IPV & Benchmarking - Proven Results
Systematic validation ensuring mathematical precision
Comprehensive benchmarking against industry standards with systematic testing across all market scenarios, delivering confidence in pricing accuracy and model reliability.
The success stories below are based on the founder's extensive experience at top-tier financial institutions.
Excellent accuracy vs Bloomberg benchmarks across all pricing scenarios
Objective/Problem: Existing FinTech pricing models showed significant mismatches versus Bloomberg benchmarks across multiple option types, creating accuracy concerns for pricing and Greeks calculations.
Service Applied: IPV & Benchmarking - Comprehensive benchmarking and model accuracy optimization
Solution Approach: Conducted systematic comparison of pricing models against Bloomberg outputs across various scenarios. Ran extensive scenarios testing prices and Greeks, identified mismatches in models selection and implementation issues, then systematically fixed methodological and technical problems to achieve excellent alignment.
Client Impact: Achieved exceptional accuracy versus Bloomberg benchmarks with excellent tolerance levels within several bps for most cases. Delivered stable, accurate pricing across deep ITM/OTM options, extreme volatility scenarios (400%), short and long-dated options, ensuring confidence in all pricing and risk calculations.