Modelling & Pricing

Our modelling and pricing expertise supports the valuation of income products in the actual context of negative interest rates, pricing in a multi-curve environment, or market-based adjustments modelling, all of which are important challenges facing financial institutions’ modelling teams.

Our approach.

Ensure the price integrity of your assets.

Asserting our position as experts in financial markets, our financial engineers support clients in the construction or review of their models of different asset classes, in order to ensure the price integrity of the financial assets they hold and to meet regulatory requirements.

Éric Abilio Branco

Éric Abilio Branco

Manager | Modelling & Pricing


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