Solutions for Risk Management Professionals
Developed exclusively for the risk management industry, QuIC solutions combine computational speed with ease of use, scalability and affordability. QuIC solutions are built on the QuIC Engine™, an exceptionally fast vector based calculation & simulation platform for pricing, risk management and financial analytics.

Shared Calculation Fabric
Unique in the risk-management industry, the QuIC Engine provides a shared calculation fabric — an underlying platform that makes analytics tools available to risk-management, trading and sales professionals throughout the enterprise. Through the shared calculation fabric, the QuIC platform and user-customized interfaces can be distributed throughout an organisation to provide Market Risk and Credit Risk solutions.

Advantages
Powerful vector-based calculation and simulation platform for advanced analytics
Scalable for any size installation, from a single laptop to multi-CPU distributed systems
Intuitive operation puts uncompromised power in the hands of financial professionals
Compatible foreasy integration with customer, partner and third-party applications and data sources
Cost-effective QuIC technology minimizes technology costs

QuIC Market Risk Solution™ provides accurate, real-time measurement of enterprise market risk, across virtually every asset class and risk factor

QuIC Credit Risk Solution™ delivers fast, flexible real-time risk management and financial analysis

QuIC Structured Product Solution™ helps traders bring complex trades to market quickly, for single trading instruments or entire portfolios.

Typical uses:
Valuation solutions, based on leading edge technology and market standard models which support

Advanced modeling techniques, including BGM and related term structure models Rapid model calibration algorithms Efficient valuation methods based on Monte Carlo, Finite Difference, or Tree-based algorithms Powerful constructs including vectorization

Market risk and credit risk calculations, performed in real time, with a full range of simulation analysis, including:

Historical Simulation Monte Carlo-based VaR Monte Carlo Potential Future Exposure & Credit VaR Custom and market standard scenarios

Risk analysis on large complex portfolios, including instruments such as:

Path-dependent basket credit derivatives Mortgage backed securities Bermudan swaptions Cross-asset energy derivatives