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A bank is exposed
to market risks by virtue of the positions it takes in debt instruments,
equities, etc. in the normal course of business. QP offers a wide
range of solutions to manage risks of portfolio spanning different
asset classes.
We implement various standard market models, proprietary
tree algorithms and Monte Carlo simulations to evaluate risks in
underlying portfolio with focus on precision. We run simulations
over flexible data sets to optimize the risk-reward trade-offs
of the holdings while performing a thorough exposure analysis.
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