LOGICA QUANT’S NIGHTMARE MATLOGICA - SOLUTION Intraday risks too slow? Risks not granular enough? Never-ending refactoring? Code becoming unreadable? Unresolved legacy bugs? Inaccurate P&L explain? Overnight batches too long? Exis % ng Quant Library MatLogica Exis % ng Hardware A layer of abstraction delivering: - Automated computation of sensitivities (AAD*) - Data-oriented performance for object-oriented code ✓ Speeds up: native CPU vectorisation + safe multithreading ✓ Precise analytical sensitivities ✓ Simplified development and faster time- to-market for new models ✓ Consistent risk methodology ✓ Grid/Cloud savings + Simple, semi-automated integration approach: initial results in weeks! * AAD = Automatic Adjoint Differentiation