One analytical path
Valuation, sensitivities, scenarios, and attribution use the same calculation.
About
Explainable risk analytics, built by practitioners
MASTIX builds ALM and derivatives analytics for banks and treasury teams. Results remain connected to their underlying contracts, market data, and assumptions.
Why we started
Working with ALM and derivatives systems, we repeatedly ran into the same problem. The systems produced the reports, but explaining a result often meant running separate calculations and reconciling the outputs by hand. We built MASTIX so valuation, sensitivities, scenarios, and attribution come from the same calculation.
What we built differently
Interactive follow-up
Analysts can test another scenario while the question is still being discussed.
Traceable results
Every result can be followed back to its contracts, market data, and assumptions.
The founders
Computational graphs and Adjoint Algorithmic Differentiation (AAD) are established methods. The difficult part is turning them into software that works in practice and is useful in day-to-day analysis. Models, market conventions, regulatory requirements, and operational data all have to work together. This is where our backgrounds in banking, quantitative modeling, and software development matter.
Talk to the founders
If follow-up questions take too long in your current setup, talk to us.