Counterparty Credit Risk Solution

By: Markit  09-12-2011
Keywords: Risk Management

There is a reason why QuIC is the credit risk solution provider of choice for leading global institutions around the world. That’s because our solutions cover the full range of credit risk requirements, ranging from pre-deal and post-deal credit oversight and regulatory capital (including Basel 2 Internal Model Methods) to dynamic counterparty credit exposure hedging and Economic Capital.

The market is changing. To help you change with it, we’re all about flexibility. So it makes sense that the solutions we design and implement are flexible as well. In this way, we can satisfy the specific requirements of each and every client. Our responses to your needs – from enterprise risk management to exposure on a portfolio of exotic derivatives – are individually crafted for you.

QuIC’s Counterparty Credit Risk Solution

Go above and beyond your competition.

Turn to QuIC to deliver flexible, near real-time pricing, potential future exposure and analysis of complex portfolios. Our solution covers interest rates, foreign exchange, equity, commodities and credit instruments.

By utilising the exceptional calculation speed of the QuIC Engine™, this solution allows for full valuation of your portfolio. It provides precise potential exposure calculations and greater product coverage. This allows QuIC clients to remove the need for conservative risk estimations and has improved the alignment of their front office and credit risk departments.

Effective, accurate risk analysis

Deliver a competitive advantage.

We’re not a one-size fits all kind of company. QuIC’s Counterparty Credit Risk Solution allows you to run a wide range of simulation, valuation, and calibration models with ease. This means that you can properly capture all netting and collateral rules and deliver aggregated results.

The fully flexible modeling environment of this solution enables clients to create their own models or to freely adapt solutions from QuIC. With QuIC Bridge™, clients can incorporate existing proprietary or use third party models, as part of the total solution.

Not only are we flexible, we’re fast. In fact, our calculations are completed in a fraction of the time required by competing risk management systems. Other credit risk solutions make sacrifices to their computational speed so that they can uphold accuracy. QuIC is different. Because of the exceptional speed and power of the QuIC Engine, calculation times are greatly reduced. And when coupled with QuIC Simulation Framework™, our clients are able to cover the full revaluation of their entire portfolio.

    Accelerate the speed, accuracy and coverage of the pre and post trade risk calculations.
    Create and edit new models to handle complex instruments, analytics, and scenario generation. 
    Gain the assurance of full risk analysis and portfolio effects.
    Use simulation-based pricing to capture path dependency.
    Employ fewer, lower-cost processors.
    Adopt solutions that work alongside existing IT and/or risk-management infrastructure.

Keywords: Risk Management

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By processing vast amounts of complex data using fast, reliable calculations and simulations, our solutions change the game of risk management for the world's leading financial institutions. By integrating our highly advanced components, we provide you with solutions that empower you to stay ahead of the market and ahead of your competition.


QuIC Services

That’s why we offer a range of services designed to provide you with comprehensive support, when and where you need it. It extends to our internal and external model validation, offering you across-the-board confidence in your new system. It continues with our flexible training programmes to suit all levels of technical ability. We want our solutions to provide you with the maximum benefit. Our commitment to you extends beyond our technology.


Economic Capital Solution

The 2008 credit crisis highlighted the fact that many financial institutions were ill equipped to measure the true value of their portfolio across all asset classes. Fortunately QuIC’s Economic Capital Solution enables you to better capture extreme stress events by cutting down the time it takes to run sufficient simulations.