Hedge Accounting and Treasury Risk for All Markets
FAS 133, 161, 157
IFRS 7, 9
Fair Value Accounting and xVA
One Single Universal Risk Platform for Regional and Commercial Banks: Robust, Advanced, Intuitive and Cost-Effective
Multi-asset class: energy and commodity (physical and financial), fixed income, interest rates, money market, repos, debts, deposits, FX, mutual funds, stocks, indices.
Stay ahead of BASEL III and other regulatory risk valuation and reporting requirements within one single risk platform.
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.
"Prospective" measurement via powerful Monte Carlo simulation engine. "Retrospective" is implemented via performance analysis and statistical analysis.
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 compliance in hedging accounting risk valuation and reporting. Valuation change to Expected Loss (ES). Risk data warehousing.
Risk dashboard. Monte Carlo simulation configuration. Risk Statistics & visualization. Marginal & incremental risk.