Financial valuation and risk management tools

We offer different solutions which cover the banking and insurance sectors as well independent financial advisors valuation needs:

Fairmat Cloud: on-demand, web based, risk engine. Fairmat Cloud is the simplest tool for performing risk management analysis on structured products, certificates and derivatives. Read more...

Fairmat Server: a valuation platform designed for the enterprise’s front office. Relying on Fairmat Server architecture, we design and deliver custom solutions for pricing and assessment of financial products portfolios, and performing analysis which includes pricing, risk monitoring and performing CONSOB  (the Italian bank authority) provisions for the transparence of investments. Read more...

Fairmat Professional: a desktop financial modeling suite which allows users to model and to price any derivative contract, starting from plain vanilla to complex exotic products and credit derivatives. The key feature of the product is  its flexibility, and the ability to use different stochastic models and solution techniques for the same contractual structure making it a practical solution for prototyping products and benchmarking stochastic models.   Furthermore, many different analyses can be performed on the products from pricing to IAS-39 hedge accounting. The product is integrated with a market data provider  service from Fairmat Srl (specialized on interest rates) and with third party data providers such as  Bloomberg Professional. Read more...

Fairmat Academic: a multi-platform software which allows students to learn how to price, assess derivatives products and evaluate projects using the real options approach. Fairmat Academic can be freely used and extended. Read more...

Products comparison

Feature list and product comparison for Fairmat Academic, Professional and Server.

Feature

Fairmat Academic

Fairmat Professional

Fairmat Server

License compatible with commercial usage *1
X X
Fairmat modeling environment X X X
Technical support via forums  direct direct
Basic analysis (Pricing, Sensitivities, Impact Analysis) X X X
Extensible through plug-ins system X X X
Greeks derivatives with Monte Carlo Simulation - X X
Design once, price at any date - X X
Templates creation and model publishing - X X
Bloomberg professional integration - X X
Faster Multi-core/Vectorial numerical engine - X X
IAS-39 Hedge Accounting Analysis - X X
Credit Value Adjustment - X X
Access to Market Data
optional
X X
Data-Link on-demand pricing service
optional        included -
Informativa CONSOB for the transparence of investments - X X
Tracking History of valuations and MTM/Risk evolution - - X
Multi User Front end / Web based user interface - - X
Bloomberg data license integration - - X
MS Excel integration
- X X

 

*1: Commercial use is allowed when used in conjuction with other commerical services like the Data-link on demand pricing service.