We have the 3 crucial items needed to provide quantitative services in Structured Products:
Our small size allows complete customisation to customers' needs, flexibility and speed of delivery - whilst the negative side of it can be avoided via standard corporate agreements. Contact us for further details.
Value-at-Risk, stresses and greeks can be customised for individual customers' needs; so as to be integrated into their existing processes and risk management systems.
A set of tools to analyse SP's from the investor's point of view, producing innovative metrics of risk, performance and value as well as informative and more detailed reports.
These numbers are meant to be clearly understandable by non-specialist users, and hence can be deployed within existing processes by, among others:
Pricing, pre-trade analysis, calibration, portfolio analysis, business advice, etc...