For swifter time-to-insight the management of valuations of instruments in a multi-asset, multi-model, multi-datasource and multi-timeframe environment one needs systems that work in different climates.
A system doing blazing business by multi-model pricing and calibration engines that have been forged by high-end numerical schemes and next-gen computing muscles wrapped with symbolic programming layers. To valuate a portfolio of 1000 instruments across thousands of scenarios a single valuation shall take only a few microseconds - where the standard might be 30 seconds. UnRisk.
A system doing cool business by applying the principle of consistent data and analytics management to increase transparency and reduce market and operational risk. To managing all valuations of the history and re-valuate them for various what-if analysis it is imperative to free info from the silos, process valuations consistently and optimize transaction processing. TimeScape from Xenomorph.
To redrawing the valuation management maps we share ideas with Brian Sentance, CEO of Xenomorph and his management team. About the topic see Brian's most recent Blog Post .
I am aware that the discussion on valuation management is not new, and taking the risk of (virtually) touching the third rail, I say: the time is ripe now.
The petabyte and petaflop age will enable us to do things that could not be done before and now combining the most advanced platform for data and analytics management and valuation engine seems just right. Xenomorph and UnRisk.
Over a year ago ... Bullet Trains and Intermodal Express Traveling.