Designed for mid-size energy and commodity players, regional banks, asset and fund management firms and hedge funds seeking a cost-effective robust and flexible risk platform that actually works and doesn't require lengthy implementation, nor large consultants and maintenance team. QR Risk™ is seamlessly integrated with our trading, portfolio and asset modules. Alternatively, if your internal trading, transaction and portfolio systems have no effective risk computation and reporting capabilities, QR Risk™ is a prefect stand-alone risk platform to site next to your systems and integrate them.
Leverage next generation dual-use cloud-on-site-cloud architecture. QR Cloud is a live 24/7 supercomputing platform with a vast array of ready-to-use models and templates. You can select, download and customize any configuration from QR Cloud in your own instance, whether on-site or on QR Cloud.
QR System is a single universal software for all on-site and QR Cloud instances, and is upgraded quarterly free of charge. Actual clients’ implementation are configured in a database, which is portable from QR Cloud to on-site.
QR Cloud is ideal for medium size players. No software installation, IT infrastructure, resources or efforts required. All you need is a browser.
Private Cloud or on-site are for entities wishing to control data and processes.
Whether on the cloud or on-site, no permanent license and no hefty initial license. Just pay 1 single yearly subscription fee for license, cloud supercomputing, maintenance, on-going upgrades and support.
Start with an actual Trial to test our platform and the quality of our team. Continue if satisfied, or cancel if the trial does not meet your expectations.
Ready for use out-of-the-box, no development or coding.
Cost-effective speedy implementation via intuitive configuration. Select, download and customize any configuration from QR Cloud in your own instance, whether on-site or on QR Cloud. Save years and millions.
Comprehensive front to back office, physical, financial, retail ETRM. Monte Carlo stochastic market risk (MTM, VaR, ES). Credit risk, EE. Optimize dispatch, generation & ISO bidding. ISO interface and scheduling. Price & load forecasting. Forward curves.
Transaction, cash, assets, funds, retail banking, trading. Balance sheet and asset optimization. Stochastic Monte Carlo risk: market, credit, liquidity, cash, treasury, ALM. EVE, EaR, VaR, ES, PFE, EE. BASEL III. LCR, NSF, CAR, FRTB. CVA. xVA. Scenario. Stress. Limits.
ETRM. CTRM. Financial & physical trading front to back office. Up-mid-down-stream. Monte Carlo stochastic risk: market (MTM, VaR, ES). Credit, EE. P&L, treasury, hedge accounting. Supply chain. Logistics. Assets. Analytics. Forward curves. Stochastics.
SAP, ERP integration. Centralize data & processing. Business intelligence. Dashboards, reports. Holistic planning, forecast, risk and optimization across categories & functionality: financial, corporate, treasury, operations, assets, supply chain and logistics.
Cross-asset-class financial, physical and retail transactions. Custom workflow and life cycle. Front office. Deal pricing. Hedging. Automated back office, data, billing, settlement, clearing. Interfacing and integration with supply chain, logistics, assets, banking, treasury.
Forward curves, seasonal, cycles & trends. Stochastic modeling & Monte Carlo simulations. AI models for high-frequency (sub)-hourly forecasting: FX, indices, electricity nodal price & load. Vanilla, exotic & basket options. Big data machine learning.
Short term tactical and long term planning optimization. Financial assets, portfolio, investment. Treasury liquidity and cash. Hedging. Balance sheet. Power portfolio, generation and bidding to ISOs. Supply chain, assets, logistics. Marketing and sales.
Full Monte Carlo stochastic enterprise risk. Market & Credit. VaR, ES, EE, PFE. ALM, Cash, EaR, CFaR. Hedge accounting. Regulatory. IFRS 9, BASEL III. Liquidity, LCR, NSF, CAR, FRTB, xVA. Operational. Limits. Stress. Scenario. Sensitivity. Portfolio planning & risk.
Overcoming the shortcomings of simplistic in-memory-analytics in SAP Hana or Anaplan, leading to myriads of costly custom coding, instabilities and limitations.
Overcoming the lack of automated advanced forward looking analytic models such as forward curves, forecasting, stochastic modeling and Monte Carlo simulations. All seamless provided by QR Analytics.
Enabling you to define complex planning, portfolios, scenarios, stresses and risk models.
Empowering you to integrate risk and optimization to you decision making.
Delivering simple and cost effective data and system integration, web dashboards.
Cost-effective robust and no overhead risk solutions that actually work.
All analytics are integrated. Stochastic Modeling. Calibration. Monte Carlo. Eliminate outside tools, modeling and Excel spreadsheets.
One single integrated holistic risk platform: market, credit, ALM, banking BASEL III. Scenarios. Portfolio planning. Compute latest risk metrics: VaR, Expected Shortfall / Potential / Future Exposure, ES, EFE, PFE.
Supercomputing performance. Eliminate performance issues. Compress computational time and memory.
We were looking for a platform with which we could optimize our nomination patterns even more, automate settlements, accommodate the changing market that is a result of deregulation of the electricity market, all with real-time information. QuantRisk have been able to deliver on all our expectations. The benefits to us and our customers are immense.
We are very pleased with the functionality and features that QR system provides our utilities in energy trading and management. The system has given us much more control and confidence in managing our energy portfolio and has resulted in lower rates to our customers.