Asset management - quantitative solutions

Managing assets - on behalf of insurance companies, banks, pension funds, businesses, family offices and foundations- or being actively involved in their asset management process carries a great responsibility.

Furthermore, due to the increased pressures from the regulatory environment it has become essential to:

enhance the consistency of valuation models and reinforce their validation processes
set up a robust framework for managing risk and establish a reliable risk environment to enable easier and consistent investment decisions

Mazars is fully committed to delivering quantitative expertise to our clients through tailored solutions.

Our international team

Our specialist valuation and risk assessment team is composed of quantitative analysts from top financial engineering schools, as well as market finance specialists with postgraduate degrees. They have extensive knowledge in the banking industry and financial markets.

All team members have proven, hands-on experience in valuing financial instruments in complex and sophisticated environments and reviewing risk measurement and control processes.

Our services include:

Valuation services

performing independent pricing of financial instruments for relevant markets (interest rate, credit, FX, inflation, equities, commodities, hybrids, etc.) and types of instruments (from plain vanilla to exotics)
providing structured support in choosing appropriate valuation models and valuation adjustment (CVA/DVA/FVA, Close-out…)
supporting you in the validation of valuation models.

Risk assessment and management

Advice in relation to and audit of models used to measure financial risks (market risk, credit risk, liquidity risk…)
Advice in relation to and audit of models and assumption used for cash flow modelling for credit structured product (RMBS, CMBS, CRE,..)
Bringing you peace of mind on your risk measurement and reporting tools
Taking on some or all of your statistical and economic studies.

State-of-the-art pricing tools

We offer state of the art pricing tools to support your decision making.

The Price-it®: extensive flexibility (pay-off description, pricing, calibration and numerical methods), allows a reliable comparison of the valuations obtained via the library with those obtained from large investment banks.

Numerix®: offers the industry’s most comprehensive collection of models and methods, allowing institutions to price any conceivable instrument using the most advanced calculations, in addition to a wide range of calibration options for generating market-consistent valuations.

Subscription to market data providers: Bloomberg

Internal tools: Tailor-made tools to deal with complex valuations and risk measures.

Interested in finding out more? Please don’t hesitate to contact us at asset-management@mazars.co.uk