Scientific Committee:
Scientific Advisory:
Research Associates:
Anzelika Berke-Berga
Chinmoy Majumdar
Jigar Kishore Jani
Devshree Golecha
Products:
R-square core product competence is in the area of asymmetry, particularly R-square 'strategy' for the financial industries...
About RiskLab
RiskLab is an advanced quantitative research based arm of R-square. R-square RiskLab has various plans to conduct theories, tools and model techniques to the world of academics and cutting-edge practice. Some times R-square RiskLab collaborates with it's partners (academic institutions and corporate) for specific requirements and goal driven applied works for capital market, finance and risk management field. There are several modeling tools and products and methodologies, R-square RiskLab has discovered, implemented since 2008 in practice. We aim from a vigorous promotion of the scientific proficiency in the field of quantitative finance and actuarial engineering. We would like to promote extremely competitive applied research for practice world as well. Our goal is to exchange knowledge between academia and industry and to synchronize the gap between them. R-square RiskLab is a promising think-tank of the independent consulting practice in various geographical locations.
Our near future plan is to launch 2nd generation cutting-edge product on "risk measure" in 2011. Shortly next we are going to launch Dynamic Financial Analysis (DFA)++ - a tool for specifically Economic Scenario Generation (ESG) for various industries. Our plan to launch DFA- ESG is around end of 2011. We will tentatively finish our on-going unique capital market tool on CDO pricing and hedging around 2012 for application and implementation.
R-square RiskLab product families are fundamental mathematical and computational tools with the promising institutions. "R-squareMath" hedging product (under process) accelerate the initiative of building background, discovery, and research in financial & actuarial engineering and mathematical science. R-squareMath product also help prepare students, researchers and practitioners and corporate for creating tools for research and development in order to create further cutting-edge opportunity across industries.
The R-squareMath mathematical and computational finance product will provide a broad range of capabilities to access and work with large data sets and advanced financial algorithms. R-square RiskLab offers you the ability to develop strategies on advanced competitive advantage financial and actuarial engineering models.
R-square RiskLab Products: R-square core product competence is in the area of asymmetry, particularly R-square 'strategy' for the financial industries coordinate the utilization of commercial and proprietary modeling products to assist in managing economic critical aspects of our client's portfolio, such as volatility, hedging and multi-asset fund management.
The product range extends from traditional asset classes such as Bonds (High Yield), balanced or classical hybrid approaches to Equity strategies. Our team works with our clients, utilizing their advanced industry exposure and tool development expertise and in-depth primary/ secondary market knowledge, in order to develop a comprehensive risk management, reinsurance, design an appropriate gain maximum market support and cost-effective structure. The tool is adopted in all of our risk management strategies as well. Our solutions can be found in various customized solutions based on mandates.
We are going to launch an extremely sophisticated modules on Mathematical, Actuarial & Computational Finance based practical training program soon with the collaboration of best in the academia and industry leaders in 2011.
R-square RiskLab's scientific panel : Chitro Majumdar, CSO |
 Steivan Defilla, Advisor |
 Laurence Jacobs, Advisor |
 Rick Shaw, Advisor |
 Karin Moellering, Of-shore Member (Luxembourg) |