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All Posts By

Marian

Nov 14

Saving Internal Capital Models

By Blog
In today's risk management scene, some major European banks are seriously thinking about ditching their in-house models for regulatory capital requirements, according to the latest scoop from Risk.net magazine. Using internal models instead of standardized ones typically means you require less capital. But here's the catch: regulators want the valuation models used by both the front office and risk management to align.…
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Nov 07

Model Explainability

By Blog
When discussing AI for risk modeling, the topic of model explainability inevitably arises. Traditional simulation-based risk models provide transparency because you can examine the underlying assumptions and equations being used. On the other hand, neural networks are often seen as less transparent due to the millions of weights encoding their learning, which obscure an intuitive understanding of their behavior. However,…
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Oct 17

Both Faster AND More Accurate

By Blog
It's great to see regulators keeping up with this rapidly changing landscape. This week's OSC report gives a great overview of the current state but we do want to call out a misconception that has made its way into the report. Footnote 11 states: "... achieving the same level of accuracy as conventional simulation-based pricing models is not feasible when…
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Jul 22

Riskfuel Wins 2023 STORM50 Award

By News
Toronto, July 2023 -- Riskfuel, a leading technology company specializing in machine learning solutions for accelerated pricing and valuation of derivatives, announced today that it has received the category award for AI Innovation in Capital Markets at the 2023 Chartis STORM50 Awards. Chartis Research is a leading provider of research and analysis on the global market for risk technology. Chartis…
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Mar 22

Riskfuel: transforming the way derivatives traders do business – Invest Ontario

By Press
Toronto, March 2023 -- A small Toronto fintech firm has solved a big problem banks worldwide have had for decades: how to accurately value and risk-manage their large and complicated derivatives portfolios. Riskfuel is transforming how valuation adjustments are made. Until now, valuation has been done using slow and expensive-to-run financial models, which deliver information that’s already old by the…
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Jan 30

Riskfuel Wins 2023 Risk Markets Technology Award

By News
Toronto, January 30, 2023 -- Riskfuel, a leading technology company specializing in machine learning solutions for accelerated pricing and valuation of derivatives, announced today that it has received the award for Best Use of Machine Learning/AI at the 2023 Risk Markets Technology Awards. The annual awards ceremony recognizes the most outstanding advancements in market risk, trading, and investment risk technologies.…
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Nov 30

Riskfuel Wins RiskTech100 Market Risk Innovation Award

By News
Toronto, November 30, 2022 -- Riskfuel, the leading technology company in the field of machine learning for derivatives pricing, continues to make waves in the industry. Today, the company announced its win in the RiskTech100 Market Risk Innovation category and recognition as a Rising Star. The Chartis RiskTech100® annual report is a comprehensive study of the world's leading providers of…
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Nov 30

Riskfuel Joins Station Fintech Montreal Accelerator

By News
Toronto, August 31, 2022 -- Riskfuel, a leading technology company specializing in machine learning tools for pricing and derivatives valuation, announced today that it has been selected to join the third cohort of the Station FinTech Montreal Accelerator powered by Highline Beta. The Station FinTech Montréal Accelerator is a 4-month intensive program designed to support fintech startups by providing them with…
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Apr 25

Riskfuel Wins WatersTechnology Sell-Side Award For 2nd Year

By News
Toronto, April 25, 2022 -- Riskfuel, a leading technology company specializing in the development of machine learning tools to enhance pricing and derivatives valuation, has been honored with the award for "Best Sell-Side Newcomer - Trading, Pricing & Analytics" at the 2022 Waters Technology Sell-Side Technology Awards. The awards recognize innovative solutions that benefit firms in the securities industry, including investment…
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Apr 12

Riskfuel Partners With ActiveViam

By News
Toronto, April 8, 2022 -- Riskfuel, an innovative technology company developing ML tools to accelerate derivatives valuation, and ActiveViam, a global software provider in the financial services industry specialized in in-memory BI analytics applications have decided to join their efforts and sign a partnership in order to provide front-office and risk analytics teams with accurate, granular and real-time risk analytics. Fast…
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