Analysis of the financial risks

  • Development of models of quantitative finance for the princing of assets in optics Asset Liability Management and Solvency II
  • Development of an Economic Scenery Generator of support to the structures Asset Liability Management
  • Evaluations referring to the optimization of portfolio of assets
  • Development of models of risk for the evaluation of the Market Risk and the Counterparty Credit Risk
  • Survey of the time value of options and guarantees in optic MCEV and Solvency II
  • Predisposition of Stress Tests