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Risk Latte Company Limited is a boutique financial engineering firm and its main business is working with clients to develop for them proprietary market risk, credit risk and derivatives models.

The company employs mathematical and statistical models to price complex derivatives and estimate risk of portfolios for its clients. The company primarily relies on combining simulation models, most notably Monte Carlo simulation models, and optimization models to create dynamic scenarios for the client.

An essential strategy of the company is to train the client in using these models as well as in other pertinent areas of market and credit risk management and financial and credit derivatives.

The company is also currently engaged in developing a host of risk indices and has very recently launched a market volatility index called, the HIXX™ for capturing the equity market volatility of the Hang Seng Index (Hong Kong). This index is distributed to a select group of individuals via e-mails. The company plans to launch the index in the public domain in the near future.

The company’s current clients include large European banks, hedge funds, asset managers, derivatives & risk consultants and insurance companies.

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We provide the following advisory services to our corporate clients:

• Building quantitative models of market risk for linear asset portfolios and derivatives, such as options, structured notes, swaps, etc.
• Building quantitative models of credit risk of portfolios.
• Building quantitative models to value derivatives, including credit derivatives and fixed income, equity and commodity linked structured products.
• Independent valuation of clients’ proprietary models of risk and stress testing models.
• Developing asset allocation and hedging models for equity and fixed income portfolios, using linear and non-linear optimization techniques and dynamic programming.
• Building Portfolio Insurance and Constant Proportion Portfolio Insurance models for multi-asset portfolios.
• Building asset-liability models (ALM) and risk-budgeting models.
• Statistical analysis of financial markets data and data modeling.
• Source code writing in Excel™, VBA, Visual Basic and C/C++ for pricing and risk engines.

We carry out training at retail (individual) levels for traders, fund managers, risk managers, derivatives structurers, insurers, etc. in the areas of:

• Excel™, VBA, Visual Basic and Mathematica™ code writing to create front end risk and derivatives pricing engines.
• Market and Credit Risk Analysis.
• Vanilla and Exotic Options pricing.
• Structured Products pricing and analysis of first and second generation structured products.
• Portfolio Optimization and Asset Allocation.