Securities

Bank

Fund

Insurance

Trust

Investment Analytics and Risk Management Trade Processing and Analysis Data Management
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xRiskPlus - xQuant Market Risk Management System

Introduction

xRiskPlus, the xQuant Market Risk Management System, is a one stop market risk management solution for securities houses, banks and other financial institutions.  Leveraging its expertise developed in over a decade’s practices in the field of market risk management, xQuant launched xRiskPlus as an upgrade to the previous xRisk system, with substantial addi-tions reflecting recent regulation updates and leading practices in global markets and built-in support for cross-currency and multi-asset, complete with full ownership of its intellectual property rights.  Key functionalities of xRiskPlus include data management, deal valuation, risk sensitivities, Value-at-Risk, Expected Shortfall, scenario analysis, stress testing, real-time risk monitoring, limit control, report management, performance attribution, performance evaluation, abnormal trading, fair trading,  portfolio management and parameter management.

Applicable Companies And Departments

Bank

Risk management department, etc.


Financial management subsidiary

Risk management department, etc

Brokerage firm

Risk management department, etc.


System Features

Comprehensive support to financial instruments
The system supports domestic and overseas cross-currency and multi-asset financial instruments. In addition to traditional stocks, bonds, funds, deposits and repurchases, it also supports derivatives such as futures, options, interest rate swaps, securities margin trading, trusts, wealth management and non-standard financial instruments.


Professional quantification engine
xQuant has a senior, professional and independent quantitative finance research team, continuously providing advanced, accurate and mature algorithm models, as well as the professional valuation and risk management engine for the system, together with an independent engine development team.


Efficient system architecture
A professional and efficient system architecture is established on basis of the risk factors, combining the development experience of xQuant in risk products for more than ten years, which also takes into account of the efficiency and accuracy, and meets the actual business needs of customers.


Flexible portfolio management
The system supports "matrix" portfolio management, and multi-level and multi-dimensional portfolio construction and analysis; and it also support flexible drilldown portfolio analysis.