One-stop CCP risk model consulting and risk management software solutions
Following the global financial crisis, many governments implemented new regulatory provisions prioritizing the use of “Clearing Counterparties” (CCP’s) to help reduce systemic financial risk.
Many of the existing risk models which underpin these exchanges are perfectly appropriate during typical trading conditions but fail to accurately reflect potential risks during stressed periods.
swissQuants’ Capital Markets Technology team and their award-winning product CleaRisQ provide a real-time next generation risk system for FMI’s leveraging sophisticated and customizable VaR based models.
- Scalable, event driven, risk management technology for exchanges and CCP’s
- Advanced VaR based risk models (FHS VaR, CVaR, HS VaR and others)
- Real-time, efficient, margining algorithms
- Anti-procyclicality regulatory features
- Real-time next generation risk engine
- Scalable technology platform processing 100m+ transactions per day
- Adaptable, data driven portfolio of FHS VaR and other advanced methodologies
- Back-testing and other scenarios for regulatory approval