Forecasted cash flow and earnings can exhibit tremendous volatility, especially when these are projected forward over longer horizons, such as quarterly or yearly. Managing cash flow at risk is of paramount importance for planning, to meet on-going expenditure obligations, preserve shareholder equity value and market reputation.
QR System offers unparalleled flexibility to accurately model the complex web of interconnected cash flows in different settings:
We offer very flexible tools to:
AR, AP, and assets and liabilities can be mapped to transactions which can be organized in integrated portfolios (to match your accounting, balance sheet or corporate model) for risk valuation. You can then model and project forward their value (MTM or VaR) and cash flow forward and perform what-if-scenario and stress test analysis.
QR Risk system offers a unique capability to model Assets, Liabilities, AR, AP, supply / production and demand / sales portfolios and their cash flow. These can then be projected forward to undergo risk valuation in two different manners:
A full range of risk indicators are evaluated via Monte Carlo simulation:
Review more details: Risk features
Any and all instruments across all asset classes are handled: energy, commodity, fixed income, money markets, deposits, bonds, repos, commercial papers, CD, loans, mortgages, MBS, ABS, indices, equities and FX, any type of fixed and variable floating deals, swaps, futures and options on interest rates and FX.
Extensive hedging and compliance risk management solutions are offered.