What we do

Decision support Softwares Back to the table of content

  • Measure of an investor’s risk profile (multidimensional analysis including psychological aspects)
  • Real-time monitoring of exposures and contributions for investment portfolios (light and robust tool, automatic reconciliations and reporting)
  • Suitability Indicator: Quantitative score on the suitability of a financial instrument, based on the risks of the instrument and on its complexity.

Quantitative Analysis Back to the table of content

  • Backtesting of investment strategies
  • Developing new risk indicators (issuers’ credit quality, suitability score)
  • Portfolios and benchmarks construction (dynamical allocation, index replication)

Consulting Back to the table of content

  • Risk audit (due diligence, identification of potential vulnerabilities, weaknesses)
  • Risk policy implementation (objectives, organization, responsibilities)
  • Implementation of the Risk Management system (key indicators, risk limits, reporting system)