BRAVE Partners LLP

Business Risk Analysis - Visionary Execution

BRAVE: Risk Analytics

"The saddle point methodology that my team at Paribas pioneered remains one of the simplest, fastest and most flexible risk models available. It is a true state-of-the-art technology. I thank RISK Magazine for having the foresight to publish it."

Christopher Cloke-Browne, Managing Partner, BRAVE Partners LLP

Interactive examples of BRAVE Partners approach to modeling for Solvency II

Reference Material
RISK Magazine
Technical Papers available to subscribers of RISK
"Taking to the Saddle"
"How dependent are defaults?"
"Var: Who contributes and how much?"
"Crossing the frontier"
The abstracts from the originals sent to RISK Magazine are here.

Pedigree
BRAVE partner, Christopher Cloke-Browne has been using the saddle point risk methodology commercially since 2001.
The technology and its applications have been widely presented (eg at a Euromoney conference) and discussed in the media.

Web Bugs Fixed
As of Dec 29, 2009 - all of the demo models are fully functioning.
Please report any errors to BRAVE Partners

Solvency II compatability
See how the BRAVE Partners risk model is compatible with Solvency II

BRAVE Risk model success
The BRAVE Partners risk technolgy has been applied to:

Analysing and implementing the hedging program for a major European commercial bank.
Constructing a high performing corporate bond portfolio for a pension fund in Denmark.