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

WELCOME

PROJECTS

ALLOCATION OF CREDIT EXPOSURES

ACE comprises powerful quantitative and reporting tools for two areas: credit analysis and credit control.

The former includes the calculation of appropriate credit limits considering the capital base of the entity and certain market implied risk indicators related to the debtor. The latter allows for comprehensive, user defined, credit limit usage reporting, through the sector, region, product, time bucket and debt seniority dimensions.