Welcome to POLYGONOS

Quantitative Finance Advisory 

Valuation Models Advisory

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Risk Models Advisory

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Through industry best practice valuation models, we help you to value your financial products, in accordance with the valuation
​use : pricing (e.g. CVA), accountancy (e.g. IRFS 9), risk measure (e.g. initial margin), regulatory reporting (e.g. CCAR GMS), etc.

Risk models are key to risk management. At POLYGONOS we are experts in trading and market risk. We assist you notably in designing efficient risk measures (e.g. trading limits), implementing new pillar 1 (e.g. FRTB-IMA-DRC) or pillar 2 (e.g. P&L stress-testing methodology) models, or improving your risk and capital ratios using tailor-made hedging techniques.
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Price is what you pay. Value is what you get.
Warren Buffet