Computational Finance and Risk Technology

Risk Quantification Technologies:

Utilise advanced mathematical models and simulations to turn data into actionable insights for better risk quantification and analytics

o Advanced mathematical models and simulations for identification, measurement and management of credit, liquidity and market risks.
o Data integration and warehousing, including data quality assessment and real-time data processing capabilities
o Model development or validation exercises with a focus on computational efficiency and accuracy

Risk Analytics and Reporting:

Integrated frameworks for identification and monitoring KRIs, reporting and dashboards, and integration with ERM frameworks.

o Identifying key risk indicators (KRIs) that reflect your organization’s main vulnerabilities and guide strategic decisions.
o Transforming raw data into clear, actionable insights through intuitive dashboards and tailored reports.
o Seamlessly embedding KRIs into existing risk frameworks, ensuring proactive threat detection and mitigation.
o Aligning risk technologies and platforms with regulatory requirements

Computation Finance and Modelling

Maximising financial efficiency and returns, through the implementation of automated models and frameworks around the valuation of derivatives and illiquid assets, liquidity modelling, and balance sheet optimisation

o Using advanced ML-based techniques to value illiquid securities, using a variety of methodologies
o Validation of derivative pricing models to enhance conceptual soundness and operational reliability
o Development or validation of models to enhance liquidity scoring and asset liability management
o Expertise in several technology platforms including Murex, Moody’s, etc.

Early Warning Signal iEWS®

Revolutionizing illiquid credit markets with AI-driven insights and risk assessment.
Predictive analytics to navigate the complexities of illiquid securities effectively.
Leverage EWS’s advanced algorithms for comprehensive, real-time credit and risk analysis.

Empowering Financial Decisions Through Advanced Computational Solutions

Harness cutting-edge computational techniques and innovative risk technology to solve complex financial problems. ALP enables financial entities to optimize risk-return profiles, enhance decision-making, and navigate compliance and uncertainty with precision.

Client cases

Policy Enhancement and Fraud Risk Assessment

Credit Risk Anomaly Detection – Deutsche Bank London

Model Risk Management, Climate Risk Stress Testing

Designing and Implementing Credit Risk

Case Study and Implementing Climate Risk Management