Discover the reduced costs, and increased flexibility of employing a single risk-analytics framework for market and credit risk. With the QuIC Unified Market and Credit Risk Solution, financial institutions can enjoy a lower total cost of ownership by leveraging shared hardware, joint implementations costs, reduced model risk, lower operational costs, and common data platforms. As well as lower TCO, institutions can benefit from more
Discover the reduced costs, and increased flexibility of employing a single risk-analytics framework for market and credit risk. With the QuIC Unified Market and Credit Risk Solution, financial institutions can enjoy a lower total cost of ownership by leveraging shared hardware, joint implementations costs, reduced model risk, lower operational costs, and common data platforms. As well as lower TCO, institutions can benefit from more sophisticated modeling such as CVaR, Unified Market and Credit risk adjusted pricing, and lowering regulatory capital for both Market and Credit Risk simultaneously as part of the Basel 2 Internal Model Methods implementation.
The QuIC Unified Market and Credit Risk Solution puts unparalleled calculation speed and flexibility in the hands of risk managers in both the market risk and credit risk departments. The ability to leverage common data, software and hardware makes QuIC's unified solution cost effective and cutting edge. Credit VaR is calculated using stochastic exposures which allow the credit risk of market driven instruments to be better reflected in a portfolio Credit VaR calculation, thus allowing for the impact of both systemic market and credit risk exposures. All of these calculations can be undertaken on both a pre and post trade basis which provides a platform for risk adjusted pricing.
Proven in major financial institutions
QuIC technology and solutions have been proven in risk management processes within major global financial institutions. This innovative unified solution provides new tools to risk managers in market risk and credit risk, reducing costs for both departments and accelerating the resolution of calculation and data-related issues.
New power and flexibility for market and credit risk analysis
Accuracy calculations need not be sacrificed for timeliness-the QuIC solution can run more scenarios in less time, for results you have greater confidence in. The QuIC Engine can run Credit VaR and credit PFE calculations on large global portfolios of complex instruments in a fraction of the time required by competitive systems. By using full revaluation methods and having wider portfolio coverage QuIC solutions provide greater accuracy ensuring less capital is required to meet regulatory and economic reserves.
Open, adaptable, accurate
The QuIC Simulation Framework, a workflow tool for all the market and credit risk calculations, provides dynamic load balancing - a plug and play valuation environment and post calculation aggregation functionality. Risk management professionals can choose from a range of both simulation and pricing models or change the QuIC models appropriately to meet internal modeling standards. With QuIC Bridge they are also able to embed their own libraries within QuIC's solution. The QSF provides flexible aggregation across desks, product types, business lines or any limit structure while properly capturing all netting rules. With the QuIC Engine providing extreme speed for this solution, calculation shortcuts and compromises are never required to meet stringent time constraints.
Leading edge architecture integrates with existing systems
QuIC's leading edge architecture has been designed for speed, flexibility, scalability and ease of integration. This unified QuIC solution can be employed on a diverse range of environments from laptops to corporate grids powered by your choice of grid management software. QuIC's Data Channel architecture can be used for ease of integration with clients' data solutions and the QuIC Dispatch SDK provides an easy to use interface for integration with proprietary and third-party systems. Solutions scale linearly, allowing you to tailor a solution to meet your needs - be they near real-time or batch window.
Use existing models and instruments with QuIC Bridge
QuIC Bridge allows existing C/C++ modules and libraries to freely interact with QuIC's platform. This allows QuIC's customers to focus their investment on implementing new functionality, wider portfolio coverage or improving the performance of their analytics.
Visualise and understand your results with QuIC Analyzer
QuIC Analyzer provides open access to all result data-with a few mouse clicks you can drill down to the full detail of a calculation, or easily capture an aggregate view. The results of a calculation run can be easily graphed and visually understood, allowing risk managers to quickly understand the dynamics of the risk in their business.
