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™ are 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.
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.
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.
Positions. MTM. Stochastic Full Monte Carlo VaR, expected shortfall, ES. Option risk, Greeks. P&L, CFaR, EaR. Stress. Scenarios. Limits.
Stochastic Full Monte Carlo cash and liquidity forecasting and risk. CFaR, EaR, expected shortfall (ES). LCR and custom liquidity ratios. Stress. Scenario.
Credit risk. Potential Future Exposure (PFE) and Collateral (PFC). Expected Exposure (EE). Collateral management. Counterparty default.
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.
Prospective and retrospective hedge effectiveness. Hedge accounting. Fair value accounting. Dodd-Frank.
Security role-based access. Audit trail and data versioning. Limits, monitoring and reporting. Custom life cycle and workflow.
Balance sheet, financial or hedging portfolio planning, scenario analysis and stress testing.
Financial, operations, supply chains forecasting, what-if-scenario & risk management.
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.
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.