Success Stories

Modeling Derivatives

A comprehensive solution for analyzing counterparty risk in derivatives deals.

Capital Savings In Securities Lending

A solution to reduce required capital in Securities Lending portfolios.

A Credit Risk Data Warehouse

A comprehensive repository of credit risk and financial data at a diversified US bank.

Instrument Level Profitability

A solution for analyzing risk and cost-adjusted profitability at the lowest grain of detail.

Market Floor Risk

An application to simulate contracting net interest margin

Achieving Basel II Compliance

Creating a Basel II-compliant credit risk solution.

Reengineering a Strategic Initiative

Defining project structure for improved solution delivery.