Pricing & Risk Analytics

Torstone Risk provides a cloud-based, high performance, cross-asset pricing library which includes some 150+ financial models across credit, fixed income, foreign exchange, equity, and commodity derivatives. These models have been used for trading by portfolio managers and market makers for the last 15 years.

Model implementations include Partial-Differential Equation (PDE) and Monte-Carlo based simulations for multi-dimensional products. These can be orchestrated in distributed calculations for valuations, VaR and other large-scale simulations. This means you can achieve a single risk compute environment for market, credit, and regulatory capital requirements. Torstone Risk harnesses the power of elastic computing to achieve scalable real-time risk computation in a cost-effective way.

All market data, security term reference data and pricing models can be fully explored and verified on an ad-hoc basis, using the Torstone Excel “One Click” Pricing Add-in.

• Credit, Fixed Income, FX, Equity and Commodity Derivative Pricing Models
• Risk Factor Computation (Greeks)
• Distributed Computation
• Excel “One Click” Pricing Add-in