Fairmat with its current team of Software Engineers, Mathematicians and Quantitative Analysts, Fairmat provides software solutions and services to consulting firms, Banking and Insurance companies in pricing, risk management and regulatory compliance fields.
Our solutions and services includes:
• Precontractual documents generation (PRIIPs KIDs + EPT + EMT, UCITs KIIDs, IPIDs, DIP Aggiuntivi): technology and services to generate, maintain
and disseminate several types of precontractual documents.
• PRIIPs KID dissemination: more than 50 manufacturers already available on openKID.eu.
• Generation (and periodic monitoring) of risk, performance scenarios and recommended holding period for non-PRIIPs products (as specified in Art.48 MIFID II): “non-PRIIPs” scensrios service available on openKID.eu.
• Independent price verification and model sensitivities on OTC Derivatives and Structured Products (equity, interest rate, FX, commodities, inflation and credit).
• Compliance and product testing analyses compliant to the latest ESMA opinions. Daily pricing and risk measures (Greeks/VaR) compliant with UCITS/EMIR.
• Economic Scenarios Generation for ALM and capital requirements calculation as requested by regulatory requirements (Solvency II).
• Solvency Capital Requirements (market) valuation, preview/simulation, monitoring and optimization.
• Structured portfolios assessment: testing of risk & reward goals of Structured Portfolios by using Forward and Backward analyses. Advanced Portfolios monitoring (market consistent VaR and Greeks).
• Structured Products / Certificates screening: screening, ranking and comparison of Structured Retail Products issued on the Italian market. Risk data and term sheets information are also available for whole market via data-feed APIs.