We provide risk factor simulation, trade valuation and risk metrics calculation services based on our Szena solution.
What we did?
➔ Integration of our SaaS solution into the customer’s infrastructure
➔ Definition and implementation of market data simulation models (historical, Monte Carlo, etc.)
➔ Definition of the pricing engine capable of valuing instruments adapting to the peculiarities of the sector (storage costs, transport, etc.)
➔ Operation of solutions to provide data validation services, metrics and reports generated
➔ Provide our client with specialised services
- Compliance with regulatory requirements supported by Nfq Regulatory CoE
- Advanced quantitative services for the implementation, development or validation of models
- Contrast/Benchmarking of instrument valuations
➔ Comprehensive service that guarantees the management of risks associated with the area of capital markets
➔ Our client focuses on information management rather than operations
➔ Ensuring compliance with regulatory impacts with industry insight (Advice + Solution development)
➔ Adaptation of market best practices, in the field of management metrics (ES, Lambda VaR…) and valuation adjustments (xVA…)