• power

    Banking BASEL III Risk Management Solutions

    BCBS 352, FRTB (Fundamental Review of the Trading Book)
    BCBS 279, Standardized Approach to Counterparty Credit Risk (SA CCR)
    Liquidity Risk, LCR, NSFR
    Capital Adequacy, MLH
    Full Monte Carlo Expected Shortfall (ES), xVA
    IFRS 9 Hedge Accounting

One Single Universal Risk Platform for Regional and Local Banks: Robust, Advanced, Intuitive and Cost-Effective

Multi-asset class: energy and commodity (physical and financial), fixed income, interest rates, money market, repos, debts, deposits, FX, mutual funds, stocks, indices.

Stay ahead of BASEL III and other regulatory risk valuation and reporting requirements within one single risk platform.

The key to success in implementing and operating a banking risk system is availability and affordability of resources. With its light next generation architecture QR Risk™ offers robust, advanced, flexible, intuitive and cost-effective solutions that can easily evolve with emerging requirements.

QR Risk™ is seamlessly integrated with QR Trading™ system. Alternatively, you can use your internal trading and transaction repository systems and use QR Risk™ as the enterprise risk server integrating them all. Manage, compute, monitor, mitigate and report risk in real-time.

Lacking Effective Risk Analytics?

QR Risk™ helps you overcome all risk analytics shortcomings:

  • 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.

Key Functions and Apps



BCBS 352, Fundamental Review of Trading Book. Full Monte Carlo. VaR to Expected Shortfall (ES). Liquidity & credit adjustment. Standard & Internal Model Approaches.

BCBS 239

BCBS 239

Principles for Effective Risk Data Aggregation & Reporting. QR Risk™ offers very flexible multi-system integration & risk warehousing for real-time risk reporting.

BCBS 279

BCBS 279

Standardized Approach to Counterparty Credit Risk (SA CCR) for OTC derivatives. Capital cost of trading.



xVA (valuation adjustment) CVA, DVA, FVA via full joint Monte Carlo simulations on Expected Shortfall (ES).

Liquidity Risk

Liquidity Risk

Custom liquidity indicator index maker, haircut parameters and time horizons. LCR. Cash and liquidity forecasting, stress and risk simulation.

Portfolio Planning

Capital Adequacy

Multiple capital adequacy ratios can be defined for backwards for performance analysis and forward for forecast and risk. MLH.

Enterprise Risk


Hedging risk compliance and reporting. Valuation change to Expected Shortfall (ES) and valuation adjustment.

More Features

More Feautures

Risk dashboard. Monte Carlo simulation configuration. Risk statistics &visualization. Marginal & incremental risk.

Next Generation Dual Cloud On-site Platform

  • Leverage next generation dual-use cloud on-site 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.

New Commercial Paradigm

  • Whether on the cloud or on-site, no permanent license and no hefty initial license fee. Just pay 1 single yearly subscription fee for license, cloud supercomputing, maintenance and on-going upgrades.

  • Start with an actual Trial to test our platform and the quality of our expert team. Continue if satisfied. Cancel if the Trial fails to 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.

Need more information?

Our expert team are here to help with any questions you have regarding QR Cloud Services™. Call or email today.

Request Demo