REAL-TIME PRICING AT
PRODUCTION ACCURACY

Same model. New engine. Zero compromise.

Your models are only as powerful as the engine driving them. We replace that bottleneck with a high-performance neural network that maintains your production accuracy to a published tolerance. No chassis rebuild and no code rewrite. Just a drop-in engine swap for instant response. High-fidelity pricing, delivered in real-time.

Models

Actionable risk intelligence.

Scotiabank

“We ran scenario analysis on large rapid moves in credit, interest rates and FX… this warned us ahead of time that if we saw a 100 basis point move in credit, we would need to put on large hedges in the rates and FX markets.”

Karin Bergeron, Head of XVA Trading

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Scotiabank is using Riskfuel AI to accelerate their XVA Pricing and Risk Analytics

BMO is using Riskfuel AI to accelerate Structured Note Pricing and Scenario Analysis

Actionable risk intelligence.

BMO

“Riskfuel has delivered a cutting-edge proof of concept that promises the most significant step forward in quantitative finance in a generation. Removing the runtime hurdle opens the door for significant advancements in accuracy and realism of structured notes pricing models”

Graham Wells, Head of Equity Quantitative Modeling

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Extreme acceleration on CPU.

Intel

“Riskfuel and Intel partnered to find a better way to outperform traditional Monte Carlo models with with near perfect accuracy. Compared to traditional model pricing that achieved approximately 1 valuation per second, Riskfuel Neural Surrogate on Intel® Xeon® processors with Intel® Advanced Matrix Extensions (Intel® AMX) achieved approximately 2.27 million valuations per second.”

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Millions of Valuations per Second: How Riskfuel and Intel Are Transforming Structured Investment Product Design

Azure GPUs with Riskfuel’s technology offer 20 million times faster valuation of derivatives

Extreme acceleration on GPU.

Microsoft

“In our study, the combination of a Riskfuel-accelerated version of the foreign exchange barrier option model and with an Azure ND40rs_v2 Virtual Machine showed a 20M+ times performance improvement over the traditional model.”

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Gain a Trading Advantage

Most firms are still starting their day with risk figures from the night before, which means they are making decisions based on stale data. Riskfuel changes that by turning risk management from a retrospective batch process into a real-time strategic advantage. We’ve shifted valuations and sensitivity calculations into the foreground, meaning your P/L and risk exposures update instantly as market data arrives.

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Design for Model Accuracy

For too long, quants and developers have been forced to make a frustrating trade-off: have a model that is accurate but painfully slow, or one that is fast but relies on crude approximations. When dealing with complex calculations like XVA, this usually means cutting corners—either by limiting simulation paths or accepting a high level of numerical noise. Riskfuel removes this barrier entirely. By taking over the runtime performance, we allow for maximum accuracy without ever worrying about whether the system can handle the load.

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Slash Your Compute Costs

Running batch calculations for P/L and risk metrics can cost firms tens of millions a year. Despite that massive spend on grid computing, the results are often barely acceptable; you're paying for a data center full of servers to run all night, only to end up with figures that are already stale by the time the market opens. Riskfuel changes the math entirely. By using machine learning to create high-speed analytical representations, we replace complex simulations with rapid DNN inferencing. You get the same results as the target model, but in a fraction of the time and compute cost.

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Power Your XVA Desk

XVA calculations are notorious monsters; they are so computationally intensive that most firms are forced to ration their resources. When server capacity or cloud budgets hit their limit, the only option is to lower the resolution, such as running fewer Monte Carlo scenarios. This leaves XVA desks struggling with noisy P/L and unstable sensitivities, meaning they are making critical decisions based on imprecise data. Riskfuel breaks this cycle by converting these heavy traditional models into computationally light analytical representations using DNN technology.

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Our Partners

“Riskfuel has delivered a cutting-edge proof of concept that promises the most significant step forward in quantitative finance in a generation. Removing the runtime hurdle opens the door for significant advancements in accuracy and realism of structured notes pricing models.”

Graham WellsManaging Director and Head of Equity Quantitative Modeling in Global Markets Engineering, BMO Financial Group.

Riskfuel

1,000,000x