About Us

Our Competence

During the last 24 years, Eurorisk Systems Ltd. has established its place in the implementation of innovative financial products and technologies in Western and Eastern Europe, providing a wide range of solutions for banks and financial institutions. We are now highly proficient in the following areas of the financial industry:

  • Pricing of financial instruments and portfolios
  • Portfolio and benchmark analysis and optimization
  • Market, credit and operational risk estimation
    Cash Flow/Earning at Risk
  • Asset Liability Management (ALM), cash flow and GAP analysis, Fund Transfer Pricing(FTP)
  • Credit rating evaluation modeling and implementation
  • IFRS balance and hedging accounting and risk adjustment for derivatives
  • Insurance products and Solvency II

Fulfilling the growing market and customer requirements, as well as EU regulations, we support our clients from the middle- and back-office of capital market business with:

  • Global software solutions in portfolio management
  • Integrated software solutions in Risk Management according to Basel III Requirements
  • Integration of risk management modules into existing position keeping systems
  • Programming of data interfaces and WEB based applications for the financial industry

We have a deep scientific and technological know-how in the evaluation of a wide range of products, such as:

  • financial instruments
  • credit derivatives
  • asset backed securities (ABS)
  • specific free defined and rule based instruments
  • multi-factor instruments, certificates

The evaluation of risk capital and capital requirements for banking and insurance institutions is up to date, to correspond to Basel II/Basel III and Solvency II capital requirements directives.

Following customer’s demands, we develop user-friendly tools and modules to solve specific tasks, for example:

  • Compliance check
  • Limit and warning system
  • Investment Consulting
  • Real estate and fund investment
  • Asset based funding

Our platform of products includes scalable, high performance and high flexible three-tier desktop and internet applications, software tools and web services. This enables the creation of various financial or non-financial software systems in a short time period.

The high quality of our products is guaranteed by our deep scientific and technological expertise in the following areas:

  • programming in Java, C# .Net,
  • C++ object oriented programming
  • WEB approaches
  • artificial Intelligence
  • neuronal networks, which allow innovative modeling such as clustering, prediction, implied classification, distribution recognition, and multi-factor analysis
  • connectors to other systems and reporting, including OLAP Tools