BEANS KNOWLEDGE
Risk Analysis and Modeling
Derivative Pricing and Hedging
Portfolio Management/Optimization
Predictive Analysis
Asian Structured Derivative Products
Optionally Convertible Notes
Capital Guranteed Notes
Optimization
Ratchet Range Accrual Swaps
Portfolio Management/Optimization
Predictive Analysis
Indexed Linked Notes
SERVICES

Our knowledge solutions include research & services that extends into every corner of treasury business; supplying invaluable treasury trading analytics and hedging analysis, structured derivatives products research, modeling and its validation, portfolio sensitivity analysis, VaR technology, technology risk solutions and onsite support for our clients. We provide statistical and financial engineering analytics to our clients engaging them onsite as well as offshore mission critical functions cost effectively in an array of forecasting and modeling problems that drive smart business strategies, efficient plans and measurable return on investment. We also offer focused training designed to ensure full understanding of the methodology, functionality, and application of our solutions.

Kindly contact us at services@beansindia.com for more information on following broad areas of service provided by us.

Onsite Client Engagement
Risk analysis of existing systems
Building quantitative models
Sensitivity of portfolio to changes
Model tuning and its integration
Support in migration of exotic products
Building of distributed pricing services
 
Model Development
Overnight revaluation
Interest rate option modeling
HJM, Tree, MC simulation, smile etc.
Probability theory, stochastics, PDE
C++ enginesfor structured products
Quantitative services team.
Model Validation
Model verification and validation (V&V)
Correct model implementation in computer
Accuracy - model compared to real system
Calibration & smile capture for models
Independent derivatives pricing & valuation
Rational behviour at boundary points
 
Technology Risk Solution
Financial application development
Risk Applications on trading strategies
Designing of financial DBMS
Derivatives template development
Numerix treasury system integration
Deal capture and RM system
 
     
 
Onsite Treasury Engagement
 Hand-holding in implementation of treasury technology systems
 Development of custom pricing templates for derivatives notes
 Testing / validation of treasury system models & instruments
 Integration of pricing engine (Numerix) to treasury systems
 Building & integrating custom quant modules in treasury system
 
 
Model Development & Validation
  Process: Input validation, Engine validation & Output validation
  Stress test, scenario & sensitivity analysis with custom test cases
  Performing boundary condition tests, Life-cycle tests on model
  Building of independent derivatives pricing & valuation models
  Reporting on model performance, its behavious & applicability
 
 
Technology Risk Solution
  Portfolio credit risk management solution for cash & derivatives
  Web-based pricing and risk management technology system
  Specific VaR / derivatives technology application development
  Quantitative technology solutions for traders brokers & funds
  Deal capture & portfolio optimization / management system
 
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