Invector

PRICING HETEROGENOUS ASSETS

FOR FINANCIAL SERVICES

Invector develops innovative products to help manage disparate collateral assets, using mathematical techniques that are tried and tested in a host of other fields

PORTFOLIO COVARIANCE

FOR DYNAMIC ANALYSIS

Prediction error decomposition yields objective measures of estimation accuracy, market variability and asset-price covariance.

ONLINE BATCH AND INTERACTIVE RE-PRICING

Frequent and secure re-pricing, single assets drill-down analysis and market context

systemic risk and portfolio metrics

Distribution of LTV and LGD. Macro-consistent mapping of systemic risk scenarios

BRINGING CLARITY TO OPAQUE ASSET MARKETS