Efficient management of market risks

Quantax, the risk and return management solution from COMIT, offers a consolidated view across all positions, markets, risks while catering fully for post-trade risk & return analyses.
Quantax is the Swiss-made solution for both trading and asset management of complexly structured portfolios. Quantax has proved itself in the day-to-day operation of well-known financial institutions from Switzerland, Germany, Austria and Luxembourg. Quantax is available both as a complete risk management service solution and for in-house operation.


Benefits to our clients

  • Comprehensive risk and return management functionality in the one solution both for trading and asset management
  • Free selection between an in-house solution and outsourcing the operation
  • Low costs for implementation and operation
  • High degree of flexibility and short implementation time for new requirements
  • Modern interfaces for speedy integration
  • Interface with Avaloq (AvaQ)


Functionality

  • Wide coverage of financial instruments
  • Multi-dimensional analyses based on market and credit risk factors across freely definable hierarchy levels, real-time and on-demand
  • Flexible curve-based model (interest, volatilities, spreads, credit)
  • Simulations/stress testing
  • Value at risk (parametric, Monte Carlo)
  • Return on portfolios with any number of complex assets (including OTC and derivatives)
  • P/L analyses (including P/L explanation) at each stage of the hierarchy
  • Performance based on MWR, TWR, IRR
  • Benchmarking
  • Performance attribution
  • Each figure reported can be monitored by a limit, with a display of these limits in all the reports


Operation

For the outsourcing mode we offer you solutions for every challenge that may present itself in the technical and specialist operation of a modern financial application. The services encompass the server operation, updating master and price data as well as preparing risk and performance analyses. The service is rounded off by a technical and specialist helpdesk.