Risk Shell

Deriscope is a locally installed Excel Add-In used for financial derivatives valuation purposes. It comes with an integrated user-friendly wizard that allows the user to create various important structures, such as yield and volatility curves and use them to price financial instruments such as options, bonds, interest rate swaps, swaptions, caps, floors, credit default swaps, inflation swaps, basket options etc. A large part of its analytics is carried out by well regarded open source financial libraries, such as QuantLib. Apart from the price and risk of the referenced instruments, Deriscope's output includes detailed cash flows and several quantities of interest and is accurate to within a fraction of a basis point. All daycount, calendar and other conventions are accounted for. Portfolios consisting of several thousands of single instruments can be effortlessly processed.

PackHedge™ is the world’s most advanced investment industry solution for Alternative/Hedge funds, Private Equity funds, Traditional/Mutual funds and many other investment instruments (UCITS, ETF, Equities, Real Estate, Forwards, Currencies, etc.) empowering quantitative and qualitative research and analysis, risk analysis, stress testing, scenario analysis, exposure analysis, contribution and attribution analysis, asset allocation, portfolio construction and management, shadow accounting for portfolios, managed accounts and funds of funds, with liquidity and cash flow forecasting/analysis, due diligence, document management, workflow, CRM (client relationship management), compliance, KYC and financial innovation. A series of state of the art modular software tools in a single fully integrated platform, providing an unmatched data management model for multi-source, multi-currency, multi-frequency and multi-lingual qualitative and quantitative data.