Clearing Risk Management Software

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Overview

swissQuant Clearing Risk Management System (RMS) is an extension of the Risk Factor Technology, called impaQt, which has been developed by swissQuant Group and SIX Financial Information. The offered solution is highly flexible given its modular set-up, plus it is designed to be in complete conformity with EMIR requirements. The ability to calculate risk figures (margin and stress) for arbitrary portfolio combinations allows for the required "slicing and dicing". The architecture and the risk measures of the RMS therefore enable to segregate the risk from each clearing account and aggregate risks freely. For a segregated account setup, risks and stress can therefore be calculated at any arbitrary aggregation.

Key Features

The Clearing Risk Management System has a modular set-up and can be fully customized to the client's specific needs: 

-Portfolio Margin Module

-Liquidity Adjustment Module

-Backtesting Module

-Sensitivity Analysis Module

-Historical Stress Test Module

-Hypothetical Stress Test Module

-Wrong-way Risk Module

-Hypothetical capital calculation Module 

-Real-time risk calculation Module

Key Benefits

  1. The offered solution is designed to be in complete conformity with the European Securities and Markets Authority’s regulations on the EU’s markets infrastructure (EMIR).
  2. swissQuant Group has profound knowledge in the development of margining risk systems. Major European clearing houses operate on the margining models and risk management systems developed by swissQuant Group. Its team has a very broad experience in designing and implementing large scale risk systems for financial companies worldwide.
  3. swissQuant Group consists of the largest independent quant team in Switzerland. Having its origins as an official Spin-Off of the ETH in Zurich, its multilingual team of 50 uniquely qualified Quant Engineers (more than 40% are qualified to Ph.D. level) translates the latest and most advanced research results in mathematical finance to real business challenges.

Product/Service details

User Suitability (Capital Markets & Investment)
Asset Managers, Trading firms, Wealth Managers
Geographic Availability
Africa, Asia-Pacific, Europe, Middle East, North America, South America
Asset Class Coverage
Bonds, Commodities & Energy, Equities, Foreign Exchange (FX), Funds, Futures, Options and other Derivatives, Money Markets, Structured Products