• power

    Counterparty Exposure and Credit Risk Management

    Potential Future Exposure (PFE) and Collateral (PFC)
    Expected Exposure (EE)
    Credit and Collateral Data Management
    CVA, Regulatory and BASEL III Compliance

One Single Universal Credit Risk Platform for All Markets: Robust, Advanced, Intuitive and Cost-Effective

Multi-trading: power, energy, commodity, banking, buy-side, asset, wealth and investment, hedge funds, insurance, treasury, corporate finance.

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

Stay ahead of regulatory and internal risk valuation and reporting requirements within one single risk platform.

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

Credit Data Management

Credit Data Management

Counterparty credit ratings, limits, collaterals, transition matrix, netting agreement, credit scoring. Early liquidation, collateral calling and hedging.

Credit Risk

Credit Risk

Full Monte Carlo valuation of Potential Future Exposure (PFE) at any percentile, Expected Exposure (EE). Realized and unrealized exposure. Expected Positive Exposure (EPE). CVA. BASEL III.

Potential Future Collateral

Potential Future Collateral

PFC valuation via full Monte Carlo, expected shortfall as the average under the PFC tail. Real-time collateral actualization via MTM.

Stress Testing

Stress Testing & Scenarios

The Monte Carlo method can be stressed by shifts and shocks on rate and price curves, credit rating downgrade, default transition matrix acceleration, PFC downgrade.

Real Time Monitoring

Real-Time Risk Monitoring

Collateral actualization. Pre-trade incremental PFE. Credit risk (PFE). Limits, reporting, custom threshold for warnings. Violation deal locking.

Risk Dashboard

More Features

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.

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