Ultima

We offer high flexibility in manipulating parameters of complex calculations. This allows our solution to work across multiple jurisdictions, where parameters of the calculation are different. CRR2 and BCBS come out of the box, and all you need to onboard a new jurisdiction is define to define a parameter set. Compare effects of parameter changes side by side.

Well written User Guides to allow your team to ultilize Ultima at 100%. Python lib will allow you to use the calculator within your existing setup.

Certified FRTB SA, IMA and Simplified SA aggregations.

In computing, sustainability and efficiency go hand in hand. We use latest technologies and fastest algorithms making our calculator and your servers as efficient as they can be. With most calculation inrnsive This means potentially huge savings on your infrustructure resources

We take Industry standard CRIF format as the expected structure of your portfolio data meaning that you won't have to implement anything extra. Yet we can easily accommodate your unique format

We will not only calculate SA and IMA numbers for you, but we can also produce reports on steps you could take to optimize those numbers.

With number of Regulators onboarding SA like approach, your dataset will eventually get too large. That's not a problem if you are with us. We allow you to run all the calculations without loading data into memory.