Innovation First
- xVA Solutions
- Bespoke Consulting
- Fast Computing
- Cross-platform
Talanton Simplifies Your Computational Finance Needs & Lets You Tackle Numerically Intensive Problems Head-On.
We advice on scale-out of valuation and risk management computations for complex financial instruments. We provide full range Quantitative consulting and appropriate software architectures, as well as concrete financial engineering implementation of both of these.
Open Source Friendly
We combine our own quantitative models with open source applications.
Go to GitHubLeverage Open-Source
Consistent Consulting
Talanton offers full support to keep the software up to date and to implement model changes to adapt to market conditions.
Custom Development
Our solutions are tailor made and based on open source quantitative libraries. This leads to a highly adaptable framework to customize both the quantitative models details and interfacing (GUI, Python, Excel or API).
Ready-made components
Talanton follows a flexible and high quality framework that can be altered according to business needs and market compliance.
Tackle Complex Computations
At Talanton we ensure that our clients have access to state of the art financial engineering architecture which combines rapid prototyping and instant cloud deployment. These are complemented by the use of scalable GUI web applications and interactive applications such as the Jupyter notebook. We provide the best open-source software for your intensive computational needs.
We will take care of your regulatory credit risk assessments, and other quantitative finance related computations. We will also help you with these calculations by extending our services with specific quantitative models. Our goal is to provide you with a point-by-point pricing solution to complement your existing computational arsenal without incurring any downsides.
Bespoke Consultancy by Talanton
We provide bespoke consultancy and custom implementation projects related to regulatory, pricing and technical subjects. Quantitative computations involving Monte-Carlo are intensive and time-consuming. We execute it on a well-sized and automatically deployed infrastructure. You can host it at your organization, in your Cloud, in our Cloud or even on a single server.
Developer First
Highly adaptable software solutions.
Talanton covers all standard XVA metrics, counterparty and market risk computations which are efficiently executed on distributed infrastructure.
Cloud Native
Cost savings at enterprise scale.
Full control over what you want to manage yourself or delegate to your infrastructure provide and where you want your data to be.
Open Source Integration
Talanton uses software build over secure through transparency, community feedback, and scrutiny.
We also build Add-ons utilizing open source infrastructure.
Fully Customizable
The core our financial engineering solutions is built upon customizable softwares.
We strive to deliver the best solution at the lowest price.
ISDA CDS Services
We offer consulting services and custom-made software for pricing and risk-management of CDS contracts.
We are a completely independent company and can offer platform and dealer neutral advice and solutions.
Engine For All
We chose the best available technology to make the solution fast, reliable and truly cross-platform.
Bring your own quantitative data. Talanton has an Add-on for that!
The Contemporary Industry Standard
Learn how Talanton products can help you manage your market risk.
xVA Solutions
Calculating xVAs requires the ability to forecast credit losses (due to default), funding costs for collateral posted and received, costs of capital, and initial margin requirements at future maturities of a portfolio of securities. This calculation is based on Risk Factor Evolution (RFE) models, which simulate every market value driver (“risk factor”) in the future. The next step is calculating the future risk that drives CVA/DVA and FVA. the market risk at a simulated future point in time required for MVA and KVA.These simulations require robust and fast pricing and calculation methods to deliver value adjustments in a reasonable time.
Built on open source libraries, Talanton possesses sophisticated quantitative models for all asset classes and a wide financial product range.
Cutting-edge Research
Our team is constantly developing new features, applications and benchmarks some of which we have explained in our white papers.
At Talanton we strive to push frontiers in financial engineering and bring world class standards to our customers. We target improvement of the existing methods (better convergence, validation), as well as development of new approaches in model-based risk management.
In our research we focus on topics of High Performance Computing, cloud computing, optimization of monte-carlo execution, and other financial engineering related topics.
Quant Finance Development
Talanton develops software tools supporting quantitative analysis tasks from pricing structured products to portfolio market and credit risk analysis.
Software services range from configuration and extension of clients’ existing solutions to development of new pricing and risk management tools and applications.
We offer both support for clients’ development projects as well as independent software development and its adaptation to, and integration into, clients’ infrastructure.
Range of Services
Talanton specializes in the quantitative analysis of cash and derivative products in fixed-income, equity and commodity asset classes, from standard products to highly structured variants. Our services encompass
The quantitative analysis of financial contracts
The development and validation of models and methods for pricing, P&L and performance measuremen.
Market, liquidity and credit risk analysis.
Integrated market and credit risk measurement for the purpose of analysing an institution’s risk bearing capacity.
Special expertise
Supports clients in trading, risk management and finance functions.
- CVA/DVA/FVA and integration with OTC clearing
- Multicurve pricing, OIS discounting
- Back testing methodologies and implementation
- Stress testing
- Model calibration & Validation
Implementation
Our software solutions frequently build upon QuantLib, an open source quant library.
- Backtesting Model Validation
- Structured Bond Valuation
- IFRS 9 Structuring
- xVA Computations
- Assisted troubleshooting.