• AAI consultants assist clients in designing and implementing firm wide risk management systems. In addition to the standard factor analysis, principal component analysis, scenario analysis, correlation analysis, non-normal distribution analysis and calibrations, AAI consultants assist clients in integrating AAI products which can drastically speedup VaR simulation, while improve the precision in their existing in-house developed system or third party system.
• AAI consultants also assist clients calibrate prepayment models for MBS and implement the term structure models of their choice (AAL).
• AAI consultants may apply their proprietary fast tree/lattice methodologies, or implement various methodologies (such as those of Tilley, Broadie-Glassman, Longstaff-Scharwtz, Calculus of Variation, etc.), to use Monte Carlo simulation for derivatives of American type or Bermuda type. Then the fast simulation methodologies of AAI can be used and drastically increase the computation speed and accuracy of simulation.
• AAI also provides consulting service in exotic derivative pricing, fixed income analytics, term structure modeling and calibration (AAL), and other areas in its research expertise.

By outsourcing AAI's expertise and support, our clients can also significantly reduce research time and development cost.

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