WELCOME

VALUATIONS

Structured Credit

EM Debt

SBA Securities

Private Equity Debt

RMBS, CLO, CDO

Securitisation Swaps

Valuation Adjustments

Stress Testing

RISK ADVISORY AND SOLUTIONS

To deliver customised models with the appropriate level of descriptive and verifiable detail as well as dynamic and cross-sectional analysis.

REPORTING

To upgrade the performance of information users by providing them with accurate, advanced, concise and transparent analytical tools and reports that allow them to save time and energy to do what no tools or reports can do for them: to manage.

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ABOUT

Welcome to Kurtosis - Analytical Solutions

Our company develops applications and provides financial reporting services, valuations, capital adequacy, liquidity risk, credit risk, including counterparty credit limits, economic risk, ALM, hedging instruments’ performance, portfolio performance, foreign exchange and interest rate risk management.

Our mission is to upgrade the performance of information users by providing them with accurate, advanced, concise and transparent analytical tools and reports that allow them to save time and energy to do what no tools or reports can do for them: to manage.

We endeavour to endow our models with the appropriate level of descriptive and verifiable detail and dynamic and cross-sectional analysis that allow risk managers or auditors to validate and rely on the output of those models.

If you work in the finance and investment industry, you may be interested in getting more details about the scope and applicability of some of our most recent projects.

If you have a quantitative or computer engineering background, you can get a good idea of our activity by visiting those projects.

Either way, please don't hesitate to contact us if you have any questions. We will do our best to get back to you as soon as possible.

 

Jorge Belo de Carvalho, CFA

 
CUSTOMIZED TOOLS
 
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ALLOCATION OF CREDIT EXPOSURES

Quantitative reporting tools for two areas: credit analysis and credit control.