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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.

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​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.