Finance & Insurance

Fast Pricing, Scenario Analysis, and AAD Risks

Achieve GPU-like performance from flexible object-oriented analytics. You don't need to invest years into a risky and expensive redesign of the software or hardware. MatLogica's breakthrough solution accelerates computations and computes sensitivities faster than competing products.

Pricing, Scenario Analysis, curve fitting, VaR, XVA and EPE can be supercharged by MatLogica's software - enabling significantly faster processing of business-critical tasks.

Our optimising layer simplifies model development with no sacrifice of precision. Second and higher-order greeks, including cross-gamma, can be efficiently calculated using bump-and-revalue of the first-order AAD greeks.

Speed up Repetitive Calculations

When performing Monte-Carlo simulations, "what-if" scenarios, stress-testing, back-testing, or historical VaR, MatLogica’s kernels will automatically execute 8 (or 16) samples of the optimized code in one CPU cycle.

Sensitivities and XVA

Our AAD solution has been tested for large-scale applications calculating sensitivities, including close to real-time full portfolio simulations for XVA pricing and risk (under FRTB).

Domain-Specific Languages

You can define your scripting language and compile it with MatLogica, getting the best of both worlds: runtime flexibility and better than native performance!

Cloud Execution

Secure and confidential - MatLogica kernels can be executed in the cloud, whilst keeping your proprietary code and sensitive data on premises.

Model Calibration

You can calibrate complex multi-asset models with Monte-Carlo and use tick-level data to perform close to realtime pricing and risk calculations.

Wide Range of Models

MatLogica supports a wide range of modeling techniques including American Monte-Carlo, path-wise Monte-Carlo, PDE calculations, etc.