Make Your Risk Models 100x Faster

Your calculations. Your models. Dramatically accelerated.

MatLogica doesn't replace risk systems — we make your XVA, VaR, and regulatory calculations run 100-1000x faster with automatic sensitivities. Meet deadlines with time to spare.

What MatLogica Does

We don't provide risk models or analytics platforms. We accelerate YOUR existing risk calculations and help you build new models faster.

Your XVA/VaR/Risk code AADC 50-150x faster + auto sensitivities

The Transformation

Same risk models. Same methodology. Transformed performance.

Your Risk Calculations Today

⏱️
XVA calculation Hours to overnight batch
📊
Sensitivities Bump & revalue (N+1 calculations)
📋
Regulatory deadlines Tight, stressful
💰
Infrastructure Massive compute clusters

Your Risk With AADC

XVA calculation Minutes (200x faster)
📊
Sensitivities Automatic AAD (single pass)
📋
Regulatory deadlines Met with time to spare
💰
Infrastructure 50-99% cost reduction

Same risk methodology. Same models. Transformed performance.

Where Risk Teams Apply AADC

These aren't products we sell — they're outcomes you achieve with your accelerated risk code.

XVA Calculations

CVA, DVA, FVA, MVA - accelerate your valuation adjustments with automatic exposure sensitivities.

200x faster XVA (case study)

VaR & Expected Shortfall

Run more scenarios in less time. Historical VaR, parametric VaR, ES - all with automatic Greeks.

1000s of scenarios, same compute

Stress Testing

More scenarios, deeper analysis. Same kernel handles unlimited what-if scenarios instantly.

Same kernel, unlimited scenarios

FRTB Compliance

FRTB-SA and IMA calculations with automatic sensitivities. Curvature, vega, delta - computed in single pass.

Meet deadlines with margin

Counterparty Credit Risk

SA-CCR, expected exposure, PFE - accelerate counterparty calculations with full sensitivity to inputs.

Real-time exposure updates

Model Validation

Complete Greeks for independent validation. Compare AAD vs analytical Greeks for model assurance.

Full audit trail
⚠️

Regulatory Deadline Pressure?

AADC helps you meet FRTB, SA-CCR, Basel IV deadlines - by making your existing models fast enough for compliance windows.

FRTB-SA FRTB-IMA SA-CCR

These outcomes come from accelerating YOUR risk models. We provide the compiler technology - you keep full control of your methodology and IP.

Proof Points

POC in 2-4 weeks. Pilot in 2-3 months. Full deployment in 3-6 months. No rewrite required.
"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

Let's Be Clear

We Don't Provide

  • Risk models or methodologies
  • Market data feeds
  • Risk management platforms
  • Pre-built XVA/VaR analytics
  • Regulatory reporting systems

You keep your methodology and IP.

We Do Provide

  • Compiler that accelerates your risk models
  • Automatic AAD for sensitivities
  • Integration tools & support
  • AIFT for calibration (no refactoring)
  • Reference implementations

You get 50-150x speedup.

Ready to Transform Your Risk Infrastructure?

See how AADC accelerates your existing risk models with automatic, stable sensitivities

Or explore: How AADC Works | AIFT for Calibration | Benchmark Details

Frequently Asked Questions