Afi designs, develops and implements tools for risk valuation and management, incorporating the best methodologies and technologies in our risk valuation and management platforms: AfiVal, AfiRisk and Risk Integrator
Thanks to these tools, a good part of the entities and institutions of the Spanish financial system are already adapted to the best practices, recommendations, and regulatory demands and requirements (Basel, Solvency, CESR ... ) with regard to valuations, sensitivities, generation of stress scenarios, calculation of VaR, back testing, matching of flows, counterparty risk, management of guaranteed products, etc.
Afi also provides services in SaaS format (Software as a Service)
, integrating the entity's data models and adapting the Afi platforms to their specific needs. Similarly, Afi develops prototypes of models in Excel, Matlab, C++, CUDA ... for further development and implementation on the entity's proprietary platforms.