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Eliminate Existing Risk Infrastructural Challenges

Cost-effective, Robust and no Overhead Risk Solutions that Actually Work
Stochastic Models, Calibration, Monte Carlo, Eliminate Outside Modeling
Integrate Market, Credit, Scenarios and Portfolio Risk and Planning
Compress Computational Time and Memory During Risk Computations


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QR Risk is a comprehensive multi-energy-commodity risk platform, suitable for all companies seeking a cost-effective robust and flexible risk platform that actually works, and doesn’t require lengthy implementation, nor large consultants and maintenance team.

QR Risk is seamlessly integrated with our trading, portfolio and asset modules. Alternatively, if your internal trading systems lack effective risk computation and reporting capabilities, QR Risk is a perfect stand-alone risk platform to site next to your systems.

QUANTRISK'S ADVANTAGES & BENEFITS. We go far beyond traditional risk systems.

QR Risk next generation dual cloud on-site technology is ready-to-use and no development is required. 24/7 QR Cloud supercomputer risk runs 100s models and templates. Copy configure/modify these in your custom instance on-site or in QR Cloud. Real-time comprehensive holistic risk valuation, reporting, visibility & data management. Market Risk, MTM, VaR, ES. Credit & Exposure Risk. Cash, P&L, EaR, CFaR forecasting and risk. Hedge accounting. Whether on-site or on the cloud, our solutions and commercial terms are tailored to meet the budget and needs of mid-size players. Ready for use out-of-the-box, no custom development. No costly license, implementation & consultants.
No third party, manual or outside analytics are required. QR Analytics is fully integrated: forward curves, multiple stochastic models and Monte Carlo simulations of volatility and correlation. Models are audited, calibrated and executed automatically 24/7. Energy, commodity, FX financial, physical, retail, wholesale, bilateral transactions. All OTC and exchange traded instruments: spot, indices, forwards, futures, swaps, vanilla and exotic options, and derivatives. QR Risk integrates and automates within one single platform all risk functionality, implemented via full Monte Carlo. Supercomputing parallel processing architecture, eliminates issues of speed of executions and memory.

Next Generation Dual-use Cloud On-site Architecture

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  • CTRM Risk Management Cloud Services

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  • On-site Implementation

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  • New Commercial Paradigm

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    Worldwide Market Coverage

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    Energy: E&P, up-mid-downstream risk & optimization. Crude oil, natural gas, LNG, fuel, refined products and derivatives, coal, petrochemicals, weather.
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    Commodity: Agricultural, livestock, food, beverages, biofuels, base and precious metals, chemicals. Emissions. Automotive, pharmaceutical, manufacturing, industrial and consumer goods, products and services.

    Clients

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    Any entity trading physical and financial energy, commodities and FX.
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    Any entity involved in exploration, production, transformation, distribution, and actual use of energy and commodity products in any world market.
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    Airline, vessel, shipping, pipeline, food, beverage, manufacturing, industrial and consumer goods companies.

Key Functions and Modules

Market Risk
Market Risk
Positions. MTM. P&L. Monte Carlo VaR and Expected Shortfall (ES). Limits. Scenarios.

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Liquidity Risk
Portfolio Planning
Portfolio, asset, logistic planning & risk. Scenario analysis. Stress. Dashboard.

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Credit Risk
Credit Risk
Collateral management. Counterparty default. Credit risk. Expected Exposure.

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Regulatory Risk & Compliance
Regulatory Risk & Compliance
Hedge effectiveness & accounting. Fair value accounting. Dodd-Frank.

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Operational Risk
Operational Risk
Role-based security access. Workflow. Audit trail, data versioning. Limits, monitoring.

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More Features
More Features
Risk dashboard. Monte Carlo. Risk statistics & visualization. Marginal risk.

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Benefits
Why choose us?
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    The key QR Analytics jobs required for risk valuation, namely forward curve building and Monte Carlo simulation of price curves run under a minute. This exceptional speed allows real-time execution of risk and P&L valuation, and enterprise risk reporting.
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    The various modules of QR Analytics are seamlessly integrated with QR Risk and QR Reporting . This eliminates the need of costly and lengthy system integration.
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    QR Risk is a unique unrivaled platform. It combines advanced mathematical models, proprietary calibration algorithms, sophisticated numerical libraries, and high-performance computing technologies. Matching these combined resources in-house is extremely costly and complicated.
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    QR Risk require no custom programming or development. The models are designed, fine-tuned, and calibrated for financial applications. They are self-contained and run automatically within user-friendly web dashboards.
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    QR Risk can accommodate any trading and deal capture systems, and data infrastructure.
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    QR Risk is available as a QR Cloud service. This delivers the software, data, the high-performance IT infrastructure, along with operational support. No need to invest in IT infrastructure and specialized internal resources to operate, manage, and maintain the system. QR Expert Engineers monitor and enhance varieties of complex chains of processes 24/7 to ensure real-time performance. This includes maintaining the models and various calibrations.
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    Legacy software vendors take years just to implement rigid transactional trading systems. They do not have off-the-shelf, ready-to-use, advanced analytics and risk solutions. These have to be acquired separately at the cost of millions of dollars and years of efforts and delays.
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    QR Risk is the only commercially available integrated risk and analytics platform covering all the needs and requirements of diverse trading operations.
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    QR Risk is the only such platform that comes ready to use, out-of-the-box. It is essentially a plug and play platform. Configuration can only take days or weeks. No need for multi-million dollar implementation and years of delays. Leverage the best QR Risk models, dashboards, reports, and high-performance computing technology, all running 24/7.