For over 20 years, Eurorisk Systems has established its place in the field of innovative financial products and technologies, providing a wide range of financial solutions. To our key competencies belong:
- Pricing of financial instruments and portfolios;
- Portfolio and benchmark analysis and optimisation;
- Market, credit and operational risk estimation
Cash Flow/Earning at Risk;
- Asset Liability Management (ALM), Cash Flow and GAP analysis, Fund Transfer Pricing (FTP);
- Credit rating evaluation modeling and implementation;
- IFRS balance and hedging accounting and risk adjustment for derivatives;
- Insurance products and Solvency II.
Complying with EU regulations, we offer following solutions and services:
- Global software solutions in Portfolio Management;
- Integrated software solutions in Risk Management according to Basel III requirements;
- Integration of Risk Management modules into existing position keeping systems;
- Programming of data interfaces and WEB based applications.
We are specialised in the evaluation of following products:
- Financial instruments;
- Credit derivatives;
- Asset Backed Securities (ABS);
- Specific free defined and rule-based instruments;
- Multi-factor instruments, certificates;
The evaluation of risk capital and capital requirements corresponds to Basel III and Solvency II capital requirements directives.
Specialised solutions are being developed to cover specific customers' needs and tasks, e.g.:
- Compliance check;
- Limit and warning system;
- Investment Consulting;
- Real Estate and Fund Investment;
- Asset based funding.
We have deep scientific and technological expertise in the following IT areas:
- Programming in Java, C# .Net;
- C++ object oriented programming;
- WEB approaches;
- Artificial Intelligence;
- Neuronal networks that allow innovative modeling, e.g. clustering, prediction, implied classification, distribution recognition, and multi-factor analysis;
- Connectors to other systems and reporting, including OLAP Tools.