Your calculations, your models, compiled.
MatLogica does not replace a risk system. It makes the XVA, VaR and regulatory calculations you already run 100 to 1000x faster, with the sensitivities computed in the same pass.
We do not sell risk models or an analytics platform. We make the risk calculations you already have run faster, and help you build new ones quicker.
Same models, same methodology, a different run time.
Same risk methodology. Same models. Transformed performance.
None of these is a product we sell. They are what your own risk code does once it runs compiled.
CVA, DVA, FVA, MVA - accelerate your valuation adjustments with automatic exposure sensitivities.
200x faster XVA (case study)Run more scenarios in less time. Historical VaR, parametric VaR, ES - all with automatic Greeks.
1000s of scenarios, same computeMore scenarios, deeper analysis. Same kernel handles unlimited what-if scenarios instantly.
Same kernel, unlimited scenariosFRTB-SA and IMA calculations with automatic sensitivities. Curvature, vega, delta - computed in single pass.
Meet deadlines with marginSA-CCR, expected exposure, PFE - accelerate counterparty calculations with full sensitivity to inputs.
Real-time exposure updatesComplete Greeks for independent validation. Compare AAD vs analytical Greeks for model assurance.
Full audit trailAADC helps you meet FRTB, SA-CCR, Basel IV deadlines - by making your existing models fast enough for compliance windows.
These outcomes come from accelerating YOUR risk models. We provide the compiler technology - you keep full control of your methodology and IP.
Select the approach that best fits your risk management needs
Accelerate existing C++ and Python codebases without rewrites
Build new applications with performance and AAD built-in
Supercharge QuantLib, ORE, and other open-source libraries
Reduce cloud costs by 50-99% with optimised compute
Tier 2 bank replaced vendor XVA solution with in-house system accelerated by AADC. Eliminated licence costs while dramatically improving performance.
"I've been very impressed by performance gains up to two orders of magnitude obtained by MatLogica after some integration work on QuantLib, and by the fact that the same work also enabled AAD; especially considering that the library contains hundreds of thousands of lines of code developed over more than 20 years."
Luigi Ballabio
Co-founder and administrator of QuantLib
You keep your methodology and IP.
You get 50-150x speedup.
Real-world margin calculation benchmarks on ISDA SIMM v2.6
A demo on one of your calculations, with the sensitivities computed in the same run.