Proven Results - IPV & Benchmarking
Accuracy Validated. Confidence Delivered.
These case studies illustrate how cipris’ benchmarking and independent price verification (IPV) deliver AI-powered precision—ensuring pricing models are reliable across scenarios, asset types, and market conditions(*).
Case Study: Benchmarking Excellence
What the client needed:
A FinTech’s pricing models were misaligned with industry outputs on pricing and Greeks, especially across multiple option types and under stressed volatility—creating risk in valuation and trading.
What we did:
We performed comprehensive benchmarking against industry standards, verifying pricing and Greeks across a wide variety of scenarios (deep/ITM, OTM, short-/long-dated, volatile markets). We identified mismatches in both methodology and implementation, then deployed AI-augmented validation fixes and technical improvements to align outputs with best-practice benchmarks.
What the client gained:
- Exceptional accuracy vs industry benchmarks—errors trimmed to a few basis points in most cases
- Stable pricing under extreme volatility and across a wide range of strikes & expiries
- Improved Greeks calculations and risk sensitivities
- Strong confidence in model reliability for trading, valuation & regulatory reporting
(*) Some results are based on the founder's extensive experience at top-tier financial institutions.
What Clients Gain
- AI-powered pricing precision
- Stable output across strikes & expiry
- Benchmark-led risk reduction
- Confident, regulatory-grade valuations