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Hedge Accounting and Treasury Risk for All Markets

FAS 133, 161, 157
IFRS 7, 9
Dodd-Frank
Hedge Accounting
Fair Value Accounting and xVA


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One Single Universal Risk Platform for Regional and Commercial Banks: Robust, Advanced, Intuitive and Cost-Effective

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    Multi-asset class: energy and commodity (physical and financial), fixed income, interest rates, money market, repos, debts, deposits, FX, mutual funds, stocks, indices.
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    Stay ahead of BASEL III and other regulatory risk valuation and reporting requirements within one single risk platform.
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    QR Risk is seamlessly integrated with QR Trading system. Alternatively, you can use your internal trading and transaction repository systems and use QR Risk as the enterprise risk server integrating them all. Manage, compute, monitor, mitigate and report risk in real-time.

Key Functions

Hedge Effectiveness
Hedge Effectiveness
"Prospective" measurement via powerful Monte Carlo simulation engine. "Retrospective" is implemented via performance analysis and statistical analysis.
Hedge Accounting
Hedge Accounting
Full compliance with hedge accounting and fair value disclosure and reporting. Expected Loss adjustment. E.g., FAS 133, 161, 157, IFRS 7, 9, FBAR, Dodd-Frank.
IFRS-9
IFRS-9
IFRS 9 compliance in hedging accounting risk valuation and reporting. Valuation change to Expected Loss (ES). Risk data warehousing.
More Features
More Features
Risk dashboard. Monte Carlo simulation configuration. Risk Statistics & visualization. Marginal & incremental risk.

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