The RisKontrol Group GmbH
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RisKontroller "Shape the Future"™ Technology
The first commercial implementation of tree generation using moment matching: implication Þ efficient multi-factor trees of dozens of factors solvable on a PC combining all kinds of risks simultaneously. The first commercial implementation of integrated stochastic processes and dynamic stochastic programming: implication Þ solves real problems like ALM with transaction costs, nonlinear objectives, CVaR constraints, etc. The first commercial implementation of risk control by sculpting multiple density functions of outcomes: implication Þ the real way to decide on strategic portfolio allocation and selecting risk profiles. The first commercial implementation of reverse engineering of derivatives: implication Þ determine the optimal package of derivatives and competitiveness of price necessary to obtain specified multiple density functions of outcomes. The first commercial implementation of an integrated multi-level system seamlessly unifying techniques from VaR to dynamic stochastic programming: implication Þ easy to move from simple to complex technologies.
And most importantly, Our technology is open so that you can modify models, the user interface, internal functions, or you can add new functions and technology. You are in control so you can control your risks!
Our technology is built around the open systems GAMS and MATLAB. Therefore you have the ability to easily make changes and modifications.
See our papers for more technical details. See our brochure (104KB pdf) for a summary of our technology and services.
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