BoundaryRider is state of the art Risk Software developed by Credit Risk Systems.

BoundaryRider, is a high performance risk engine utilizing leading edge quantitative methods to calculate market and credit risk exposures for a Bank’s trading division.

Deployed as a web service, users can introduce new statistical processes into the simulation and integrate proprietary pricing libraries.

Our focus is on accuracy and performance and we have achieved stunning results with our optimised Monte Carlo approach.

We also provide consulting solutions to banks on the management of risks associated with financial markets trading. We help our clients improve business performance in areas related to modeling, products, policy and capital.

Our company is majority owned by its employees all of whom have degrees in mathematics, physics, IT or engineering, four with doctorates.

Credit Risk Systems are now a Microsoft Certified Partner and our Risk Engine has undergone a range of improvements. Our pricing library has been completely rebuilt and can be called from Excel. And our Risk Engine has been dramatically sped up using Vectorisation and distributed processing.

Read more about BoundaryRider and Basel II and BoundaryRider and Credit Risk .