Financial Software
Provide customers with comprehensive, effective and safe solutions and services
A light and Fast Engine for Counterparty Credit Risk Quantification and CVA Pricing
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.
Fast and Consistent Calibration of the Implied Volatility Surface
using European, American and barrier options, under various process assumptions including stochastic (rough) volatility model.
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.
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;
Expected to be completed by the end of 2024
•Link static data;
•Limited function free test;
Expected to be realized by 2025