Our experts challenge your setup or produce the analyses your teams need, on a one-off or ongoing basis, with no tool to deploy.
A critical, independent review of your setup: hedging strategy, choice of instruments, and risk measurement
Production of valuations, management indicators, and regulatory reports, based on your data
Review ahead of a committee meeting or closing, monthly or quarterly production: you set the pace
We use our proprietary platform: you send us your data or we retrieve it, and you receive the results, with no tool to deploy
No license, no integration project, no team to assemble: you’re paying for expertise and results, not infrastructure.
Our quantitative experts challenge your assumptions, models, and hedging strategies with the objectivity of a third party. You present well-argued, documented choices to your committees and auditors.
You send us your data or we collect it, and we deliver the results: no installation or maintenance required on your end.
Our analyses are based on our calculation engine, which was reviewed in 2024 by a joint supervisory team (JST) from the ECB.
Fit between your exposure profile and hedging setup, over- or under-hedging diagnosis (ratio, horizon, granularity), trade-offs between cost, level of protection, and impact on cash flows
Relevance of instruments to your objectives, identification and proposal of alternatives and optimizations
Full capture of exposures with no blind spots, sensitivities and behavior under stress scenarios, independent review of your models, consistent valuations, and auditability
Based on your data (balance sheet, positions, hedges), with the most suitable market data: ours, yours, or both
Jointly defined scenarios, management and decision-support indicators, enriched by our market watch and peer comparisons
Summary of scenarios and tests, IFRS 9, IRRBB, and CSRBB reports
