Company Performance Metrics
MBS Analysis provides mathematical, statistical and operational research analysis and modelling to the financial sector. The company develops fixed income and capital market risk and valuation platforms with automated data imports, daily model calibration and both web and desktop interfaces. It offers Excel-based calibration tools for fixed income,
equity and option assets, as well as stochastic modelling frameworks for thinly traded instruments. MBS Analysis builds capital market pricing and risk models to client specification using term structure models, yield curve fitting techniques and credit models. Its services include large scale optimisation, model validation on extensive datasets, performance attribution, error analysis and Monte Carlo simulations. The company also delivers IT platform development in Excel/VBA, C++, Bloomberg APIs and SQL databases to support quantitative applications and trading tools.
