genOTC FOR BANKS
Demand Precision for Institutional Investment.
genOTC helps investment banks secure their models and enhance the quality of their derivative calculations
Think Beyond Traditional Volatility Modeling
In today’s market, precision and robustness in
volatility modeling are essential.
genOTC introduces a breakthrough innovation based on Optimal Transport, empowering quants with the perfect addition to the Dupire method to move beyond the limitations of traditional methods.
We deliver precise, faster, and more reliable volatility surfaces across multiple asset classes.
Built for Accurate Modelling
Dedicated to investment banks’ specific needs
True robustness
genOTC delivers well-regularized, stable volatility surfaces – eliminating the discontinuities and noise that undermine traditional calibration methods. Your models stay well calibrated, even under stress.
Computational efficiency at scale
Faster convergence and significant performance gains, reducing computation time and resource consumption – delivering real-time responsiveness without compromise.
Stronger risk signaling
More consistent volatility surfaces, enabling optimized exposure management and improved response to market shocks.
Broad asset coverage
Our approach goes beyond traditional asset classes, extending to commodities, cryptocurrencies, FX, fixed income and other complex derivatives, ensuring accurate and reliable volatility modeling across diverse markets.
Seamless integration
Compatibility with existing quant infrastructures, easily integrating into pricing and risk management frameworks.
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