Your Models.
Our Passion.

One-stop CCP consulting and software shop

Are you fully leveraging existing technology? With the implementation of new regulatory provisions such as Dodd-Frank, CPSS-IOSCO, and EMIR, clearing houses are being confronted with fundamental changes which severely impact their business models.

We have an excellent track record in providing clearing houses and their clients, i.e. investment banks, with tailor made risk methodologies embedded into software. We transform multivariate Extreme Value Theory into rapid and consistent VaR-Calculation Algorithms for large-scale applications.
In addition, the swissQuant Group is the leader in CCP model development and validation, affording us a unique overview of CCPs globally. Our models are systematically approved by reserve banks and regulators. Let us make you a leader in the industry with our Intelligent Technologies.

Real-time Risk Management Systems

Using latest in-memory cache technologies.

  • Receive access to proven risk methodologies
  • Apply powerful and fast algorithms
  • Benefit from easy integration of established technology
  • Increase operational efficiency

Risk Model Development & Validation

Broad experience. Unique oversight.

  • Strike the balance between market competitiveness and model conservativeness
  • Capitalize on our broad client segment coverage
  • Construct your models with a global leader
  • Leverage our industrialized model validation library

Efficient Collateral Optimization

Master complexity to gain flexibility.

  • Optimize the disposition of collaterals
  • Minimize concentration risks
  • Provide dynamic allocation of trading volumes
  • Ensure minimal risk capacity consumption by derivatives

Blockchain Technology

Safety first. Smart security and high liquidity.

  • Learn from early blockchain applications
  • Enhance miner’s logic and compensation
  • Develop pilot markets
  • Leverage our module approach for risk systems

Global leading CCPs as clients

Regulatory compliance

Real time risk management

Quant powered technology