Reimagine Risk.
Transform Finance.
The smarter, faster way to manage pricing, credit, and market risk with unparalleled precision and insight.
A Certified Google Cloud Partner
Experience the Vannarho Advantage
Unlock the Future of Financial Risk Management
Vannarho offers an intuitive, high-performance platform engineered for the complexities of modern finance. Our integrated suite provides comprehensive tools for pricing, credit, and market risk analysis, empowering your team with actionable insights.
- Advanced Risk Analytics & XVA Calculations
- Seamless Data Ingestion via API & XML
- Configurable System & Automated Reporting
Our Offerings & Pricing
Python Distribution
Our official Python client library for seamless API interaction and data processing.
- Access Vannarho APIs
- Local development & testing
- Community Support
SaaS Platform
Access our full suite of analytics and risk management tools via our cloud platform.
- Advanced Risk Analytics & XVAs
- Scalable Cloud Infrastructure
- Automated Reporting & Dashboards
- Dedicated Support
Professional Services
Expert consulting and custom solutions tailored to your unique financial challenges.
- Tailored Implementation
- Model Validation & Benchmarking
- Regulatory Compliance Advisory
- On-premise Deployment Options
Extensive Trade Coverage
Vannarho supports a broad range of financial instruments, ensuring comprehensive risk analysis across your portfolio.
Powerful Analytics Capabilities
Our analytics engine provides deep insights into your risk exposures, helping you make informed decisions.
- Pricing and Cashflows
- Sensitivity Analysis (FD & AAD/GPU)
- Stress Testing
- Exposure Simulation & XVA
- Basel IV Reporting
- SIMM*
*SIMM license not provided with Vannarho.
Basel IV Compliance Made Easy
Navigate the complexities of Basel IV regulations with Vannarho's dedicated tools and reporting features, ensuring your institution stays compliant and ahead of the curve.
Credit Risk: SA-CCR
Calculate Standardized Approach for Counterparty Credit Risk (SA-CCR) exposures with precision.
Credit Risk: BA-CVA & SA-CVA
Leverage Basic Approach (BA-CVA) and Standardized Approach (SA-CVA) for CVA risk capital calculations.
Market Risk: FRTB-SA (Simplified & SBM)
Comprehensive support for Fundamental Review of the Trading Book - Standardized Approach (FRTB-SA), including both Simplified and Sensitivities Based Methods.
Desk Reporting & Governance
Define trading desk mandates, positions, and P&L reporting. Ensure compliance with documented boundaries, traders, and products, avoiding banking- and trading-book activity overlap. Regulatory approval for model use is supported.
TradeScript: Your Canvas for Custom Financial Instruments
Vannarho's TradeScript empowers financial engineers and quant developers to define and integrate custom financial instruments directly into our analytics platform. With TradeScript, you're no longer limited by predefined product types – you can model virtually any derivative, exotic option, or structured product with full analytical coverage.
- Define custom products with flexible scripting logic.
- Seamlessly integrate new instruments into Vannarho's risk engine.
- Extend existing analytics or create entirely new valuation methodologies.
Practical Applications & Benefits
Benchmarking & Prototyping
Accelerate your model development and ensure accuracy with Vannarho as your powerful benchmarking tool. Validate proprietary internal models against our robust analytics engine.
- Rapid validation of internal pricing and risk models.
- Inform primary model development without rebuilding core components.
- Focus on innovation by leveraging our established infrastructure for discount curve construction, risk factor evolution, and exposure simulations.
Independent Model Validation
Empower your Model Validation teams with an independent, transparent, and robust analytical framework.
- Save significant time and resources on "offline" model creation.
- Ensure thorough and efficient validation processes with a trusted external benchmark.
- Enhance regulatory confidence with clear, auditable validation results.
Core Pricing & Risk for Banks
Vannarho provides a sophisticated, primary pricing and risk model for institutions of all sizes.
- Ideal for smaller-to-medium-sized institutions lacking large vendor software budgets.
- Reduce reliance on extensive internal development teams for core functionality.
- Gain access to advanced risk management capabilities previously out of reach.
Comprehensive Documentation
Our detailed documentation provides everything you need to integrate, configure, and maximize Vannarho's capabilities.
Trade Data Ingestion
Detailed guides on how to format and ingest your trade data via our API and XML interfaces.
Analytic Configuration
Understand and customize the various parameters and settings for precise risk analytics generation.
Developer Resources
Access our tools and repositories to seamlessly integrate Vannarho into your development workflows.
Google Cloud SaaS Platform
Learn about Vannarho's architecture leveraging Google Cloud for scalable and secure risk management.
Explore SaaSGoogle Cloud SaaS Platform
Vannarho leverages the power of Google Cloud to provide a scalable, secure, and intelligent SaaS platform for risk management.
APIs
Robust APIs for configuring market data, managing portfolios, and scheduling risk analysis jobs.
Analytics (BigQuery)
Utilize Google BigQuery for powerful, real-time analytics and deep insights into your risk data.
AI (Gemini Enterprise)
Leverage Gemini Enterprise for natural language queries, intelligent hedging recommendations, and advanced data quality governance.
IAM & Security
Secure user access management (IAM), dedicated VPNs, and robust security protocols for your financial data.
Core Compute Engine
Kubernetes (K8s) orchestration utilizing advanced AAD and GPU capabilities for high-performance risk computations.
Logging & Monitoring
Comprehensive logging and monitoring solutions to ensure system health, performance, and auditability.
Seamless Integration into Your Ecosystem
Vannarho's Risk Engine is built for seamless integration, ensuring efficient data flow and precise risk analytics generation within your existing infrastructure.
Risk Architecture Flow Diagram Placeholder
(Visual representation of data ingress, core processing, and output streams)
Ready to Revolutionize Your Risk Management?
Partner with Vannarho to harness cutting-edge analytics and elevate your financial strategy. Request a demo or access to our platform today.
Request Early Access