Real Time Risk
for a Real Time World

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.

swissQuants’ Capital Markets Analytics team is a leader in financial risk model methodologies, providing risk model development, prototyping, implementation, assurance, validation and other consulting services to investment banks, exchanges, CCP’s and more.

 
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Capital Markets Systems

  • 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

 

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Capital Markets Analytics & Consulting

  • Investments Banks
  • Central Clearing Counterparties (CCPs)
  • Insurance
  • Commodities
  • Crypto
  • Exchanges

 

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CleaRisQ

  • 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

 
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Risk Model Validation & Development

  • Development of next-generation risk models
  • Risk model validation and regulatory approval assistance
  • Benchmarking
  • Full catalogue of back-testing and regulatory reports

 
 
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Global leading CCPs as clients

Regulatory compliance

Real time risk management

Quant powered technology

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