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Financial ServicesFinancial Risk Analytics

Risk Bureau

Unique risk insights

Financial Risk Analytics’ award-winning products and solutions measure and manage counterparty credit risk, market risk, regulatory risk capital and derivative valuation adjustments. Risk Bureau extends our capabilities to give buy-side and sell-side firms unique insights into key risks in the financial markets. Risk Bureau is available online in the cloud, as a mobile app and on-demand bespoke service.
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Risk Bureau - Helping in times of market turnmoil
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XVA & Capital Hypercube
XVA & Capital Hypercube
Provides insight into bilateral counterparty xVA costs and the Basel capital requirements
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XVA Neural Net Pricer
XVA Neural Net Pricer
Machine learning based XVA pricer available on-demand to quickly understand the incremental XVA and XVA sensitivities in adding trade(s) to a given counterparty and credit parameters
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Credit Forecasting Utility
Credit Forecasting Utility
Simulated credit spreads and overlay relevant Alternative Data and synthetic credit spreads to gain insights into future portfolio performance
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Risk Free Rate Hypercube
Risk Free Rate Hypercube
Market implied fallback spreads and RFR product PVs to determine optimum fallback agreements ahead of Libor cessation
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Equity Forecasting Utility
Equity Forecasting Utility
Simulated equity prices and betas and overlay of relevant Alternative Data to gain insights into future portfolio performance
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Risk Bureau Service
Risk Bureau Service
A quick to initiate bespoke on-demand risk calculation service. Results are accessible by a secure web UI
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View our product set

XVA
XVA
A flexible, cloud-based solution delivering deal-time insights to the XVA desk
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Counterparty Credit Risk
Counterparty Credit Risk
A flexible, cloud-based solution that supports counterparty credit risk and regulatory capital requirements
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Scenario Stress Testing
Scenario Stress Testing
Create scenarios at scale and comply with global stress testing requirements
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Traded Market Risk
Traded Market Risk
Access unique risk insights online in the cloud, on demand and via a mobile app
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Buy Side Risk
Buy Side Risk
CVA, VaR and other Risk Measures for the Buy Side
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Awards Received

Awards Awards

Thought Leadership/Case Studies

Product Specialist

Jean Zottner

Throughout his career, Mr. Zottner has worked on the multiple aspects of product management, quantitative risk and system development. With over 13 years of experience in fintech and banking, he is an expert in quantitative risk and product design. He is passionate about using technology to solve business challenges and to streamline processes.Mr. Zottner holds an MSc in Computer Science obtained with distinction from Oxford University, as well as an Engineering degree from ENSIIE, a French Grande Ecole.

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