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Delta Hedge Head Office

Mariahilfer Strasse 82/3
Vienna
AT

Telephone

+4313230 220 10

Contact

Matthias MKR Rahmati
[email protected]

Delta Suite: Market Risk Management Solution

Our Market Risk Solution provides banks with proven analytics based on a variety of industry-standard methodologies for the calculation of portfolio risk measures (Value-at-Risk, Expected Shortfall) & risk contributions (marginal, incremental, component) for both, individual positions or portfolios.

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Delta Suite:Trading, Financial Engineering & Risk Management

Real-time solution with truly unlimited support for pricing, hedging, financial engineering & risk management of arbitrary complex derivatives and structured products, for each of the following asset classes: – Equity – FX – IR – Credit – Commodity – Inflation – Volatility – Hybrid

Delta Suite: Portfolio Credit Risk Management Solution

Delta’s Portfolio Credit Risk Solution calculates expected and unexpected credit portfolio losses(credit VAR, expected shortfall, various types of risk contributions)based on a comprehensive toolbox of analytical and MC-simulation approaches & provides cutting-edge integrated credit pricing methods.

Delta Suite: Counterparty Credit Risk Management Solution

The Delta Suite provides a powerful solution for measuring, monitoring, mitigating and managing Counterparty Credit Risks throughout an institution. Thanks to its unique graphical building-block approach, even the most complex exposure structures and collateral can be modeled easily & transparently.