ImpaQt

ImpaQt allows for pre-trade portfolio risk suitability, enable on-going risk monitoring and automated investment proposals.

The swissQuant risk and portfolio optimization engine ImpaQt:

Provides a consistent framework to measure financial product and portfolio risk for a very broad spectrum of applications
Aligns client portfolios with the bank’s in-house view through automated trade recommendations
Optimizes portfolios based on integer logic (as financial instruments usually trade in full quantities only or in lots)
Allows for risk suitability monitoring of every client portfolio, which is updated daily
Enables the building of a globally consistent product, risk and advisory application

Key features

Description

The swissQuant risk and portfolio optimization engine ImpaQt:

Provides a consistent framework to measure financial product and portfolio risk for a very broad spectrum of applications
Aligns client portfolios with the bank’s in-house view through automated trade recommendations
Optimizes portfolios based on integer logic (as financial instruments usually trade in full quantities only or in lots)
Allows for risk suitability monitoring of every client portfolio, which is updated daily
Enables the building of a globally consistent product, risk and advisory application

Preview

Share

Company: swissQuant

Category: Product Risk Classification

Released: 26 juin 2018

Type: Standard Adapter