Opti Risk Systems Dr Cormac Lucas and Prof

Opti. Risk Systems Dr Cormac Lucas and Prof. Gautam Mitra Contact: Address: Opti. Risk Systems, UNICOM R&D House, One Oxford Road Uxbridge, Middlesex UB 9 4 DA, United Kingdom Email: info@optirisk-systems. com; WEB: www. optirisk-systems. com Telephone: +44 (0)1895 819 488 / 483 Fax: +44 (0)1895 813 095

Outline 1. About Opti. Risk 2. Mission Statement 3. The People 4. Products 5. Services 6. USP: Unique Selling Points 7. Selection of Clients

1. About Opti. Risk Systems is a UK based company with a global reach; the company has been set up to provide Optimisation and Risk Management solutions. Opti. Risk has customers across a number of business sectors including financial services, defence, transportation, energy, banking, consumer electronics, insurance and government. Primary Business: • Development and Sales of software tools and components • Project work and Consulting • Training in Optimisation and Risk Modelling

2. Mission Statement The mission of Opti. Risk Systems is to be a global yet a niche player and a leader in the provision of optimisation and risk solutions. Within Opti. Risk Systems we foster a culture of research and team building thus empowering our staff to achieve their full potential. We are highly customer focused and motivate our staff to provide an excellent service, which matches the business needs of the clients. We set out to achieve our mission through Development of models, algorithms, software systems Acquisition and value added reselling of optimisation software and specialist applications, Utilising leading edge networking, computing and software technologies. Provision of services covering training and customised applications for a number of sectors including: § Finance § Supply Chain and Logistics § Utilities § Transportation

3. People Prof. Gautam Mitra and Dr. Cormac Lucas bring their experience and enthusiasm to drive this company. The company also draws upon the research experience of CARISMA: The Centre for the Analysis of Risk and Optimisation Modelling Applications Brunel University and benefits from the R & D support an research results of their many researchers. Prof. Gautam Mitra FBCS, FIMA, FRSA Director & Chairman of Optirisk Systems, Director of CARISMA Prof. Mitra has over 40 years of experience in Mathematical Programming Modelling, Computational Optimisation, Operational Research, Computational Optimisation, Stochastic programming and Risk Decisions in Finance. Dr. Cormac Lucas Director of Optirisk Systems Dr. Lucas has extensive knowledge in Mathematical programming modelling, Pre-analysis techniques in linear programs and representation of logical expressions as MIPs. Dr. Lucas earned a bachelor of science degree from the Brunel University, (1981)and a Ph. D(1986) from Brunel University. In addition to this, he has held academic positions at CARISMA, Brunel University. . Mr Frank Ellison is the principal optimisation consultant ; he has extensive knowledge of optimisation models, solver systems, and decision support systems. { CARISMA is the academic research partner of Opti. Risk systems } The company has a highly skilled pool of manpower resources. There are 3 Phd and 4 post graduate researchers variously working for Opti. Risk systems

Products Opti. Risk Systems sell an extensive range of software for Optimisation and Risk application(s). Our software range includes Modelling Systems for Mathematical Programming, Optimisation Tools, and a number of Optimisation Software Suites • Optimisation Solver (Fort. MP/Fort. SP) - Linear / Mixed Integer (LP / IP) - Quadratic / Mixed (QP / QMIP) - Stochastic optimization (SP) - Fort. MP-MEX Matlab add-on • Portfolio Optimisation model and engine • Modelling Tools (AMPL Suite) - AMPL Studio, AMPL COM, SAMPL/ SPIn. E • Liability Determined Investment(LDI) / Asset and Liability Management (ALM)

Products : Optimisation Solvers § Fort. MP is a large scale optimizer § Solves LP/MIP/QP/QMIP problems § LP: Barrier and sparse simplex algorithms § MIP: Branch and bound, cutting planes, preprocessing tecniques § QP: Branch and bound and branch and relax § Stand-alone and library version for embedding

Products : Modelling Tools (AMPL) § AMPL: comprehensive and powerful algebraic modelling language for linear and non-linear optimisation problems § It is ideally suited for rapid prototyping and model development § AMPL has been extended to express stochastic optimisation models (SAMPL)

Products : AMPL Products offer AMPL Studio AMPL Interactive Data AMPL Models AMPL COM Object C# / C++ / VBA Application SAMPL/SPIn. E

Products : AMPL Studio • Integrated modelling system based on AMPL language. • Benefits: § § § Rich and user-friendly graphical interface Compact and easy database connection Workspace management Model (set / variables) explorer Seamless integration through memory interaction with a variety of solvers

Products : AMPL Studio Menu Bar Editing Area Workspace and Model Explorer Multifunctional Output Console

Products : AMPL – COM Object • Object Oriented Component Library, based on Microsoft COM software technologies • Rationale: § Software building blocks utilise the features of a programming language and AMPL individually as well as in combination • Benefits: § § § The components are used to build powerful DSS applications They hide models from end users – when desiderable They make readily available the full AMPL features from any major programming language

Products : AMPL – COM Object AMPL Command Solver. S Model Variable. S Variable Constraint. S Constraint Objective. S Objective Option. S Solution Sol. Time

Products : AMPL Studio - SPIn. E l Seamlessly integrated into AMPL studio environment l Extends AMPL language with constructs specific for modelling SP problems and interprets them

Products : Asset & Liability Management (ALM) • Complex application, from data fetching to problem solving and results interpretation • ALM model with a fixed income portfolio and interest rate swaps • Minimize deviations of the present value of assets and liabilities and initial cash. • It is composed by four deterministic model and one stochastic

Products : LDI Information Flow Information Market Data RISKWATCH + Data Builder RISKWATCH + Customer Data Builder Data Sources POPULATE DATA Consolidator + Diagnostic DATA MART #. TAB AMPL MODEL Optimisers - Fort. MP - CPLEX Simulation and visualization to RISKWATCH AMPL Modelling Environment RESULTS [AMPL Com Object + LDI Model File + #. DAT File + #. RUN File]

Products : LDI Project Control

Products : LDI Optimisation Engine

Products : LDI - Simulation and Analysis

5. Services Opti. Risk systems undertake • research and development in optimisation modelling • research and development in the analysis and modelling of risk • analysis of information systems and data modelling Our Recently Developed DSS • • • Portfolio Rebalancing Asset and Liability Management Supply Chain Management Planning & Scheduling of Defence Assets Purchase policy of natural oil We run public as well as in-house training courses • in optimisation modelling • stochastic optimisation and risk modelling • creation of decision support systems

6. USP (Unique Selling Points) • Specialist with deep domain knowledge in optimisation modelling and risk analysis • Proven track record of supplying optimisation based DSS to industry leaders • BS EN ISO 9000: 2000 ( quality standard achieved by the company ) • Achieved investor in people accreditation in respect of management principles and procedures and staff care • Committed to the highest level of client support

7. Selection of Clients Opti. Risk has customers across a number of business sectors including defence, transportation, energy, banking, consumer electronics, insurance and government. Some of the industry leaders that rely on products and services offered by us to their power mission-critical applications • HBOS Plc/ INSIGHT (UK) • British Gas (UK) • UBS Investment Research (UK) • Fidelity Investment Ltd. (UK) • Deutsche Bank (UK) • APT INC (USA) • MOD (UK) • UNILEVER (UK/Netherlands) • Southern Electric (UK) • US Coast Guard (USA) • NAG Ltd (UK) • DTI (UK) • Allocare (SWISS) • NATO(Belgium)