Rapid and significant changes have taken place in terms of the environment surrounding the financial business, such as the introduction of new BIS regulations ("Basel II"), development of new products and the market conditions. In such a business environment, we offer financial institutions solutions on risk management and on product development related to finance, and provide institutional investors with investment advice.
We offer consulting services related to the control of market risk associated with financial transactions and ALM, which is integrated management of risk inherent in a company's assets and liabilities. Also we provide a package software called ALMGauge®, which supports market risk management and ALM.
We offer consulting services related to the control of credit risk associated with financial transactions. Also we provide a package software called CreditGauge®, which measures credit risk in a credit portfolio.
We conduct research and development on approaches related to operational risk measurement in order to support Mizuho Financial Group.
We offer consulting services related to integrated risk management encompassing from ALM to credit portfolio management, taking into account capital allocation.
We support derivatives business related to interest rate, foreign exchange, equity, commodity, and weather. We also support product development and risk management of derivatives, using Futial, which is a support kit designed as a library.
We support cash flow analysis for securitization and calculation of prices of securitized products. We also provide a package software called CDOGauge®, which evaluates risks of credit derivatives embedded in Synthetic CDOs and calculates the price of CDO tranches.
We develop and provide institutional investors with investment advices on investing in and developing such quants-based products, as asset allocation, stocks and bonds, to institutional investors.
We evaluate stock warrants, preferred stocks, structured bonds, and the portfolios consisted of those products, and assets containing a large number of credits.
We support training on financial engineering including planning and dispatch of lecturers.
