We enable risk management

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01Mitigating Risk: A Joint Model for High-Yield and Investment-Grade Credit Indices

Today, there are many flawed corporate bond pricing models. However, there is also a novel credit-spread approach that can simulate index prices and accurately capture probability of default, enabling better risk management and regulatory compliance.

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02MiFID II: Are the ETFs the way to go?

MiFID II creates a downward pressure on the conventional investment companies’ margins and influences them to either turn to ETFs as a low-cost solution or take on a full-scale digital transformation of the business. However, there are some pitfalls on the ETF direction side.

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Free Resource:

Automated Financial Advice

Financial advice is moving online and is increasingly provided on an automated basis, just like many other services. Read our guide to key development areas within this exciting field.



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Part I: Cyber Risk, An Interplay of Drivers Affecting the Banking and Insurance Industry

This article addresses the topic of cyber risk and different aspects of the mitigation of its adverse effects on financial institutions.

Introduction to Credit Index Modelling

This article will discuss why it is important to model credit indices and detail a number of different approaches to this problem.

Overcoming the Insufficiency of Historical Data; The Rolling Window Method

In this article, we evaluate the rolling window procedure to alleviate the problem of inadequate data by increasing the number of observations extracted from a limited set of data.

Solvency II
Dynamic Management Action plans; the impacts on Solvency Capital Requirement

This article is composed of discussions on dynamic hedging and presentation of a case study in order to investigate the impacts of dynamic management actions on Solvency capital requirement.

What we do

We improve decision making under uncertainty

Our work empowers millions of people to make, or benefit from, informed financial decisions under uncertainty. Asset liability management, capital requirements and automated financial advice - everything we do helps support our vision that everyone should have access to world class risk management tools.

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