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Treasury & Corporate Finance Risk

Comprehensive Treasury and Corporate Finance Risk Management Solutions: Market, Cash Flow, Earnings and Liquidity Risk

Corporate Risk: Cash Flow & Earnings

    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:

    Financial institutions, treasuries, and corporate finance departments dealing with financial instruments and operational cash flows across a wide range of asset classes, instruments, business units, and jurisdictions.
    Corporations involved with real assets, energy, physical commodities, industrial or consumer goods and products with often a large portion of their forward supply / production and demand / sales portfolios at floating volumes and prices. These are indeed at various stages of production, storage, transportation and shipping cycle, and can't undergo traditional MTM or Value at Risk valuation suitable for purely financial transactions.
  • We offer very flexible tools to:

    To enter any desired rules and formulas for the various cash flow and earnings of your operations, or you can integrate your in-house cash flow values and simulate around them to create at risk values.
    Import and integrate your in-house end-results for cash flow and let QR Risk System to run scenarios or Monte Carlo simulation around your data.

Asset Liability Risk Management (ALM)

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.

Comprehensive risk valuation and management

    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:

    What-if-scenarios and stressing of price and volume curves in each portfolio, including exogenous factors such as CPI, growth, decay, etc.
    Monte Carlo simulations of price and volume curves, to create best and worst case scenarios at high-percentiles, e.g. 98%.

  • A full range of risk indicators are evaluated via Monte Carlo simulation:

    Market Risk: MTM, VaR and P&L.
    Credit and counterparty exposure risk.
    Earnings and cash flow at risk.
    Liquidity risk.
    Regulatory, hedge accounting and compliance risk.

      Broad security coverage

    • 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.

      Broad Hedging and Regulatory Compliance Risk management

    • Extensive hedging and compliance risk management solutions are offered.

    • See more details.