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    Asset Liability ALM Risk Management

    Balance Sheet Planning, Scenario Analysis and Optimization
    Cash, Liquidity, Earnings and EVE Forecasting and Risk
    Core Banking Integration, Cash & Transaction Management, FTP
    Interest Rate and FX Risk Management
    BASEL III Compliance, LCR, NSFR, CAR, Market & Credit Risk, FRTB, Reporting

Next generation comprehensive ALM risk management platform

Asset Liability Risk Management

QuantRisk offers a modern ALM architecture for local and regional banks, credit unions and financial firms. One single all integrated modular platform for interest rate, currencies, market, credit, cash and liquidity risk management and optimization. You can license what you need now and add additional functionality later. Implementation is within a powerful plug and play supercomputing framework, both on the cloud or on-site.

Regional and commercial banks face tremendous challenges to implement regulatory and BASEL III risk solutions. They have to drastically redesign their risk system IT infrastructure. Banking risk system acquisition can no longer be piece-meal, in separate silos, starting with ALM, dealing with cash and interest risk, followed by Market Risk, Credit Risk and Regulatory Compliance, etc. Our ALM seamlessly integrates BASEL III, IFRS 9 and extensive balance sheet optimization solutions.

QR Risk™ is seamlessly integrated with our trading, portfolio and asset modules. Alternatively, if your internal ALM, trading, transaction and portfolio systems have no effective risk computation and reporting capabilities, QR Risk™ is a perfect stand-alone risk platform to sit next to your systems and integrate them.

Flexible Connectivity Bridge to integrate core banking and trading systems. No SQL or coding; all via configuration.

Ready out-of-the-box. Leverage numerous preconfigured risk templates, models and reports. Utmost configuration flexibility to adapt to any banking operation and risk valuation rules without resorting to custom development or coding.

24/7 QR Cloud version is a ready-for-use cost-effective alternative. No software installation or development.

Our Optimal Clients’ Profile

QR ALM solutions are optimal for these entities:

  • Mid-size treasuries, local, regional and commercial banks, credit unions, asset and fund management firms.

  • Any firm seeking a cost-effective robust and flexible ALM and treasury risk platform that actually works and doesn’t require lengthy implementation, large consultant and maintenance teams. Offer great ease in integrating existing systems. Flexible implementation options on the cloud or on-site.

  • Any firm seeking a single packaged risk platform addressing: Treasury, ALM, market, credit and regulatory risk such as BASEL III, as well as balance sheet planning. On the cloud or on-site.

Key Functions and Apps



Core banking, GL. Funds movement monitoring. Gap. Forecasting. Reporting.

Liquidity Risk

Liquidity Risk

LCR, NSFR modeling forecasting. Sensitivity. Stress. Impact on Balance Sheet.



Profit center performance & margins. Optimization subject to liquidity. Scenario analysis.

Balance Sheet

Balance Sheet Optimization

Planning. Scenario. Stress. Shock. Optimization under LCR, NSFR, CAR constraints.



FRTB. BCBS 239. LCR. CAR. NSFR. SA-CCR. Report. ES. MLH. xVA. Stress & scenario.

Interest Rate Risk

Interest Rate Risk

EVE. Stochastic EaR. Monte Carlo VaR & ES. Yield curve shocks. Scenarios.


Risk Management

Stochastic modeling. Market and Credit Risk. Monte Carlo. VaR, ES. Options, Greeks.

Hedge Accounting

Hedge Accounting

IFRS 9. IAS 39. Fair valuation. Hedge effectiveness. Under / over hedge. Workflows.

Next Generation Dual Cloud On-site Platform

  • Leverage next generation dual-use cloud on-site architecture. QR Cloud is a live 24/7 supercomputing platform with a vast array of ready-to-use models and templates. You can select, download and customize any configuration from QR Cloud in your own instance, whether on-site or on QR Cloud.

  • QR System is a single universal software for all on-site and QR Cloud instances, and is upgraded quarterly free of charge. Actual clients’ implementation are configured in a database, which is portable from QR Cloud to on-site.

  • QR Cloud is ideal for medium size players. No software installation, IT infrastructure, resources or efforts required. All you need is a browser.

  • Private Cloud or on-site are for entities wishing to control data and processes.

New Commercial Paradigm

  • Whether on the cloud or on-site, no permanent license and hefty initial license fee. Just pay 1 single yearly subscription fee for license, cloud supercomputing, maintenance and on-going upgrades.

  • Start with an actual Trial to test our platform and the quality of our expert team. Continue if satisfied. Cancel if the Trial fails to meet your expectations.

  • Ready for use out-of-the-box, no custom development or coding.

  • Cost-effective speedy implementation via intuitive configuration. Select, download and customize any configuration from QR Cloud in your own instance, whether on-site or on QR Cloud. Save years and millions.

Need more information?

Our expert team are here to help with any questions you have regarding QR Asset Liability Risk Management™. Call or email today.

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