Do you need regular support in the valuation of derivative financial instruments? Our cooperation partner frontmark will be pleased to provide you with services in the areas of
- Market conformity & revaluation (ex-post calculations)
- PRIIPS ratios & transaction costs (end-of-day calculations)
- Arbitrage monitoring & price analysis (intraday calculations)
- Valuation price discovery, fair value & risk metrics (end-of-day calculations)
- and other bespoke solutions
ActiveViam, a global software provider to the financial services industry, delivers a fit for purpose data analytics platform that accelerates confident decision making. For nearly two decades, we have empowered financial services firms to be ready for the unexpected and eliminate blind spots when making decisions. Performing continuous calculation of risk and performance metrics on huge volumes of fast-moving data, our innovative data aggregation and analytics platform helps clients freely explore metrics at the most granular level, detect and diagnose outliers as they happen, and perform real-time impact analysis of ‘what-if’ scenarios. This results in better business outcomes such as optimized profits, higher yield on investments and reduced exposure to regulatory fines.
Founded in 2005, ActiveViam is a privately-owned company operating in the world’s leading financial marketplaces – London, New York, Singapore, Sydney, Hong Kong, Paris and Frankfurt. Our FRTB solution has been recognized as “FRTB Product of the Year” by Risk and by Waters Technology as the “Best Sell-Side Credit Risk Product.”
Comprehensive online library for machine learning in finance
Are you interested in the latest developments in machine learning for the financial services sector? Then take a look at our continuously updated online library ML in Finance. Here you will find a comprehensive collection of articles covering applications of machine learning for financial institutions and energy traders across a broad range of domains including marketing & customer relations, investing, pricing & valuation, compliance, and risk.
Open-source Machine-Learning Workbench
Publications
Please find here a list of publications in the fields of finance and AI, authored or co-authored by RIVACON staff or alumni:
