Risk valuation and management tools

Risk measurement and management is a cornerstone of the services traditionally provided by our team. Whether taking a top-down approach to an entity or focusing on a specific portfolio, business or individual instrument, framed by the use of the most advanced analytical and simulation computing analytical methodologies and techniques, our teams consistently cater to the needs of our multiple financial and non-financial clients.

The team is supported by a suite of dedicated tools developed in-house that lend themselves to ready adaptation and implementation by our clients. By way of illustration: AfiRisk (market risk) and Risk Integrator (risk integrator developed specifically to help insurers transition to Solvency II).

The measurement of market, credit, counterparty, balance sheet and business risks, or a combination thereof, are natural areas for the application of the expertise and experience built up by our team, which is likewise evident in the teaching work done by the team for the Quantitative Finance Masters imparted by Afi.