Investment, commercial and global banks, asset and fund management firms, hedge funds, brokerage and clearing houses, insurance companies, global trading.

• Integrated front, middle and back office functionality.
• Cross asset trading and hedging.
• No limitations on asset classes and securities.
• Trade management, execution and settlement.
• Settlement, MTM, Value and Cash Flow are not segregated in separate silos. Data flows as a continuous process through the system. Backward valuation for settlement and performance analysis is combined with forward looking projections and forecasts for value, cash flow, earnings, exposure, VaR, liquidity and capital adequacy indicators.
• Create and configure reports within minutes using powerful report building tools.
• Open source databases and connectivity bridges.
• Integrated risk management: positions, MTM, VaR, earnings at risk, exposure and credit risk, liquidity risk, capital adequacy.
• SOX, Basel III and Dodd-Frank compliance and monitoring for Liquidity and Capital Adequacy.

Portfolio Cash Flow at Risk with Stress Testing
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QR Analytics Server offers extensive capabilities to model and forecast any price or volume curves on multiple time scales.

• Extensive curve and data management capabilities, with user defined index modeling and formula entering capabilities.
• Stochastic Modeling with a menu of 1 and 2 factor models with full calibration or parameter estimation and visual backtesting routines, on user provided data sets.
• Full Monte Carlo simulation of 1 and 2 factor models for price and volume curves.

QR Risk System offers comprehensive risk management solutions, down to real-time risk valuation and monitoring.

• Standard Risk Indicators are computed on user defined portfolios: Mark to Market, Value at Risk (VaR), Cash Flow and Earnings at Risk, Exposure and Credit Risk.
• Users can also define any desired regulatory indicator such as Liquidity or Capital Adequacy using a cash flow mapping tool. These are then seamlessly passed to the Monte Carlo engine for risk valuation.

QR Trading System

• Offers the capability to configure trading templates on the fly to capture any financial transaction, including most complex structured products.
• User friendly cash flow mapping wizards allows clients to define any desired settlement and valuation rules across prices, volumes, fees and market charges, and organize them into any desired income statement ledgers.
• Powerful Portfolio Analysis tool allows clients to organize trades into any desired portfolio cascades for valuation and reporting purposes.
• Stress Testing. User friendly cash flow mapping wizards allows clients to define any desired stress testing or haircut rules and combine them into stressed scenarios for various risk valuations such as MTM, earnings, exposure, liquidity, capital adequacy or any user defined indicators.
• Flexible connection bridge to any electronic market data sources or external databases.
• Advanced Hedging System functionality links user defined hedge categories to any desired underlying asset classes. Cross hedging is tracked.
• Powerful Deal Pricing Tool with a user friendly wizard allows to recursively combine any number of valuation rules to price hybrid and structured transactions.

Liquidity Coverage Ratio (Basel III) Analysis
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