Liquidity risk, interest rate risk and foreign exchange risk.
We are a startup IT company. Our purpose is to create the future software solutions for Asset Liability Management (ALM) Risks in order to anticipate the new arising challenges facing its functions (scalability, accuracy, daily coomputations, regulatory compliance, ...).
We rely on the role of new-age technology enablers like APIs, Microservices, DevOps and Cloud Computing are key in driving success. Inability to adapt to those technologies can be detrimental to once very successful companies.
We rely on Open-source technologies as ELK stack for logging and monitoring.
We rely on the persons instead of processes thanks to agile methodology and behavior-driven development (BDD) that encourages collaboration among the different stakeholders. We focus a feature on customer needs with acceptance criteria that we automate: get the right software brick with confidence and efficiency.
Asset Liability Management (ALM); Bring you superior value due to our functional and technical expertise; Help you leverage the potential from digital technologies like APIs, automation, and Cloud to anticipate the new arising challenges facing ALM functions (scalability, computations capacity and accuracy, regulatory compliance, ...).
Provide Asset Liability Management IT solution by adopting the microservice architectural style as a suite of small services communicating with lightweight mechanisms, often an HTTP resource API.
Implement behaviour-driven development (BDD) upon the agile methodology; Write, generate and execute cleaner and more maintainable automated acceptance criteria for each feature; Provide functional testing online platform with test reports and living documentation describing what your application does and how it works.
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Below is a sample of works that we have successfully completed.
All our developments are driven with behaviors to encourages collaboration among the different stakeholders and delivering the right software brick with report on functional test coverage and living documentation.
You're urged to visit the automate generated site for a sample of test reports and living documentation for our microservice on dates computation: year fractions computation according to the day count convention, recurring dates computing, etc...
We've successfully achieved a solution as microservice to build yield curve with a mixture of instruments by using bootstrapping method. This means, that we will use a particular class of market instruments to construct a piece of a yield curve: Deposits, FRAs, Futures, Bonds or/and Swaps. For example, deposit rates can be used for maturities up to 1 year. Forward Rate Agreements can be used for the construction of the yield curve between 1 and 2 years. Swap rates can be used for the residual maturities. The final result is a single curve which is consistent with all quotes.
The solution take into account a set of calendars about holidays and business days like TARGET Calendar (Trans-European Automated Real-time Gross settlement Express Transfer), France, United States, UnitedKingdom, China, Singapore ...
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We successfully achieved a suite of Rest APIs and each of them provide an independant solution for a specific business problematic. They helps to collaborate with internal and external partners (including B2B scenarios) and build up an IT solution for Asset Libality Management as suite of small services communicating with lightweight mechanisms.
Would you use the following microservice on dates computation.
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