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ImpaQt - Risk Management for Wealth Managers

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Is your institution equipped to manage client portfolio risk and suitability?

Financial institutions are facing the challenge of keeping pace with stepped up regulatory activity. Financial advisors must comply with regulations, choose suitable investments, control risks, report on them accurately, and advise objectively, all of which will result in increased direct and less apparent opportunity costs. Sound wealth management must now leverage the risk management aspect of the advisory process to gain a competitive edge.

Sophistication at the tip of your fingers

swissQuant Group provides an on demand suitability and portfolio risk management system providing quantitative risk analysis for client portfolios. ImpaQt is fueled by SIX Financial Information data which comprises comprehensive and high quality market data history, reference data and millions of financial instruments. Built on proven methodology, this high-speed “push system” empowers client advisors and portfolio managers to visualize market and credit scenarios interactively, with no confidential data ever leaving the institution. ImpaQt satisfies client demand for in-depth, objective analysis of instrument and portfolio risk, while meeting regulatory standards for client protection and suitability of investment advice.

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Consolidated Data and Risk Analytics

Through the stringent separation of market risk and client data, ImpaQt enables financial institutions to calculate instrument risk within the portfolio context, the portfolio risk and provides a comparison to client risk tolerance. ImpaQt also performs pre-trade suitability checks at the instrument and portfolio level. The system pre-calculates all relevant market and credit risk data and pushes these to the receiving financial institution. As part of your core banking systems, ImpaQt aggregates instrument risk mapping and risk factor parameters with your clients’ portfolio information, eliminating all need for confidential client data to leave your institution’s premises. Rigorous manual and automated quality checks are performed before releasing risk factor parameters.

Single solution for market and risk analysis

ImpaQt provides a full spectrum of market and risk analysis. All required calculations for national and international risk transparency regulations and MiFID II/FIDLEG regulations are immediately visualized in the user-friendly graphical user interface and reporting. Your institution receives high quality risk data, while safeguarding client related data.

State-of-the-art data processing

  • On demand calculation of volatility, VaR and CVaR

  • Advanced risk modeling

  • Product risk classification

  • Default probability

  • Smart data visualization and reporting

ImpaQt Service Architecture enables on demand risk analytics

Successful risk management requires equal expertise: firstly in the field of quantitative risk methods implemented in reliable software and secondly in the field of high quality and comprehensive input data used to feed the process. ImpaQt constitutes a remarkable evolution in risk analytics, only rendered possible by the strong partnership between swissQuant Group and SIX Financial Information.

The ImpaQt Calc Engine pre-calculates all instrument specific risk data overnight at the SIX Financial Information data centers to ensure that reliable and high-quality risk results are streamed daily. The selection list provided by the financial institution only contains the identifiers (e.g. ISIN) of the current and potential investment universe. Within your institution, client portfolio data is used to calculate the portfolio risk results. ImpaQt Aggregator then diffuses all results and portfolio simulation functionalities over the Intranet to all client advisors, while ensuring that client data never leaves the institution.

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References

swissQuant Group has concluded many successful developments and implementations of large-scale risk systems. We are one of the largest independent Quant teams in Europe dedicated to delivering lasting client value as demonstrated by the following selected reference projects:
  • swissQuant Group enables a large Swiss bank to calculate the risk of over a million client portfolios per night while comparing the results to the client risk profile. Based on these calculations, the dedicated client advisors are supplied with individualized reports to ensure portfolio risk suitability.

  • A large Swiss cantonal bank has demonstrated their confidence in the “Private Portfolio Consulting” software of swissQuant Group. The active advisory approach is underpinned by various risk analytics, exposures, and the unbundling of structured products.