CompatibL is a leading award-winning provider of custom software development services, market and credit risk solutions and model validation consultancy for the financial industry. The company was founded in 2003 by Alexander Sokol, winner of the Risk Quant of the Year Award and a seasoned technology executive who, prior to founding CompatibL, was founder and CTO of Numerix. Alexander continues to serve today as CompatibL's Executive Chairman.
CompatibL's unique strength is in combining advanced engineering skills with quant expertise to deliver best-in-class solutions for banks. Our customers are some of the most respected firms in the financial industry including major derivatives dealers, supranationals, central banks, and major financial technology vendors. CompatibL Risk Platform is an award-winning cloud and on-premises software solution with support for XVA, capital, initial margin, FRTB and other regulatory calculations, enhanced with real-time analytics, BI tools, open risk architecture, and comprehensive reporting.
CompatibL Risk Platform is a unique framework for trading, market and credit risk, regulatory capital, limits and initial margin that can be adopted and customized for individual needs of a firm. Advanced features include:
- The platform is based on microservices design approach
- Advanced price curve management
- Market and credit risk analysis
- BI reporting tool
- ""What-if"" analysis and stress testing
- Integration with external pricing feeds using API and market data connectors
- Robust limit management module
- Multi-asset coverage including commodities and commodity derivatives
- PnL attribution (including PnL explain and delta reports)
- Settlement netting