Quarisma Finance makes asset manager’s life easier by providing:
All the data needed for risk calculation,
Real-time risk analytics for cross-asset portfolios,
A first-class reporting engine,
Cloud and local solutions
Hedge Funds analysts.
Quarisma Finance takes care of everything
All the data needed for the calculation of risk analytics is collected every day and cleansed by our data management team.
Managing hybrid portfolios can be challenging yet with Quarisma Finance it is no more difficult to calculate risks for complex cross-asset portfolios than it is to analyze equity or bonds portfolios.
You can generate standard regulatory reports (UCITS, AIFM, P/F…), or your custom reports, on demand (in a single click) or by batch (without even any click).
Easy to implement
Quarisma Finance can be fully implemented and ready-to-use in less than 1 month. Contact us.
Off-site and on-site
Cloud or no cloud: that is the question. Worth asking indeed as we offer both: a cloud solution or a local installation.
You have it all and for all asset classes
Monte Carlo: the HuLK VaR
Quarisma Finance has developed the HuLK VaR: a Monte Carlo based methodology that avoids over or under estimating risk across market regimes. HuLK VaR is the most reliable VaR as shown by multiple backtests.
Two VaR for the price of one if Monte Carlo VaR is simply not enough for you.
You would rather have them as risk indicators than as assets in your portfolio (delta, gamma, theta, vega, Interest Rate sensitivity or convexity, Credit Rate sensitivity or convexity…).
In normal or stressed environments, Quarisma Finance measures the percentage of your portfolio that can be liquidated at various horizons under selling speed or cost constraints.
Others may provide you with ex-post volatility/tracking error. So do we. But we also calculate ex-ante volatility/tracking error with full transparency of the benchmark.
You can choose among a comprehensive library of predefined historical stress tests or you may create your own correlated or non-correlated stress tests.
With Basel III, VaR calculation becomes essential. So to make sure you fulfill all the requirements, Quarisma Finance allows you to backtest the VaR of your portfolios.
Send us your VaR
For those of you not fortunate enough to be using Quarisma Finance, we even offer – free of charge – to check your own VaR calculation with our backtesting module.
Quarisma Finance provides risk managers, quantitative analysts and portfolio managers with accurate real-time calculation of any risk analytics.
Quarisma Finance SAS
142 rue de Rivoli
75001, Paris, France
+ 33 7 83 58 24 18 Send a message
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