Quantitative finance

Valuation & Model Validation and Regulatory Support Services

Tailor-made deliverables

Design of clear and innovative tailor-made deliverables

Up-to-date models and methods

Use of the most up-to-date and suitable statistical models and methods

Regulatory environment

Compliance with the surrounding regulatory environment

2.1 Valuation and model validation

Either in an audit or a business context, we can perform independent valuation, or review already existing ones, of a (sample) portfolio made of the following financial instruments.

We can also provide tailor-made analysis as sensitivity to differents shocks or to a given parameter.

2.2 Regulatory support

— European Market Infrastructure Regulation (EMIR)
— Undertakings for Collective Investment in Transferable Securities (UCITS)
— Alternative Investment Fund Managers Directive (AIFMD)
— Market in Financial Instruments Directive (MiFID)
— Packaged Retail Investment and Insurance Products (PRIIPs)
— Benchmark Regulation (BMR)
— Market Abuse Regulation (MAR)
— Money Market Funds (MMF)
— Basel