Alluve MarketSimulator

Alluve MarketSimulator is a simulation-based risk calculation system. It computes exposure at default, value at risk and other risk measures on portfolios of financial derivatives. Alluve MarketSimulator allows financial organisations to manage their financial risks in mathematically sound and transparent way.

Alluve MarketSimulator employs Monte Carlo simulation to model the future market developments, which is state of the art in both credit and market risk assessment.

Our users

MarketSimulator is a tool for:

Product coverage

Alluve MarketSimulator supports portfolios composed of:
  • plain equity (stocks, ETFs and indices)
  • equity and index options
  • bonds
  • swaps and swaptions
  • caps and floors
  • cross-currency swaps
  • FX forwards
Contact us for a live demonstration.

Download MarketSimulator white paper