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BoundaryRider: High Performance Risk Engine to Calculate Market and Credit Risk

by BoundaryRider
BoundaryRider

BoundaryRider

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Phone: +61 (02) 9409-4600 x4620

Boundary Rider provides software and consulting solutions to banks on the management of risks associated with financial markets trading. We help our clients improve business performance in areas related to modeling, products, policy and capital. We have experience: independently validating risk models; reviewing internal risk systems; setting up a bank quantitative group; calculating the impact of Basel II on regulatory capital; independently reviewing operational risk models. Our risk system, BoundaryRider, calculates market risk and credit risk exposure as well as monitoring limits in real-time. The risk engine runs through a web service interface using XmL. Users can introduce new statistical processes into the simulation and add new products. Our focus is on accuracy and performance and we have achieved stunning results with our optimised Monte Carlo approach.