Our Tools provide Trading and Risk solutions for Corporate Bonds, Credit Derivatives such as a Credit Default Swap(Single Name CDS and Index), LCDS, MCDS, Index Option, FTD and Offce the run Indices. Our services enable financial institutions to streamline workflow, connect with counterparts more effectively and comply with regulatory requirements.
Risk and P&L Analysis:
Risk analysis is a technique used to identify and assess factors that may jeopardize the success of a project or achieving a goal.This technique also helps to define preventive measures to reduce the probability of these factors from occurring and identify countermeasures to successfully deal with these constraints when they develop to avert possible negative effects on the competitiveness of the company. The P&L analysis is a summary of the financial performance of a business over time (monthly, quarterly or annually is most common). It reflects, the past performance of the business and is the report most often used by small business owners to track how their business is performing.
Credit Risk Modeling, Credit Scorecards, Collections & Cash Forecasting (Markov Chains, Monte Carlo Simulation), Statistical Modeling, Customer Insight, Fraud Analytics, Customer Strategy Analytics, Decision Science, Forecasting, Basel II/III.
Credit Risk, Market Risk, Operational Risk, Basel Modeling (Wholesale and Retail), Economic and Regulatory Capital Planning, CCAR.
Risk (Operational, Financial, Market), Compliance, Solvency II, Change Actuarial – Capital, Reserving, Pricing, Marketing, Risk, Validation.