We work with our own and third-party analytics and risk management systems. We develop, implement, and document analytical models for validation and risk management including counterparty credit risk, set up model parameter calibration processes, and establish proper hedging strategies using analytical tools and path-based methods within a Monte Carlo formalism. Our services and products are designed with an emphasis on portfolio pricing, margin calculations, profit and loss distributions and loss estimates, as well as a comprehensive range of risk metrics, such as full-scaled Monte Carlo-based Value-At-Risk and stressed Value-At-Risk, Potential Future Exposure, Credit Valuation Adjustments, Incremental Risk Charge, and others.