Market Risk Solution™

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. 

The QuIC Market Risk Solution™ provides the fastest calculations, and the most adaptable tools for  accurate, real-time measurement of enterprise market risk, across virtually every asset class and risk factor. The solution runs on nearly any scale of platform, from laptops to enterprise-wide computing networks.

Open, adaptable, accurate
Risk management professionals can easily run a full range of simulation and pricing models, specify their own proprietary models, or change the QuIC models appropriately.  The QuIC Market Risk solution provides flexible aggregation across desks, product types, business lines or any limit structure.

With QuIC solutions, accuracy is never sacrificed for computational speed: the QuIC Engine™ can run market VaR and credit PFE calculations on large global portfolios of complex instruments in a fraction of the time required by competitive risk-management systems. Market risk is calculated using full re-evaluation of almost all instruments, ensuring total accuracy.
  • Reduce exposure
    by accelerating the speed, accuracy and frequency of risk calculation
  • Analyze enterprise risk portfolios
    easily analyze huge portfolios of asset classes such as path-dependent basket credit derivatives, hybrid products, and structured interest rate products ranging from callable range accrual swaps to EMTNs.
  • Minimize technology costs
    QuIC technology employs fewer, lower-cost processors
  • Quickly develop new risk-calculation models
    models are user-editable, open and extensible

 

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