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QR Banking, Portfolio & Treasury Optimization

Balance Sheet Optimization
Optimal Portfolio Allocation
Hedging Optimization
Optimization of Cash, Liquidity and P&L 
Optimal Investment Decision 
Optimization of Treasury


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Go beyond regulatory compliance (BASEL III, IFRS 9, etc). Implement active management of balance sheet via dynamic optimization. Increase profitability and shareholder value. Strategic optimization of balance sheet and capital. Tactical optimization of liquidity.

Ready-to-use 24/7 real-time supercomputing banking, financial, investment and treasury optimization.

24/7 Cloud Supercomputing optimization solutions tailored for the budget and needs of mid-size players, companies and regional banks. Ready out-of-the-box, no development, costly license or implementation. All you need is a browser. Optimization made easy. Optimization of corporate, treasury cash and liquidity. Optimal dynamic discounting and pricing across AR, AP and supply chain.
Long-term strategic optimal planning. Short-term tactical optimization to capture upside opportunities or avoid downsides. Performance analysis of custom indicators (earnings, returns, liquidity, capital) comparing actual performance against the efficient frontier. Balance sheet planning & optimization. Optimal portfolios, investment and assets allocation for corporations, and funds and investment managers.

Next Generation Dual-use Cloud On-site Architecture

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  • QR Cloud Balance Sheet, Asset and Treasury Optimization Solutions

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  • On-site Implementation

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  • New Commercial Paradigm

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Financial Optimization Solutions as Cloud Services or Implemented On-site

Unrivaled Balance Sheet Optimization Platform

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    Banks face the daunting task of proactively planning and preferably optimizing their balance sheet. The complex BASEL III Liquidity and Capital constraints, some variants of which are being imposed by central banks worldwide, invalidate simplistic linear balance sheet optimization solutions.
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    QR OptimizationTM allows you to define any desired optimization objective functions, e.g., maximize return, or minimize cost of capital, while meeting complex internal and regulatory constraints, e.g., BASEL III, Liquidity (LCR, NSF) and Capital (CAR) indicators, which are all ratios, hence nonlinear. A further complexity arises from the fact that the components of LCR (the numerator HQLA), and CAR (denominator RWA) have to undergo Market Risk valuation, which itself has to be compliant with complex BASEL III type FRTB valuation rules.
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    QR OptimizationTM offers in short, the ability to define custom nonlinear optimization objective functions and constraints, perfectly suited for balance sheet optimization under internal and regulatory constraints or requirements. The technology consists of nonlinear and evolutionary optimization models and very sophisticated computational technologies to ensure the models converge and execute very fast. Actual implementation is within a proprietary parallel processing vectorized architecture, seamlessly integrating all components.
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    Given a universe of instruments and asset classes, QR OptimizationTM computes an efficient frontier against which you can track and fine tune your balance sheet, while internal and regulatory constraints such as Liquidity and Capital are being enforced. This combines balance sheet optimization and scenario analysis.
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    Balance sheet optimization and scenario analysis are integrated within a single dashboard, with visual display of scenarios and tabular summary of data.

Comprehensive Treasury & Finance Optimization

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    QR OptimizationTM optimizes treasury’s cash supply chain across a portfolio of cash in multiple businesses, locations, jurisdictions, currencies, banks, loans, lines of credits, etc., all subject to multiple constraints on liquidity, working capital, taxation and regulatory requirements. Use this as the corporate automated cash portal to minimize net cost of banking fees, interest or FX.
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    Optimize the liability portfolio across fixed versus float interest rate loans, FX and bonds, with multiple objectives, e.g., minimize cost and risk.
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    Optimize the asset and investment portfolio across fixed versus float interest rate and FX holdings, money market instruments. Maximize liquidity, cash and return.
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    Optimal financing of investment opportunities across a portfolio of internal and external financing. Price and mitigate risk.
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    Dynamic Discounting of AP to yield risk free enhancements to corporate earnings. Determine optimal daily discount rates to offer the supply chain against accelerated payment of invoices, subject to liquidity and cash flow constraints. Dynamic Pricing of sales to enhance cash and Liquidity. Determine optimal daily discount rates for good and services, to maximize sales subject to operational, inventory, cost, cash and liquidity constraints.
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    Use optimization to design best payment alternatives to offer clients across a range of internal and external financing options.
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    Optimize benefits, pension and healthcare portfolios, and allocation of human and other resources. Hedging program optimization.
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Extensive Financial Portfolio Optimization

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    Individuals and professional asset, wealth, pension and fund managers are offered utmost flexibility to create and dynamically manage optimal portfolios.
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    Specify the desired universe of asset classes and subclasses, e.g., mutual funds, equities, bonds, money markets, small cap, large caps, emerging markers, technology, financial stock, etc. The returns, risk and the efficient frontier are automatically created. Returns can be daily or monthly.
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    You can optimize a portfolio against the efficient frontier. e.g., achieve a set return with minimum risk. Or maximize return for a set risk profile. Multiple constraints: max and min on each asset class weight, total budget, min and max weight or ratio allocation per asset class, various costs, e.g., trading, taxable and tax differed trades.
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    Long-term strategic optimal asset planning. Short-term tactical portfolio optimization in dynamic buy sell decision making and asset allocation reorganization.
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    Optimization can be executed backwards for portfolio performance analysis. Track actual or what-if-scenario portfolio versus the efficient frontier.