Same engine. Your mandate.
Whether you hedge, validate or embed, the work runs on one governed core — so the price the desk sees is the price risk can defend.
Hedging & execution
Structure, price and monitor hedges across rates, FX, credit, equities, commodities and crypto. Studio for the desk, APIs for the stack, evidence for the auditors.
Valuation & validation
Independent prices, reconciliation against your books and filed model-validation evidence — the fastest way to satisfy a model-risk finding without rebuilding your stack.
Risk & governance
Portfolio sensitivities and stress at grid scale, with every number traced to an approved model version. Risk that reconciles with pricing, by construction.
Who runs on DerivFabric
Banks & dealers
Independent validation of front-office models, and a governed second-opinion price for every book, traceable to the method that produced it.
Asset managers & hedge funds
Portfolio-scale risk without a quant platform build. APIs into your stack, Studio for the investment team, evidence for the board.
Corporates & treasury
Hedge pricing and effectiveness you can explain to auditors — without paying dealer margins for the analytics.
Insurers & pensions
Long-dated valuation, scenario analysis and the reproducibility your regulator expects — with private deployment where required.
Fintechs & platforms
Embed governed pricing and risk under your own brand. OEM licensing, white-label workflows, OpenAPI 3.1 and gRPC contracts — the Embedded Pilot starts in weeks, not quarters.
Not sure which pilot fits?
A 30-minute discovery call maps your mandate to a 90-day plan.