MBRM - MB Risk Management
29 Throgmorton Street
London EC2N 2AT
United Kingdom

Switchboard: +44 20-7628 2007
Support: +44 20-7628 2008

MBRM Technical Support Facilities


Jul 1997

Mamdouh Barakat Risk Management (MBRM) are pleased to announce the launch of their system for pricing and risk management of exchange traded options. Major features are :

  • Evaluation of FTSE options on the LIFFE exchange, including the modelling of early exercise (wild card option).
  • Handling of ETO contracts on most exchanges, including equity derivatives.
  • Graphical modification of volatility skews.
  • Full risk analysis (including scenario analysis) of positions in ETO options and futures. Risk broken down into individual contracts and strikes.
  • Pricing sheets can be easily adjusted for different formats. Multiple formats for one contract possible.
  • Up to eight contracts on one pricing sheet.
  • Open system approach enables linking to most real-time feeds, enabling the monitoring of arbitrage opportunities.
  • Positions from multiple dealers/contracts can be monitored and consolidated centrally.

A free fully functional 30 day trial can be downloaded from MBRM's internet web site : http://www.mbrm.com

Please see our latest price list (http://www.mbrm.com/pricelist.shtml) for the cost of this module.

For further information, please contact our Sales Team

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