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.
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
Capital Markets Analytics & Consulting
- Investments Banks
- Central Clearing Counterparties (CCPs)
- Insurance
- Commodities
- Crypto
- Exchanges
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
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
Global leading CCPs as clients
Regulatory compliance
Real time risk management
Quant powered technology
CleaRisQ
CleaRisQ is a cutting edge, market proven portfolio risk engine including: Customization of risk models to suit each financial institutions particular risk requirements (VaR, CVaR, FHS VaR and more). Real-time risk aggregation, analytics and monitoring. Real-time margin and collateral haircut requirements. Back-testing and stress-testing on the same data set and code base. Technology that complies with the highest regulatory standards. Clearing member risk analytics and ‘what if’ look through analytics. Scalability of asset classes, product types, and beyond 100m+ daily transactions.
Risk Model Validation
Design and validation of large-scale risk systems across various asset classes and products. Validation of risk management policies: credit risk, stress testing, margining, collateral and liquidity management. Experts with relevant experience in top-tier institutions both in the financial industry and in academia.
