QRR, a spinoff of RiskLab-Madrid, is a technology company specialized in:
It has inherited ten years of experience, business contacts and partnerships from RiskLab-Madrid.
People are the main asset at QRR: our team is composed of PhD's in science with a strong background in mathematical finance and software engineers. These highly quantitative and technological profiles give us the ability to develop powerful solutions adapted to our clients needs.
In the last few years, QRR has been part of the development of OpVision, an operational risk engine implementing the advanced approaches defined in Basel II, presently at work at BBVA. OpVision is owned by IRB Operational Risk, a joint venture of QRR with BBVA and Indra.
Another tool developed at QRR is e-Portfolio, an advanced software for portfolio optimization based on the Black-Litterman approach, that is being used at La Caixa (Personal Banking).
A recent addition to QRR software solutions is QRR Rating, a rating engine which allows rating both bond issuers and SMEs.
QRR is at the moment involved in several initiatives in Spain, other European countries and the USA.