Unrivaled enterprise planning, risk, optimization and business intelligence platform for all industries. Forecast, quantify and mitigate risk on key custom indicators. Minimize losses and costs. Maximize profit, performance and returns. Post event performance analysis. Forward scenario simulations. Cross function visibility. Web reporting and dashboards. Utmost flexibility to configure a model tailored for your operations. Next generation dual cloud or on-site supercomputing platform. Enjoy seamless flexible connectivity to in-house systems, SAP, ERPs or CRMs.
Transaction, portfolio and cash management. Cross asset class Monte Carlo ALM, market, liquidity, credit and treasury risk. Cash and liquidity forecasting, risk and optimization. Global nonlinear optimization framework for portfolio, assets and balance sheet. Built-in advanced risk analytics, stochastic modelling, Monte Carlo, options and derivatives.
BASEL III is drastically reshaping the risk system infrastructure of banks. Regional banks can’t afford and lack the consultancy expertise to implement and integrate costly legacy systems. QuantRisk Banking Risk System™ delivers your most stringent requirements, within a next generation, ready-for use universal BASEL III architecture. FRTB and market risk SA and IMA approach. Liquidity LCR and NSFR, and capital CAR monitoring, forecasting and reporting. Meet your central bank’s BASEL III requirements while enhancing your bank’s earnings, profitability and cost of capital via balance sheet optimization under nonlinear LCR, NSFR and CAR constraints.
Operation and industry agnostic:
Agri-food industry, beverages, restoration.
Airlines, travel, hospitality, entertainment.
Automotive, manufacturing, industrials.
Goods, services, downstream retail sale.
Public and private schools, colleges & universities.
Non-profit, public, government and native community agencies and organizations. Social services.
Public and private healthcare services & hospitals.
Eliminate segmented silos of data and business processes. Leverage real-time holistic enterprise-wide business intelligence, visibility, optimal decision making and risk management.
High-frequency data Artificial Intelligence forecasting and pattern recognition. Big data machine learning. Spot and forward curves, interpolation. Stochastic modeling and Monte Carlo.
Connect to your systems, databases and data repositories, and data integration in a centralize data warehouse. No programming, no SQL. We minimize data migration and system integration costs.
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.
Real-time visibility into data at multiple levels and granular details. The data is organized in flexible web-reports displayed in a browser. Reports offer tabular and graphic display of data.
Data and output of reports can be exported to any external system or database and in excel and PDF formats. Exports can be automated or manually initiated.
Reports can have complex business logics and integrate data from multiple resources, systems and timescales. Mission critical data can be aggregated in live web-panels projected in flat screen monitors and refreshed live to disseminate information in real-time. E.g., positions, P&L, gross margin, key financial and operational data, per business units (production, processing, manufacturing, plants, and storage), commodity or production types and trading books. In one glance, executives, managers and operators or traders can see full details before decision-making.
Analysis, visibility and reporting flows through time to provide the most complete picture. Previous months, quarters and years analysis and reporting use actual finalized data. Month to day reporting uses on-going realized data. Analysis and reporting from today to months, quarters and years forward use forecast data.
Drill-down to granular levels or roll up to aggregate data and positions.
QR Systems can be easily configured to create and automate the execution of complex interlinked chains of tasks.
Users benefit from a user-friendly interface to create chains of interlinked actions and tasks. A task labeled master triggers dependent tasks upon its execution as a cascade. E.g., if the master task fetches data, the first dependent task invokes the execution of a pre-defined analytics model for this data, which has its own sub dependent tasks that use different valuations. When each dependent task is finished, various reports are generated. This entire chain is automatically launched when the master task is executed.
Execution can be event driven, e.g., a master task automatically triggers its dependent tasks. It can be also set on a timer or on recurring schedules.
At each juncture, appropriate memos or notifications can be generated and submitted via email to the appropriate internal or external users.
QR allows its users to create customized dashboards in order to integrate and automate the workflow of complex operations and business processing that would normally require manual intervention or multiple different systems. These dashboards can automatically interface with outside systems, operators, authorities and exchanges to carry bi-directional submission and retrieval of various data, orders and schedules.
QR Data Integration™ offers a robust, flexible and scalable single platform that meets all enterprise data integration, migration and management needs and challenges:
Integrate valuable data from disparate systems and silos across back office, financial, CRM, ERP, front office business applications, operations and logistics systems and external data services.
Data mapping, transformation, conversion, migration and synchronization to a centralized enterprise data warehouse.
Data consolidation, standardization, cleansing and validation.
Leverage the synergetic benefits of holistic business intelligence and data analytics.
Data governance, configurable workflow, control, oversight and operational 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.
Optimize pension plans and investments under different objectives. Maximize return for a set risk profile or minimize risk for set returns. Multiple constraints can be added, e.g., per asset class weight, total budget constraint, min and max weight allocation per asset class, or the ratios amongst asset classes, taxation and regulatory requirements.
Optimize benefits and healthcare portfolios.
Optimize corporate and treasury's financial supply chain across a portfolio of cash in multiple businesses, locations, jurisdictions, currencies, banks, lenders, loans, lines of credits etc., all subject to multiple constraints on liquidity, working capital, etc. Minimize net cost of banking fees, interests, FX, borrowing, etc.
Optimization of liability portfolios. Optimal portfolio allocation of fixed versus float interest rate loans and bonds, with multiple objectives, e.g., minimize costs or risk.
Use optimization and proper forecasting to price and finance investment opportunities across a portfolio of internal and external financing. Price and mitigate investment risk.
Whether you use ERP, specialized, or adhoc systems to manage the supply and demand sides of your operations, QR System can deliver unrivaled advantages by integrating seamlessly supply and demand chains, assets, operations and logistics with very advanced data analytics, optimization, portfolio scenario analysis and risk management functionality.
QR System allows you to create custom templates to model each segment of your supply and demand chains. For example, buy/sell agreements for services, products, parts, commodities, energy with suppliers and counterparties with detailed commercial, pricing, specifications, as well as operational details. In addition, you can enter detailed cash flow or operational models and formulas, including costs, revenues, currencies, fees, charges, operational constraints (production, logistics, inventory, etc.) impacting all key financial, cash and operational indicators of interests.
Model, forecast and optimize a wide range of delivery or demand chain for goods and services. Goods can be heavy, durable or consumer goods. In store and online retail. Electronics, travel, automotive, entertainment, food, beverage and restaurants.
Model, forecast and optimize key delivery indicators for non-commercial services from non-profit, NGOs or governmental entities and agencies: school, college and university systems, health departments and hospital networks, police and utilities.
Leverage very sophisticated data analytics functionality from QR Analytics to create very accurate forecasts of demand or supply. These are then used as inputs to the optimization models for optimal decision-making.
Define and optimize custom indicators to fit your operations, assets or logistics. Maximize desirable and minimize undesirable indicators, subject to operational, financial, internal and regulatory constraints.
Optimal decisions, positions and operational levels can be used real-time for short-term tactical decision-making, such as operate, lower or ramp up a given operation, plant, storage or transportation process; or strategically over longer forecast horizons for planning, asset valuation, investment, operational realignment and risk management.
Indicators used as optimization objective need not be financial, e.g.:
A school district may wish to maximize student or staff retention, graduation rates, performance or testing scores.
A hospital may wish to optimize its human, technology, procedures and operational resources to maximize services for a given demographic or regional patient pools.
Any industry, organization and agency wishes to optimize its supply chain. Minimize costs, losses, fees, overhead, delays. Maximize productivity and performance by re-organizing assets, methods, technology and operations.
Optimization can run backwards in time for performance analysis to compare actual versus hypothetical possible optimal scenarios in the past. Run what-if-scenarios to fine tune strategies.Read more.
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.
QR Risk Management System’s scalable architecture allows for immediate integration, right out-of-the-box, with any segment of your existing IT infrastructure and internal systems.
You may want to keep using your existing in-house systems if you are satisfied with them. We bootstrap our risk system around these.
Your systems can be financial, trading, investment, funds, assets and liability, hedging, transaction, valuation, settlement, corporate planning, treasury and cash management systems. Alternatively, your systems are operational and manage complex activities and operations in your industry and line of business.
Your systems evaluate a host of key operational and financial indicators, e.g., value, NPV, mark-to-market, P&L, exposure etc. However, these systems lack any concept of volatility or risk. They compute one output for one set of input.
Risk via volatility: We Monte Carlo simulate thousands of correlated scenarios for volatile input curves such as prices, volumes, interest rates, FX, operational rates, etc. We then push these through your systems for valuation, one scenario at a time. Then QR Risk collects the corresponding thousand outputs and bins them to create distributions for each desired indicators from which the mean or average, best and worst case risk tails or VaR are automatically computed. The valuation created with your in-house systems are used as the mean or average values of risk simulation. In other words, the projected world forward matches on the average your systems output, around which we introduced volatility and risk.
Risk via scenario analysis: similarly as above, we can define multiple stresses and what-if-scenarios as input to your in-house systems, push them through, collect the outputs, and analyze them in our portfolio scenario module.
QR Risk System computes by default the following financial risk indicators via full Monte Carlo simulations:
Market risk, mark-to-market, ALM, hedging and value at risk.
Corporate & treasury earnings, cash, P&L, liquidity and regulatory risk.
Counterparty exposure, default and credit risk.
All asset classes, markets and instruments are handled. Energy, commodity, FX, fixed income, money markets, equity, indices, mutual funds, structured products, etc. Spot, forwards, futures, indices, options and derivatives, fixed-price, floats, OTC, etc.
QuantRisk offers a flexible API to connect to your various systems, databases and data repositories to continually gather your operational and financial data. Regardless of how data were initially captured or organized in your in-house systems, QR Risk system allows you to reorganize them by any associations or nested portfolio structures based on any attribute you desire. These can be by business objectives, asset or underlying commodity types, operational groups or units, income statement levels, supply or demand chains, AR or AP, assets and liability segments, etc.
Out of the same set of data, multiple portfolios can be created to undergo different risk valuations from different perspectives, purposes and indicators.
Risk via volatility: We Monte Carlo simulate thousands of correlated scenarios for volatile input curves such as prices, volumes, interest rates, FX, operational data, etc. to create distributions for each desired indicators from which the mean, best and worst case risk tails or VaR are automatically computed at 98 percentile.
Risk via scenario analysis: Define multiple stresses and what-if-scenarios to evaluate the indicators of interests to answer questions such as what-if prices, costs, volumes, load, consumers, congestions, age groups go up or down by 10%, 15%, etc. On the other hand, what if some assets are allocated differently or re-invested differently.
QR Systems™ architecture allows users to configure any desired operational risk management and control policy.
Audit and data versioning logs all users’ interactions with each part of the system and interface.
Role-based security access allows you to control the access and interaction of each user within the system.
Custom life cycles for complex processes can be defined with control at any desired stage. Different users can view and validate the data and processes at different stages and authorize other users to continue across the life cycle.
Operational control via max and min enforcement on any desired field. E.g., in a trading operation these can be transaction value, volume and duration by asset class, trader, or trading strategy, or counterparty exposure and collateral management.
Multiple risk control reports monitor users’ interactions, compliance and violations in real-time and send reports to select user groups.
Best industry standard cybersecurity solutions are implemented on the cloud.
You can stochastically model price, volume and operational curves and data that are volatile. Models used are one and two factor models, capturing mean reversion, seasonality and trend and stochastic volatility. Jump processes can be added when desired. These models are projected forward for volatility estimates via Monte Carlo simulations. We project the average, best and worst scenarios at 98 percentile every hour, day or month forward.Read more.