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Trading and Risk Management

Risk Management

Risk management is a process to identity and measure risk. The goal of risk management is to ensure that risk is under control and there is no surprise in future. In capital market, risk management is accountable for oversighting and monitoring the profit and loss, market risk, credit risk, liquidity risk, and valuation risk of a firm.

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Market Data

Market data are information collected in financial markets, that help market participants to understand market behaviors, historical trends, and risk. Sometimes, market data need to be further processed by market data analytics that is an area using algorithm and model to process and study to extract useful information.

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Trade lifecycle

All the steps involved in a trade, from the point of order placed and trade execution through to trade settlement, are commonly referred to as the trade life cycle. Managing the life cycle of a trade is the fundamental activity of exchanges, investment banks, hedge funds, pension funds and many other financial companies.

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Financial Research

Financial research involves using finanicla models, algorithms, analytics, and data to assess and forecast financial market trends, asset values, and risk.

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Analytic Tool

The analytic tools give users valuable insights into financial products and markets. They are commonly used by traders and risk managers for model validation, intraday, what-if scenario, sensitivity and profit & loss (P&L) analysis. With the tools, the benefits of complex trading and risk management are not anymore reserved for only large institutions.

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Derivative Valuation

The analytic tools give users valuable insights into financial products and markets. They are commonly used by traders and risk managers for model validation, intraday, what-if scenario, sensitivity and profit & loss (P&L) analysis. With the tools, the benefits of complex trading and risk management are not anymore reserved for only large institutions.

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FX Derivatives

FX derivatives are the most popular financial products in global markets. The over-the-counter FX and FX Option markets provide quotes according to tenor – 1W, 3M, 1Y, etc. The computation of dates from these tenors differs between the two markets.

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Market Risk

Capital market risk management system is an information technology platform that helps people in financial markets balance risk appetite with performance to ultimately optimize capital efficiency, identify problems, mitigate threats, control risk, avoid unexpected loss, and enhance opportunities

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Credit Derivatives

In order to assess the underlying approximations of the model, we use both index trade valuation model and single name CDS valuation model to calculate the derivatives of hazard rate curves at different credit spread levels.

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Credit Product

Credit products are financial instruments that transfer credit risk of an underlying securities or derivatives from one party to another party.

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Equity Derivatives

Equity derivatives are a class of financial products whose value is derived from price or volatility movements of underlying equities or equity indices.

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Equity Product

Equity product is a financial instrument whose payoff is based on equity factors.

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Finanical Analytics

Research papers are presented.

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List of Derivative Pricing Models

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