Financial Pricing Engineering

The economic crisis of recent years has dictated a shift in the financial pricing engineering paradigms, which in turn has generated a strong push towards the development of innovative methodologies. Prometeia’s skills and experience are the critical success factors in meeting the management needs of banks and institutional investors. Prometeia’s financial libraries are proprietary applications that cover almost all the pricing models considered as best market practices, relying on advanced calculation algorithms. Simulations of the main risk factors are increasingly being used in the ICAAP/SREP framework and in the stress testing processes or strategic ALM, enabling a multi-year projection of the main balance sheet indicators.

  1. Active Balance Sheet Management
  2. Performance Management and Control
  3. Risk & Finance Integration
  4. Credit Risk Analysis
  5. Credit Decision Management
  6. Model Risk Management
  7. Regulatory and Accounting Compliance
  8. Financial Pricing Engineering