Research topics

Active areas of current research activity for our research team are asset allocation and hedging for portfolios of structured product exposures, risk analysis and capital for retail portfolios, counter-party credit risk with netting agreements, correlation modeling and valuation of securitisation tranches, and pricing sovereign credit risk. Most of this research feeds directly into product development and the inclusion of new features in our existing software.

We are also engaged in a range of client-directed research projects and are happy to discuss research requirements with potential clients. Our research group actively presents new ideas at conferences and publishes widely in academic and trade publications.