http://www.capmkt.com/ (World Wide Web Directory, 06/1995)

Capital Market Technology

Financial Risk Management Consultancy Services

Capital Market Technology, Inc.
1995 University Ave., Suite 390
Berkeley CA 94704
Telephone: USA-510-540-6400
Email:richard@capmkt.com

Introduction to Capital Market Technology

Capital Market Technology, Inc, provides authoritative and independent consultancy services to corporates, municipals and individuals in the use of financial instruments. Founded in 1987 by Professor Mark Garman, a world-renowned theoretician at the University of California at Berkeley, it has special expertise in derivatives, including illiquid instruments, and remains committed to state-of-the-art research and advanced technology.

Advisory services.

The company provides services in aiding clients to meet their risk objectives in the most cost-effective manner possible. In this role the company can provide:

portfolio valuation and risk measurement, in both actual and hypothetical market conditions.
fairness opinions for contemplated transactions.
optimal translation of forecasts and risk sensitivities into trades that maximize expected utility.
application of option theory and systems to corporate strategic planning, investment, production, and financial decisions.
examination of corporate trading and back-office procedures and risk controls.
performance measurement in the light of option theory.
internal audit functions including studies of value at risk over time.

Trading and position management services.

The company has had eight years of successful trading experience for overseas banks. It can provide its expertise in portfolio management in the following forms:

to a financial institution, as an overseas trading desk that deals in its name to hedge or make markets.
to a fund manager or corporate treasury (e.g., currency overlay, replication of standard or exotic options such as cross-market options and spreads between equity indices).
to various categories of clients, as a service-bureau for position valuation and risk assessment or dynamic asset allocation.

Research services.

The company also provides services in the financial markets:

hypothesis testing of trading strategies.
evaluation of trading systems and development of multiresolution or other advanced-technology systems.
statistical research into market behavior and term-structure modelling.

Technology products and services.

The company is committed to the efficient and prudent use of technology in risk management. Capital Market Technology's real-time trading system includes datafeed handlers, programs for display of market data, news, and price graphs, real-time analysis of exchange-traded options, pricing and integrated risk-management for exotic and cross-market options in addition to standard options, and optimization algorithms that suggest trades to reduce risk without excessive transactions costs. The company is able to provide:

real-time portfolio evaluation via the internet in a secure and confidential manner.
internet consultancy services to enable clients to take advantage of the real-time valuation services.
licensing of existing software and custom development.
assistance in developing proprietary pricing models.

For futher information contact richard@capmkt.com