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Sophisticated cash flow engine

Risk. Treasury. Regulatory. Controlling. Accounting.

Sophisticated cash flow engine covering all asset, liabilities, derivatives, and off-balance contracts like

  • Loans, mortgages, step-up / down, roller coaster, fixed deposits, issuances, non-maturity account
  • Interest rate swaps, swaptions, futures, options
  • Basket, private equity, commodities
  • Life, non-life, reinsurance, health, pension with stochastic cash flow modelling based on various frequency and severity distributions:
    • Poison, geometric, log series, negative binomial, beta binomial, exponential, pareto, Weibull, Gamma, normal, half normal, uniform