Market & Credit Risk

Pricing and Risk Management Solutions

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Portfolio managers, risk managers and management companies are confronted with increasingly complex strategies and financial instruments.

At the same time, regulations such as UCITS IV and the AIFMD increase the need for transparent and independent pricing, as well as the design and simulation of robust stress-tests, beyond standard VaR computations.

BMA builds on its professional experience in investment banking and asset management, to propose unique risk management solutions based on a proprietary pricing and scenario platform for OTC derivatives and structured products.

BMA Market & Credit Pricing and Risk Management Solutions enables you to:

  • Price complex derivatives for a wide array of asset classes, to challenge valuations of counterparts;
  • Build and simulate stress-scenarios on those instruments;
  • Measure and analyze generalized sensitivies including CS01, DV01, FX sensitivity, Net-Equity Delta or Vega risk.

BMA can provide both advisory services and its analytics platform, in a separate or combined offer depending on the nature of your needs and activity.

Read more about BMA Market and Credit Risk Management Solutions.

Contact us to arrange a demo or a free trial version.