PLATSON Analytics
www.platson.ioPLATSON Analytics exists to solve issues regarding efficient computation of non-linear derivatives risk. PLATSON Analytics offers a bespoke service to major financial institutions with non-linear (and even linear) interest rate exposure. The proprietary PLATSON Solution reduces costs by improving risk management and can significantly reduce capital usage through improved PNL attribution for complex products First order risks are well modeled but second order risk is computationally intensive to quantify correctly. Using semi-analytic methods the PLATSON Solution resolves this leading to: 1 Reduced Costs - Significantly improved risk bucketing minimises ineffective hedging. 2 Reduced Capital - For a bank to use less-stringent IMA capital, FRTB requires accurate PNL prediction which the PLATSON Solution provides. 3 Increased Flexibility - Allows for trading of more complex products and strategies that have been sidelined due to incomplete quantification of risks, for example midcurve dispersion portfolios. PLATSON works with clients to implement the solution into their systems
Read morePLATSON Analytics exists to solve issues regarding efficient computation of non-linear derivatives risk. PLATSON Analytics offers a bespoke service to major financial institutions with non-linear (and even linear) interest rate exposure. The proprietary PLATSON Solution reduces costs by improving risk management and can significantly reduce capital usage through improved PNL attribution for complex products First order risks are well modeled but second order risk is computationally intensive to quantify correctly. Using semi-analytic methods the PLATSON Solution resolves this leading to: 1 Reduced Costs - Significantly improved risk bucketing minimises ineffective hedging. 2 Reduced Capital - For a bank to use less-stringent IMA capital, FRTB requires accurate PNL prediction which the PLATSON Solution provides. 3 Increased Flexibility - Allows for trading of more complex products and strategies that have been sidelined due to incomplete quantification of risks, for example midcurve dispersion portfolios. PLATSON works with clients to implement the solution into their systems
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