SBS Research provides comprehensive modeling services customised to the specific requirements of its clients. We have several robust flexible proprietary models which can suitably tweaked to fit the requirements of clients. Based upon particular needs of clients, SBS will be able to design exclusive models using judicious blend of statistical, mathematical and programming techniques and tools. The basic approach is to componentise complex investment situations into simple yet effective models.

Some of the basic models used are: discounted cash flow, weighted average cost of capital, capital asset pricing model, free cash flow, value at risk, duration, convexity, expected bond returns, etc.

SBS has some proprietary models which been effectively used for past 15 years for rating, financial planning, asset liability management, risk-reward across integrated investment portfolios, markets’ stock-flow-rates, integrated ratios, etc.

Some of the quantitative model services offered are: back testing and stress testing, loss forecasts, Monte Carlo simulations, factor analysis, autoregressive integrated moving average, empirical research of time series data, statistical analysis of data bases, risk measures, etc. We also convert these models into excel based or appropriate software packages.