Benoist & Company
Benoist & Company delivers its services to Front, Middle and Back Offices of financial institutions. We do the pricing and valuation of financial products for trading departments from plain vanilla to structured products, from equity, credit and insurance to commodities and energy. We carry out the math including the model calibration up to the concept for a trading or pricing engine.
Risk controlling and risk management belong to our core competences. We have delivered projects from overall risk methodology, architecture and instrument revaluation down to the selection of suitable software and data models.
Asset Liability Management is often a key element in projects with our insurance and reinsurance clients. We have broad best-practice experience with replicating portfolios depending on deterministic and stochastic liability cash flows. We can help to optimize asset allocations and protection strategies and we build models for strategic ALM that have to be based on company-specific objective functions.
Some of our projects focus mainly on data management, including market and reference data. We know all relevant sources and data models. Clients appreciate our unbiased advice that allows them to deploy or leverage optimally their data infrastructure.