Riskfuel says the model reproduces BBVA’s own pricing framework and now supports pre-trade structuring on the bank’s ePricer platform.
Riskfuel Analytics, a Toronto-based financial technology company that applies artificial intelligence to derivatives pricing, announced that BBVA is using one of its neural surrogates in the pre-trade structuring of autocallable products. The deployment sits within BBVA’s ePricer platform for structured products and moves the technology beyond proof of concept into the workflow that structuring teams use to design trades for clients, according to Riskfuel. Riskfuel stated that the surrog