Next generation ready-to-use supercomputing banking, financial and treasury optimization
Ready-for-use state-of-the-art cost-effective and flexible optimization solutions that actually work, and don’t require lengthy implementation, nor large consultant teams.
Universal optimization platform: Balance sheet. Portfolio & asset allocation. Treasury cash & liquidity. Hedging programs.
Customize the optimization model (objective and constraints) that fits your specific business logics. Optimization objective functions can be: maximize return, profit, cash or liquidity. Minimize cost, risk or cost of capital. Multiple constraints can be added. These can be linear, e.g., max, min, or nonlinear such as liquidity and capital ratios in banking balance sheet.
Banks can go beyond regulatory compliance (BASEL III, IFRS 9, etc.) and implement active balance sheet management via dynamic optimization, subject to these regulatory constraints such as liquidity or capital.
Performance analysis of custom indicators (earnings, returns, cash, liquidity, capital) comparing actual and optimal scenarios.
Long-term strategic optimal planning. Short-term tactical optimization to capture upside opportunities or avoid downsides as markets move. The optimization engine is scalable to accommodate both perspectives and timescales.
Optimization models are dynamic, multi-period and path dependent, i.e., decisions in one time step affect future decisions.
24/7 QR Cloud Optimization services offer a wide range of ready-to-use models, automatically executed around the clock. No software installation or coding.