Technological projects portfolio
Decision support tool for managing financial asset portfolios
Investment: €295k
Scope: Digital and Electronics
Scientific field(s): Mathematics, Information and communications science and tech. (STIC) and nanotechnology
Institution(s): École polytechnique - CNRS
Development: Start-up in progress/completed
USE CASES
Although several software tools for monitoring asset portfolios and reporting risks are available to hedge structured products, there are currently no solutions that can define strategies for the optimum time to intervene.
This need is all the more important in the case of complex, highly volatile portfolios. The TEMPO decision support tool addresses this issue.
ADVANTAGES
Thanks to an innovative algorithm for hedging structured products, TEMPO generates “rebalancing” signals at the optimum time and enables market participants to manage their asset portfolios more effectively in order to:
– Minimise P&L volatility, and thus risk,
– Reduce the number and cost of hedging transactions.
APPLICATIONS
Management assistant enabling financial market participants to manage risk in their derivative product portfolios, automatically and optimally.
The application’s initial target is the equity and index market, followed by the interest rate and commodities markets.