Qgraph

In securities, the problem of risk / pricing needs to be solved for multiple asset classes in multiple contextsfront office pricing and risk management – market risk

http://qgraph.euclidinnovations.com

Details

• Increased demand for calculation engines driven by CCAR, FRTB, CVA, etc.
• Higher expectation of performance across trading and risk functions
• Common requirements across asset classes (FICC, Equities) and functions (Curve Building, Real-time Risk, Scenario Risk, XVA, P&L Attribution)

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