The fundamental review of the trading book (FRTB) drawn up by the Basel Committee (Basel Committee on Banking Supervision) imposes a series of requirements which will come into force in January 2022. One of the main innovations defined by FRTB concerns the introduction of the concept of non-modellable risk factors (NMRF), which requires the holding…
Lire la suite
Les analystes quantitatifs, les « quants », doivent rivaliser d’habileté pour mettre au point et utiliser des modèles qui permettront aux gestionnaires de mieux évaluer la valeur des actifs financiers, en particulier les produits dérivés, et de gérer méticuleusement leurs opérations et leurs risques en ajustant en permanence leur portefeuille. Ces as des mathématiques et…
Lire la suite
SCALNYX and CEA List presented at the e-congrès Lambda Mu 22 conference on risk management, their joint research paper in the digital transformation session entitled: Privacy preserving Machine-Learning-as-a-service (MLaaS) based on homomorphic encryption – Issues and Challenges. We are building the fastest and most efficient confidential computing platform based on FHE (Fully Homomorphic Encryption) for…
Lire la suite
SCALNYX breakthrough technology for confidential computing. See publication