Custom Java module for OneSumX for Risk
Custom Java module for OneSumX for Risk.
Credit VaR for OneSumX for Risk.
Prudent valuation.
QuantLib Extensions for mortgage products.
Murex migration for derivative portfolios.
Prudent valution for illiquid securities.
ECB mission in Bankia for mortgage portfolios.
Counterparty credit risk.
Wholebank VaR/Multicurve implementation.
ALM IT-Lanscape Transformation.
Pricing algorithms for consumer credit.
