Effective risk management demands that risk-management professionals have accurate, fast and flexible analytical tools at their disposal. QuIC’s core technologies are developed with this in mind, combining an unmatched computational backbone with ease of use, scalability and affordability for the risk-management industry.
Effective, accurate risk analysis
Risk management professionals can easily run a full range of simulation and aggregation models, properly capturing all netting rules to properly assess counterparty exposure, economic capital or regulatory capital. The fully flexible modelling environment enables risk professionals to freely adapt these models or create their own proprietary models, and generate or input scenarios to manage risk.
Accuracy is not sacrificed for computational speed: the QuIC Engine can run Contingent Credit Pricing, PFE and EPE calculations simultaneously, with a full range of simulation analyses, including Historical Simulation, Credit VaR, and custom scenarios. Calculations are completed in a fraction of the time required by competitive risk-management systems. Credit risk is calculated using full re-evaluation of almost all instruments, ensuring total accuracy.
- Reduce capital exposure
by accelerating the speed, accuracy and frequency of risk calculation - Customize and extend risk-analysis capability
edit and create new models to handle complex instruments, analytics, and scenario generation - Develop new trading instruments faster
with the assurance of full risk analysis and portfolio effects - Create structured pricing tools for exotic and hybrid instruments
using simulation-based pricing to capture path dependency - Minimize technology costs
QuIC technology employs fewer, lower-cost processors - Extend your existing architecture
the QuIC solution works alongside existing IT and/or risk-management solutions
