Approximity develops leading-edge technical software for the finance, insurance and enterprise risk management domain.

  
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New: Gold charts



Extreme Value Theory whitepaper
pdf: english german



Dynamic financial analysis case stories


New product!

The Approximity Risk Management Tool (ARMT) models the risk of portfolios consisting of stocks and bonds.

ARMT features:
  • Up-to-date financial models (e.g. a Cox-Ingersoll-Ross model with multiple stochastic factors for the interest rates)
  • Advanced estimation and simulation methods (e.g. Kalman-filtering)
  • Risk and performance measurement (VaR, Expected Shortfall, RORAC)
  • Risk capital allocation and portfolio optimization (e.g. due to RORAC)


New paper about our pragmatic approach: Risk and performance optimization for portfolios of bonds and stocks pdf  html

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