Enterprise Risk


QuantRisk open system architecture is the ideal platform for Enterprise Risk Management:

 

  • You can keep your positions in various databases, trade capture, operational, or treasury systems, across servers, locations and business units, we will connect to all of them with simple data pull bridges.

  • Use any trade capture, treasury systems or valuation rules you have created in house. We just bootstrap the Risk Server around it and generate risk indicators at any income statement level you desire.

  • You can keep your market data in any database systems you have already created in house. We will connect to them with automated daemons working in the background. Or you can use our highly optimized market data base system.

  • We will link and connect the above data across servers and locations. We then offer you the power to model your market and business and project them forward to add a risk component to your corporate vision.

  • Integrate the Earnings and Cash Flow at Risk of all business units and operations, from upstream or production to downstream or retail, in live global gross margin or P&L reports. These can replace what is often carried out manually by several departments.  Achieve greater efficiency, speed, cost effectiveness and a global view of your enterprise.

  • We provide state-of-the-art high performance computing and simulation engines with built in parallel processing capabilities. We can turn any multiple CPU machine into a parallel processor for risk valuation.

The Risk Server is Used to

  • Pull in all your positions and allow you to organize them into any portfolio structure you desire to fit your business requirements.
  • Perform many risk valuation types:
    • Mark-to-Market
    • Earnings at Risk
    • Cash Flow at Risk
    • Liquidity at Risk
    • Exposure at Risk
    • Credit at Risk
    • Value at Risk

Typical Implementation Architecture
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You Have Full Flexibility to

  • Manage your data, operations and asset classes within your existing system.
  • Create any reports you desire on the fly.
  • Measure the impact of each business units, drill up and down your operations when performing risk valuation.
  • Look back and measure the performance of each business units or asset class.
  • Stress test your portfolio and the market.
  • For more flexibility provided see the Risk Server.


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The Analytics Server is Used to

  • Model all market data(price and volume), with deterministic and stochastic models.
  • We provide a range model to suit the needs of all asset classes.
  • Project forward all price and volume curves, with a power full Monte Carlo simulation engine. Build the joint term structure of forward markets.
  • All modeling, calibration, and curve building processes are automated for your convenience.

3 Months
out of the box Implementation $80 K per Month
Video Demo
Enterprise Risk Coverage

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Enterprise Risk Coverage

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