PRODUCTS & SERVICES
Zeliade Quant Framework (ZQF) is an analytics library, with outstanding calibration and pricing algorithms. ZQF is designed to be extended in-house with new products and new models.
Zeliade’s range of services includes auditing, consulting, and custom development services, helping companies solve complex financial problems, in the derivatives field or fields related to derivatives like stochastic methods for insurance companies.
MODEL VALIDATION FOR CCPs
Zeliade works with prominent CCPs as an independent validator for their risk policies, with more than 30 independent validation projects spanning global and local CCPs.
« Zeliade Credit Analytics is using smart analytics which allow the modelling of a correlation skew in an intuitive way. The adjustment allows an accurate matching of the tranche market and at the same time does not depart fundamentally from a less refined Gaussian copula. Calibration speed and accuracy are impressive. A high quality piece of software. »
“Zeliade Credit Analytics is an amazing tool for traders and risk managers. It can perform all the simulations and testing that we require. Even though it is a sophisticated product, our users find it easy to use it: the excel-based interface is intuitive and the workflow is neat. Performance is also impressive: calibration is tight, even in the senior tranches, and pricing speed (within seconds) allows us to be extremely reactive. Zeliade Credit Analytics is a just a smart product! As an organisation, I would add that Zeliade Systems has always been very responsive to our specific needs.”