Services

 

Risk management

Turbine Analytics offers a wide spectrum of consulting services in risk management for financial institutions:

Creating models for risk measurment and management, stress-testing, model validation and implementation into software solutions

Outsourcing of risk management at every stage: risk calculation, risk monitoring and management, risk reporting

Auditing risk management processes within organisations, assesment of used risk managment models and their adequacy

Auditing coherence of fund management results with GIPS data presentation standards

Consulting in GIPS implementation

Implementation of market risk, credit risk and operational risk management systems

Support in Asset/Liability Matching for insurence companies

 

Financial Instruments Valuation

Turbine specializes in valuation of financial instruments and the automation of the valuation process, with an emphasis on exotic derivative products, mortgage portfolios and credit derivatives

Creation of pricing models, model stress-testing, model validation and implementation into software solutins used with client organisation

Auditing counterparty asset valuation and reporting

Outsourcing financial instruments valuation

Development of IT solutions for financial instruments valuation automation

Creation of new financial instruments, securitization and servicing of securitized instruments

 

Trading and transaction execution

Turbine Analytics was originally set-up as quantitative trading boutique, thus we have significant expertise and out-of-the-shelf solutions for traders:

Analysis and backtesting of transaction strategies

Construction and optimization of investment strategies, with an emphasis on trend following, trend reversion and statistical arbitrage models

Construction od execution algorithms, optimization of execution costs

Investment portfolio and dynamic hedging optimization

Management of risk exposure

Dynamic option pricing

Construction of market making algorithms

 

Credit risk modeling

Turbine Analytics possesses unique know-how in the area of employing quantitative models for credit risk modeling:

Auditing credit risk assessment models and effectivness assesment, analysis of credit/debt portfolio valuation

Stress-Testing of credit risk analysis models

Valuation od mortgage/debt portfolios

Big Data analytics suporting decision making in credit/mortgage decision making

Consulting services in credit risk assesment tools development (scoring and rating tools)

 

Risk modeling for
regulatory purposes

We suport our Clients in the process of adjustment for changing regulatory requirments and help them navigate through regulatory environment:

UCITS IV/V – construction of tools and procedures helping asset managers adjust to current and upcoming regulatory requirments in the risk management area

EMIR – supporting our clients in derivative instruments valuation and reporting

AIFMD – construction of solutions that help our Clients meet regulatory requirments

Basel II/III – participating in the construction of tools and models supporting implementation of Basel standards throughout bank instituions

Solvency II/ORSA – we assist our insurance industry Clients in meeting regulatory requirements in risk management area

 

Development of IT systems

Turbine Analytics combines in-depth knowledge of quantitative finance and financial markets with extensive experience in the development of IT systems. Thanks to this unique combination of know-how we offer IT solutions that precisely meet our Clients’ business needs in accordance with best industry practices and translate into development of a competitive advantage in the market.

We create our SYSTEMS to:

Automate and organize business processes, bringing tangible financial gains to our clients

Positively surprise with intuitive and visually attractive user interfaces that do not require studying manuals and instructions

Make user’s work easier by bringing implementation times to an absolute minimum and running properly from day 1.

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