Fintech · Structured products
Keraes supports financial intermediaries with reliable data, rigorous analysis and artificial intelligence tools.
Illustrative simulation computed in your browser. Not a valuation, not advice.
From raw data to decision: we cover the full information chain around structured products, with the standards of a team born in the markets.
For family offices, insurers, wealth advisers and distributors.
Automated extraction of product terms, checked and versioned, ready to plug into your tools and documents.
Extracting0 / 7
Fictitious example
The product is a debt instrument issued by an A-rated issuer, ISIN FR0000000000. It is linked to the Euro Stoxx 50® index. Automatic early redemption occurs if, on an annual observation date, the index closes at or above 100% of its initial level. A coupon of 7% per elapsed year, with memory effect, is then paid. At maturity, capital is protected as long as the index does not close below 60% of its initial level.
{
"product_type" : "autocall_phoenix",
"issuer_rating" : "A",
"isin" : "FR0000000000",
"underlying" : "SX5E",
"observation" : "annual",
"autocall_level" : 1.00 ,
"coupon" : { "rate" : 0.07 , "memory" : true },
"protection_barrier" : 0.60
}Hover a stage to see its detail. Pick a product type to run the flow again.
Reference data · Illustration
A structured, up-to-date reference dataset, delivered where your teams already work.
Terms, underlyings, barriers and coupons, delivered via REST API, an MCP server for your AI assistants, files or Excel.
Example request
GET /v1/products/FR0000000000
200 OK · application/json
{
"isin" : "FR0000000000",
"type" : "autocall_phoenix",
"underlying" : ["SX5E"],
"autocall_level" : 1.00 ,
"protection_barrier" : 0.60 ,
"sri" : 4
}Example MCP call
tools/call get_structured_product
{ "isin" : "FR0000000000", "fields" : ["barriers", "coupons", "sri"] }
result: structured content, 3 fieldsRegulatory data built in, including the summary risk indicator.
Summary risk indicator
Risk / return profile, scenarios and tailored client reporting.
Observations, coupons and redemptions, tracked over the product's whole life.
Illustration
Your columns, your formats.
Fictitious data
| ISIN | Underlying | Protection |
|---|---|---|
| FR0000000001 | SX5E | 60 % |
| FR0000000002 | SX5E | 65 % |
| FR0000000003 | CAC 40 | 55 % |
A team with a background in markets, systematic trading and applied mathematics.
Prices, returns and annualised rolling volatility, computed on cleaned, aligned series.
Simulated data, computed in your browser
Correlations between underlyings, to measure how diversified a basket really is.
Hover a cell.
Simulated data, computed in your browser
Automatic grouping (k-means) of products with similar profiles, here by coupon and barrier.
Click a group to select it.
Simulated data, computed in your browser
Monte Carlo price of a 6-year autocall (7% coupon, 60% barrier) and how the estimator converges, with its 95% confidence interval.
Simulated data, computed in your browser
The same product launched every month over 18 years of index history: how many redeemed, how fast, how many at a loss.
Simulated data, computed in your browser
The groups become a portfolio. Apply a shock to the underlyings and measure the share of products below their barrier.
Simulated data, computed in your browser
A client summary generated from your choices in the previous steps.
Change a step, the summary follows.
Simulated data, computed in your browser
Proven quantitative methods, documented and reproducible.
Every data point is sourced, checked and versioned.
Open formats that fit into your existing systems.
Your data stays yours, processed in a controlled environment.
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We stay alongside you to evolve the solution as your business grows.
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