Asset Pricing

Commodities and Energy Markets. Businesses in energy and commodities trading markets need solutions to value physical assets such as the storage and long term supply contracts such as the power purchase agreements and swing option contracts that have optionality embedded in them. We provide in-depth insight into the value of these assets and build asset valuation models for our clients.

Financial Services and Asset Management. Investment managers often need to value illiquid assets and non-standard financial products. We develop bespoke asset valuation models for our clients that need the application regulatory reporting standards for fair value calculation. 

Risk Management Models and Methodologies. Our clients across the financial services, energy and commodities trading industries work with us in building the risk management models. Our expertise spans the market risk , credit risk, liquidity risk and the operational risk management modelling functions that are pivotal to the organizations in conducting their business. 

Model Validation and Documentation.

We offer model risk management support covering the model documentation , model testing & validation services to our clients that results in our clients meeting the required regulatory bodies standards across the jurisdictions. 

Data Modelling and Governance. Our data engineering expertise helps businesses to bridge the gap between the data as a raw input and the context specific application in a model. We identify the relevant data sources, storage solutions, and develop tools for the cleansing and preprocessing needed before data is utilised in specific applications. We assist our clients in setting up controls and processes to ensure enhanced quality of data , which forms the foundation for reliable data driven decisions.