Provide customers with comprehensive, effective and safe solutions and services
Our Core
Original technology support industry standard method
The core comes from FFQ’s original technology (COS method, namely series expansion method) Fourier.
Support industry standard methods also (Monte Carlo simulation method)
Category A
Quantitative risk management software for financial institutions(B2B)
Real-time Calculation of Counterparty Credit Risk
Features:The computational financial algorithms innovated by FFQ is much faster than conventional method in the industry.
Application scenarios: It is suitable for calculating the risks of OTC derivatives transactions, helping traders and risk control managers to calculate risks in real time; solving the pain points of slow conventional algorithms and time-consuming waiting.
Real-time Calculation of Risk-Adjusted Return on Capital (RAROC)
Features:The computational financial algorithms innovated by FFQ is much faster than conventional method in the industry.
Application scenarios:Suitable for risk calculation of commercial banks’ credit asset portfolios; solving the pain points of slow conventional algorithms and time-consuming waiting.
Standard Method and Internal Mold Method for Basel’s New Standard FRTB
The prototype of the Standardized Law strictly follows the Basel regulations.
The prototype of the internal molding method complies with various technical requirements issued by EU regulations.
Categry B
A lightweight and fast tool for individual traders involved in derivatives (such as exchange rate options)around the world (B2C)
Product Features
Low service price and fast calculation speed : mathematically, the commonly used methods in the industry have been greatly optimized and improved. In mathematics. 。
High model quality:based on more than 10 years of industry experiences and world-leading computational finance & derivatives pricing research results.
•Model code base construction;
•Cloud deployment;
•User interface design;
Under development, expected to be completed by mid-2024
•Connect to real-time trading data;
•Model service for real-time data;