Risk Management
While others talk about risk management, QR Risk Server delivers the most sophisticated risk server in the market place. QuantRisk’s proprietary hybrid
Java / Matlab architecture has created a high-speed computational technology that delivers supercomputing performance on just a few Pentium servers. You can seamlessly scale up by
increasing the number of servers to augment the number crunching horsepower.
Why should you be wary when other vendors talk about grid computing in risk valuation? The correlation across processes, and hence your portfolio layers, cannot be parsed to run on different CPUs, or it is lost! In short, grid assisted risk valuation, amounts to nothing but mixing up the correlation matrix of your portfolios! QR Risk Server offers scalable parallel computing with its proprietary Monte Carlo simulation engine, that can scale and parse correlated computational jobs across various machines, creating a hypercube of millions of scenarios (simulated sample paths) on top of which your various portfolio layers are then evaluated.
Why should you be wary when other vendors talk about grid computing in risk valuation? The correlation across processes, and hence your portfolio layers, cannot be parsed to run on different CPUs, or it is lost! In short, grid assisted risk valuation, amounts to nothing but mixing up the correlation matrix of your portfolios! QR Risk Server offers scalable parallel computing with its proprietary Monte Carlo simulation engine, that can scale and parse correlated computational jobs across various machines, creating a hypercube of millions of scenarios (simulated sample paths) on top of which your various portfolio layers are then evaluated.
QR Risk Server is the most advanced, versatile, robust and automated risk system that has ever been built. This high-performance computational server can be plugged
in any trading environment with the greatest of ease, whether you use our trade capture or your own in-house systems. This system is fully integrated in the rest of QR platform.
Universal Valuation. There is literally no asset class, instruments, payoff or cash flow that QR Risk Server cannot evaluate. The advanced architecture allows it to adapt to any situation.
Regardless of how your deals were captured or organized in your in-house deal capture systems, we offer you unlimited ways to organize them for marginal risk valuation, at any desired operational or income statement level, or roll them up to aggregate them into larger business portfolios / units.
Universal Valuation. There is literally no asset class, instruments, payoff or cash flow that QR Risk Server cannot evaluate. The advanced architecture allows it to adapt to any situation.
Regardless of how your deals were captured or organized in your in-house deal capture systems, we offer you unlimited ways to organize them for marginal risk valuation, at any desired operational or income statement level, or roll them up to aggregate them into larger business portfolios / units.
QR Risk Server can be integrated into any existing trading environment, pull relevant deal data from your existing databases, and organize them on the fly, into any portfolio structure you want for various risk metrics valuations:
QR Risk Server offers unprecedented visual display of risk as cones spreading through time, along with simulated scenarios, with slice and dice capabilities at your fingertips, you can organize the risk landscape by time buckets, portfolio layers, market nodes, counterparties, … and so on. You can then better understand the risk of your portfolios and business segments.
- MTM (Mark To Market)
- P&L (Profit and Loss)
- Value at Risk (realized and unrealized)
- Exposure at Risk
- Credit Risk
- Cash Flow at Risk
- Earnings at Risk
- Liquidity at Risk
- NPV (Net Present Value) at Risk
QR Risk Server offers unprecedented visual display of risk as cones spreading through time, along with simulated scenarios, with slice and dice capabilities at your fingertips, you can organize the risk landscape by time buckets, portfolio layers, market nodes, counterparties, … and so on. You can then better understand the risk of your portfolios and business segments.
Who can afford QR Risk Server? Do you have to be a large company, have a large team of quants and analysts, and spend millions to take advantage of QR Risk Server? No to all of the above! This system is so advanced that it can fly almost by itself on autopilot mode. And our prices are scalable to fit your budget and operations. You can be a small municipal utility, or a large energy company or bank, we will offer you a price package that fits your budget, and configure the system to meet and exceed your expectations.
Did you ever want to have a computational server at your disposal, to look into every corner of your operations, under different future world scenarios? The future is now, at your finger tips with QR Risk Server.
Did you ever want to have a computational server at your disposal, to look into every corner of your operations, under different future world scenarios? The future is now, at your finger tips with QR Risk Server.
Click image for a larger view.
