Effective credit exposure risk assessment and management demands that trading and risk 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 leading capital markets groups.
The QuIC CVA Solution™ is designed to deliver flexible, near-real-time pricing, expected future exposure and incremental expected future exposure of large complex portfolios, covering interest rates, foreign exchange, equity, commodities and credit instruments. Utilizing the exceptional calculation speed of the QuIC Engine™, the QuIC CVA Solution returns results in time for overnight and intra-day credit mitigation strategies, such as contingent credit trading with Contingent Credit Default Swaps (CCDS). This powerful solution externalizes your risk and frees up capital, allowing far greater trading potential.
Open, adaptable, fast, and accurate exposure measurement and management
Trading and risk management professionals can easily run a full range of simulation and pricing models, capturing either market-implied or historical parameters; incorporate user defined aggregation levels, which properly assess collateral and netting agreements; and accurately calculate hedge parameters for market and credit risk factors. The fully flexible modeling environment enables QuIC clients to freely adapt, customize, or implement proprietary methodology.
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’s technology employs fewer, lower-cost processors - Extend your existing architecture
QuIC’s solution works alongside existing IT and/or risk-management solutions
