My start-up

My Start-up:

I have recently started working on the project helps financial institutions to become safer and sustainable through a portfolio risk management Software-as-a-Service application.

You can read more about the business idea here. Shortly said:

Unlike traditional risk management applications which still rely on core models from the 50-ies and 60-ies of the last century, applies advanced mathematical methods to measure risk in 21st century's vulnerable and interdependent markets. Our application helps the financial institution to identify the weak spots in the portfolio and the correct activities which reduce risk.

Instead of using stress-testing as a placebo against outdated models, we analyze the sustainability risk factors behind the portfolio. This results in a forward-looking risk assessment and addresses the true limitations of quantitative risk management.

The flexibility of the application is guaranteed by our open-source calculation layer. The calculation layer leverage upon R, the most powerful open-source tool for statistical computing.