The Independent Calculation Agent (ICA) (Past Sponsor)

ICA is a Capital Market Fintech that combines quantitative analysts, BigTech experts and practitioners and develops new generation solutions for derivatives pricing and risks, leveraging on new digital technologies.

ICA's Enterprise solution is a fully fledged derivatives pricer and risk calculation engine with a focus on xVA's and FRTB. It is available in a Software as a Service mode for enhanced efficiency.

Thanks to this hands-on experience and expertise of "Big Tech" technologies applied to capital markets, we help banks’ CTO and COO to meet computational and big data challenges often linked to new regulatory demands, and reduce operational costs.

This is how, for example, we worked with a Tier 1 bank’s management to reduce computation time by over 50 times, to deliver more granularity on their risks and to operate at a lower cost, by working with their quants and IT team to revamp their architecture.