One Single Universal Risk Platform
QR Risk™ is asset class, trading, transaction, risk model, valuation and indicator agnostic. A vast array of models come ready out-of-the-box. If we don’t have what you need as an existing library, our open risk architecture offers unrivaled flexibility to configure the risk valuation rules and models needed to meet your requirements.
Multi-trading: electricity, energy, commodity, banking, buy-side, asset, wealth and investment, hedge funds, insurance, treasury, corporate finance. Multi-asset class: energy and commodity (physical and financial), fixed income, interest rates, money market, repos, debts, deposits, FX, mutual funds, stocks, indices.
Multiple securities are preconfigured: spot, indices, forwards, futures, swaps, swaptions. OTC trades and derivatives. Vanilla, exotic, basket and path-dependent exchange and OTC options and derivatives. MBS and ABS can be easily configured into the system.
QR Analytics™ are seamlessly integrated and provide calibrated models for forward curves, stochastic models, correlation and Monte Carlo engine. Models are audited, calibrated and executed automatically 24/7. Each analytics model and its parameters are visible and saved for auditing.