CSO of R-square RiskLab is presenting at the Ministerial Panel in Cyprus, December 2013

RsRL CEL Energy and Finance Center

Non- Gaussian Risk Neutral Measure via Neural Network System Based Tool

R-square RiskLab Center of Excellence (RsRL CE) refers to a team, a shared facility that provides leadership, evangelization, best practices, research, support and training for a focus area(s) like Finance & Energy. The center of excellence is also aimed at revitalizing stalled initiatives. Within R-square RiskLab, a center of excellence refers to a group of people and a department. It is known as a competency center. The term refers to a network of institutions collaborating with each other to pursue excellence in a particular area(s), such as Finance & Energy. We provide quantitative and strategic risk management solutions and develop sustainable business strategies with a guaranteed return of investment in the form of cost savings and available market mechanisms. Our activities improve your organization’s reputation and performance through sustainable practices and sovereign upgrades.

Can we use Risk Measure for Energy & Finance both? Here is the example how Neural Network (NN, as front-end) can be used for both subjects…

Proposed New Year Resolutions for Luxembourg by R-square RiskLab.

There is a sense of relative bullishness about the outlook for the MENA region‘s insurance market in 2014. However, there is also caution that that premium growth will not be widespread in terms of insurance lines. Relevance of Solvency II for GCC and other emerging economies.

Few  Institutional & Private Collaborators and Clients

Few Institutional & Private Collaborators and Clients

“R-square RiskLab’s New Approach of Pattern Recognition and Neural Networks (NN) in Risk-Estimation for Energy & Finance”

Apart from every new ground-breaking initiatives R-square RiskLab is still visible as a promising think-tank of the independent research and consulting practice in various geographical locations. At the moment we offer consulting solutions based practice on the instruments handled included a variety of Exotic OTC Derivatives, comprising Asian options, heat rate options, natural gas storage, park-and-loan transactions, flows through inter-connectors, basis and spread trades, single and double barrier options (a new multi-period conditional valuation methodology), resurrection and extinguishing timer options, fader options, range accruals, CMS spread ladder swaps, snowballs, variance swaps, dispersion (correlation) products and Bermudan swaptions. R-square RiskLab models are widely used for comparing of potential future exposure (PFE) at counterparty and business area level against the limits as well as for expected positive exposure (EPE), risk-weighted assets (RWA), economic capital (EC), regulatory capital (RC) and risk-adjusted-return on capital (RAROC) computations and reporting.

Chitro Majumdar

Chitro Majumdar


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