Market Risk Solution

By: Markit  09-12-2011

QuIC's Market Risk Solution provides flexible aggregation across desks, product types, business lines or any limit structure.

With QuIC solutions, accuracy is never sacrificed for computational speed: the QuIC Engine™ can run market VaR and credit PFE calculations on large global portfolios of complex instruments in a fraction of the time required by competitive risk-management systems. Market risk is calculated using full re-evaluation of almost all instruments, ensuring total accuracy.

Open, adaptable and accurate

QuIC’s Market Risk Solution provides flexible aggregation.

With this solution, risk managers can easily run a full range of simulation and pricing models. They are also presented with the option of specifying their own proprietary models, or changing QuIC models.

Gain the ability to study enterprise risk portfolios in-depth. This solution eases the analysis of huge portfolios of asset classes such as path-dependent basket credit derivatives, hybrid products, and structured interest rate products. These range from callable range accrual swaps to EMTNs (Euro Medium Term Note).

We are not only flexible, we’re fast. Market risk calculations on large global portfolios of complex instruments are run in a fraction of the time that competing risk-management systems require. This is because the QuIC Engine™ provides QuIC’s solutions with exceptional computational speed and power. Market risk is calculated using full revaluation of all instruments, which ensures total accuracy.

  • Reduce exposure
    Accelerate the speed, accuracy and frequency of risk calculation.
  • Analyze enterprise risk portfolios
    Easily analyse huge portfolios of asset classes such as path-dependent basket credit derivatives, hybrid products, and structured interest rate products, ranging from callable range accrual swaps to EMTNs.
  • Quickly develop new risk-calculation models
    Models are user-editable, open and fully extensible.
  • Minimise technology costs
    Employ fewer, lower-cost processors.
  • Extend your existing architecture
    Adopt solutions that work alongside existing IT and/or risk-management solutions


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