CompatibL is a leading provider of risk management software, model validation and quantitative consultancy services. We provide a unique blend of quantitative and engineering expertise combined with an award-winning risk platform. Our customers are some of the most respected firms in the financial industry including including four major derivatives dealers, 33 central banks and some of the world’s largest asset managers.
The company’s award-winning cloud and on-premises software solution, CompatibL Risk Platform, is a unique framework for trading, market and credit risk, regulatory capital, limits and initial margin that can be adopted and customized for individual needs of a firm.
Advanced features include:
- Microservices design approach
- Advanced price curve management
- Market and credit risk analysis
- BI reporting tool
- "What-if" analysis and stress testing
- Integration with external pricing feeds using API and market data connectors
- Robust limit management module
- Multi-asset coverage including commodities and commodity derivatives
- PnL attribution
- Settlement netting
Our quantitative research program produced multiple innovations in models and numerical methods for counterparty credit risk, settlement risk, risk premia in the yield curve, and has been recognized by multiple awards.
Today, CompatibL employs over 300 people whose only focus is trading and risk management.
As the world's leading derivatives marketplace, CME Group (www.cmegroup.com) enables clients to trade futures, options, cash and OTC markets, optimize portfolios, and analyze data – empowering market participants worldwide to efficiently manage risk and capture opportunities. CME Group exchanges offer the widest range of global benchmark products across all major asset classes based on interest rates, equity indexes, foreign exchange, energy, agricultural products and metals. The company offers futures and options on futures trading through the CME Globex® platform, fixed income trading via BrokerTec and foreign exchange trading on the EBS platform. In addition, it operates one of the world's leading central counterparty clearing providers, CME Clearing.