For trading desks and front-office risk
Derivatives risk analytics with exact sensitivities computed in the valuation itself, not estimated after the fact.
Derivatives Studio gives desks full sensitivity coverage fast enough for pre-trade decisions without sacrificing analytical rigor or forcing reconciliation across separate tools.
Derivatives Studio uses one valuation engine for prices, sensitivities, and attribution — the desk does not reconcile separate analytical layers.
Build curves and valuation assumptions flexibly without locking into rigid templates.
Compute full sensitivity sets together instead of rerunning once per Greek.
Carry the same analytical structure from trade-level analysis up to desk and portfolio aggregation.
Desk-level decisions backed by full sensitivity context when markets move, not hours later.
Consistent numbers across pricing, hedging, and risk reporting without manual reconciliation.
An analytical foundation that can absorb new products and curve conventions without reworking separate pricing, sensitivity, and reporting layers.
The desk needs a full Greek set before the close.
Compute the full sensitivity set in one analytical pass — not one bump-and-reprice run per measure.
P&L explain has gaps that take hours to investigate.
Decompose the move into sensitivities, market moves, and model changes automatically from the same valuation.
A structured trade needs full risk impact before execution.
Run full sensitivity analysis quickly enough for pre-trade decisions so the desk does not depend on yesterday's batch.
Built for teams that need richer risk numbers without slower iteration or a fragmented toolchain.
Sensitivities
Compute sensitivities across the modelled trade set without rerunning once per factor.
Instead of bump-and-reprice workflows that slow down as the factor set grows.
Pre-trade speed
Use the same analytical foundation for pricing, sensitivities, and desk-level decision support.
Instead of relying on yesterday's batch when the desk needs an answer now.
Method consistency
Keep trade, desk, and portfolio views aligned on the same engine.
Instead of stitching separate analytics together after the fact.
Benchmarks based on internal test environments and client implementations.
The best demo shows sensitivities and attribution on the kinds of trades your desk actually runs.
