Solutions

Risk Management
Asset Liability Management
Agricultural Risk
Energy Risk
Stress Testing

>> read more  

BrainMatics’ derivative and other instrument pricing libraries are used by many banks and financial institutions for valuation and risk management. The libraries can be integrated seamlessly with stand alone risk management systems or can be used via excel.

The libraries cover a wide range of asset classes of which you pick and bundle your package as per your requirements:

  • Equity

  • Commodity (includes energy derivatives)

  • For-ex

  • Interest rate

  • Structured products

The pricing libraries can be customized from compliance perspectives as per the requirements. Many large banks in India are using BrainMatics’ libraries in their risk management systems which comply with BASEL II regulations.

Multiple pricing methodologies are supported including closed form solutions and simulation models.

Rather than always relying on closed form approximations, the models actually simulate the pay-off structure leveraging the underlying stochastic process, and hence are quite accurate.

We also provide services around price validation for OTC contracts and quant strategies like pairs trading.

Key Benefits

  • Wide asset coverage
     

  • Multiple methodologies
     

  • Full simulation based pricing models
     

  • Customized for regulatory/internal
    compliance
     

  • Easy plug-in to risk systems