Quantitative Solutions
Practical experience of quantitative
and analytical techniques rather than solely academic based
approaches
Calimetrix can provide, inter alia:
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Model
validation of Independent Price Verification functions; SoX
and other compliance models
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Model
creation for new products or new systems
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Development
of model libraries
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Independent
price valuations
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Cashflow
modelling and stress scenario testing of exotic credit
structures
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Determining
correct quantitative approaches to assess portfolio risks
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Case Studies
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