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ALPHA QUANTUM RISK MANAGEMENT
Alpha Quantum Risk Management is a risk management solution for a wide variety of companies in financial services industry:
mutual funds, hedge funds, robo advisors, wealth managers, insurance companies, pension funds.
It has been implemented on over 1 billion USD of assets in asset management and insurance companies.
Our solution allows clients to conduct risk analysis through different Value at Risk methods, construction of stress test scenarios, support for derivative positions, pre-trade risk management and risk attribution
The features also include limits monitoring, performance measurement, regulatory compliance and powerful reporting capabilities for credit risk, market risk and portfolio analysis
MAIN FEATURES
VALUE AT RISK
Our Eneterprise Risk Management Software includes supports a wide array of risk management metrics and features.
Value at Risk (VaR), CVaR, Maximum Drawdown, CDaR
Normal distribution, non-normal distribution (t-Student and Cornish Fisher expansion)
Historical, variance-covariance and Monte Carlo simulation
RMT (Random matrix theory) construction of correlation matrix
STRESS TESTING
Historical and custom scenarios
Stress test with changed correlations
Support for majority of financial variables
Reverse stress testing
RISK ATTTRIBUTION
Marginal, component VaR
Contribution to total VaR of portfolio: individual securities, asset classes, currencies, countries, sectors, credit risk and liquidity
Time dependency, analysis and coupling to performance attribution
Monitoring of active bets against benchmark
PERFORMANCE
Performance and risk measurement with various indicators
Absolute risk: standard deviation, downside deviation, Maximum Drawdown, VaR, etc.
Systematical risk: beta, tracking error
Performance indicators: Sharpe ratio, Treynor ratio, information ratio, Jensen‘s alpha, etc.
PERFORMANCE REPORTING
Alpha Quantum Risk Management has powerful performance reporting, supporting many performance indicators, including Information ratio, Sortino ratio, Sharpe ratio, Jensens alpha, etc. Our performance analysis and reporting is ideally suited for fintech companies who want to integrate performance reporting in their products. Generation of reports can also be automated either locally or on server. Reports can be generated in various formats, including PDF, Excel, Word, XML and many others. Example of report:
RISK MANAGEMENT REPORTING
Alpha Quantum Risk Management has powerful reporting capabilities. Our risk analysis and reporting is ideally suited for fintech companies who want to integrate advanced risk reporting in their products. Reports can be generated in various formats, including PDF, Excel, Word, XML and many others. Examples of reports for portfolio risk analysis and pre-trade risk management, respectively:
