WELCOME

VALUATIONS

Structured Credit

EM Debt

SBA Securities

Private Equity Debt

RMBS

Securitization Swaps

Valuation Adjustments

Stress Testing

RISK MANAGEMENT

Models with the appropriate level of descriptive and verifiable detail as well as dynamic and cross-sectional analysis that allow risk managers or auditors to validate and rely on the output of those models

REPORTING

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

We endeavor to endow our models with the appropriate level of descriptive and verifiable detail as well as 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 the activity we undertake by visiting those projects.

Either way, do not hesitate to contact us, should you have any query. We will do our best to reply in a timely manner.

 

Jorge Belo de Carvalho, CFA

 
PROJECTS
 
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RISK MANAGEMENT SYSTEM

Provide banking institutions with transparent, advanced and comprehensive risk management tools.