Actieve functies van Elie Ayache
Bedrijven | Functie | Begin | Einde |
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ITO 33 SA
ITO 33 SA Packaged SoftwareTechnology Services ITO 33 SA is a French company that offers coco33, a pricing and risk management framework for regulatory capital securities issued by banks following the Basel III capital adequacy requirements. ITO 33 is based in Paris, FR. The framework relies on a powerful equity-to-credit regime switching reduced form model with stochastic bail-in intensities and stochastic credit to analyze AT1 CoCo bonds, perpetual non-cumulative preferred shares, and Tier 2 bonds issued by banks. The private company also offers a complete front-office solution for the pricing, hedging, and analysis of convertible securities, consisting of four components\: a data model of terms and conditions, a pricing engine, analysis and simulation front-end, and an Excel screening tool. Additionally, the company provides variance swaps, an equity derivative with a payoff of the realized variance of the underlying equity or index, and equity-to-credit, a new form of volatility arbitrage. The company was founded in 1999 by Elie Ayache, Philippe Henrotte, Serge Kouyoumjian, and Elie Ayache has been the CEO since 1999. | Algemeen Directeur | 01-01-1999 | - |
Oprichter | 01-01-1999 | - |
Loopbaan van Elie Ayache
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Internationaal
Frankrijk | 2 |
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Chief Executive Officer | 1 |
Founder | 1 |
Sectoraal
Technology Services | 2 |
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Bedrijven in privébezit | 1 |
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ITO 33 SA
ITO 33 SA Packaged SoftwareTechnology Services ITO 33 SA is a French company that offers coco33, a pricing and risk management framework for regulatory capital securities issued by banks following the Basel III capital adequacy requirements. ITO 33 is based in Paris, FR. The framework relies on a powerful equity-to-credit regime switching reduced form model with stochastic bail-in intensities and stochastic credit to analyze AT1 CoCo bonds, perpetual non-cumulative preferred shares, and Tier 2 bonds issued by banks. The private company also offers a complete front-office solution for the pricing, hedging, and analysis of convertible securities, consisting of four components\: a data model of terms and conditions, a pricing engine, analysis and simulation front-end, and an Excel screening tool. Additionally, the company provides variance swaps, an equity derivative with a payoff of the realized variance of the underlying equity or index, and equity-to-credit, a new form of volatility arbitrage. The company was founded in 1999 by Elie Ayache, Philippe Henrotte, Serge Kouyoumjian, and Elie Ayache has been the CEO since 1999. | Technology Services |
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