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    Financial Banking Treasury Energy Risk Management

    Comprehensive Multiple Asset Class Risk Management
    Financial, Banking, Treasury, Energy, Commodity, Enterprise Risk
    Market, Credit, Liquidity, Earnings Risk
    Monte Carlo Risk: VaR, Expected Shortfall / Potential Exposure

QR RiskTM is the ultimate next generation comprehensive multiple asset class risk platform

Designed and priced for mid-size energy, regional banks, hedge funds, assets, funds and commodity firms seeking cost-effective robust and flexible risk valuation and reporting solutions that actually work and don’t require lengthy implementation nor large consultant and maintenance teams.

QR Risk™ is seamlessly integrated with our trading, portfolio, banking, asset and supply chain modules. Alternatively, if your internal systems have no effective, or advanced stochastic, risk computation and reporting capabilities, QR Risk™ is a perfect stand-alone risk platform to site next to your systems and integrate them.

QR Risk™ is an enterprise multi-asset class Monte Carlo stochastic risk platform: market, credit, treasury, cash, liquidity, earnings and P&L. Banking risk: ALM, BASEL III, IFRS 9. QR Analytics™ is seamlessly integrated to deliver supercomputing computational models. Forward curves. Stochastic modelling and Monte Carlo.

Next generation risk platform. Full 24/7 automation of complex tasks from model calibration to execution and reporting. Supercomputing Monte Carlo architecture compresses memory and execution time.

24/7 QR Cloud Risk is a ready-for-use and cost-effective alternative. No software installation or implementation is required and you can go live in record time.

Holistic Enterprise Risk Management

QR Risk™ advanced architecture delivers holistic enterprise risk management, business intelligence and visibility, all centralized in one single platform, while nearly eliminating system integration and data migration efforts:

  • QR Risk™ is seamlessly integrated with various QR Systems, e.g., trading, portfolio and assets. Alternatively, you can use your internal trading, transaction or operational systems and use QR Risk™ as the enterprise risk server integrating them all. We provide flexible APIs to automatically connect and fetch your transaction and portfolio data for risk management and reporting without any programming efforts.

  • QR Risk™ respects your internal valuation models, if any, and provides a Monte Carlo simulation around them to derive the best and worst case outcomes or at-risk values.

  • Risk valuation is automated 24/7 on set schedules.

Universal Risk Platform

QR Risk™ is asset class, risk model, valuation and indicator agnostic. The open architecture offers unrivaled flexibility to configure and evolve the risk valuation rules and models to meet the requirements of fast changing regulatory and internal risk landscapes.

  • Define and manage via configuration in dialogs without programming any desired risk indicator and valuation rule and valuation adjustments as complex chains of mathematical formulae attached to various segments of your asset classes and portfolios.

  • QR Analytics™ is seamlessly integrated: calibrated models for forward curves, stochastics, correlation and Monte Carlo engine. Models are audited, calibrated and executed automatically 24/7. Eliminate outside analytics and Excel spreadsheets.

  • Multi-asset: energy, commodity, financial, banking, fixed income, interest rates, money market, FX, mutual funds, stocks & indices.

  • Supercomputing risk architecture. Eliminate performance issues. Compress computational time and memory.

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

Market Risk & ALM

Market Risk

Positions. MTM. Stochastic Full Monte Carlo VaR, expected shortfall, ES. Option risk, Greeks. P&L, CFaR, EaR. Stress. Scenarios. Limits.

Treasury Risk

Treasury Risk

Stochastic Full Monte Carlo cash and liquidity forecasting and risk. CFaR, EaR, expected shortfall (ES). LCR and custom liquidity ratios. Stress. Scenario.

Credit Risk

Credit Risk

Credit risk. Potential Future Exposure (PFE) and Collateral (PFC). Expected Exposure (EE). Collateral management. Counterparty default.

Banking Risk

Banking Risk

ALM Risk. BASEL III. Liquidity risk, LCR, NSFR. Capital risk, CAR. Market & Credit Risk. ES. EE. PFE. PFC. BCBS FRTB, 239, 279 & 352. CVA. IFRS 9.

Hedge Accounting

Hedge Accounting

Prospective and retrospective hedge effectiveness. Hedge accounting. Fair value accounting. Dodd-Frank.

Operational Risk

Operational Risk

Security role-based access. Audit trail and data versioning. Limits, monitoring and reporting. Custom life cycle and workflow.

Portfolio Planning

Portfolio Planning

Balance sheet, financial or hedging portfolio planning, scenario analysis and stress testing.

Enterprise Risk

Enterprise Risk

Financial, operations, supply chains forecasting, what-if-scenario & risk management.

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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