QRR, a spinoff of RiskLab-Madrid, is a technology company specialised in:

• models for risk management, portfolio optimization, derivatives pricing,
• consultancy
• training.

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 by PhD's in science with a strong background in mathematical finance and by 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, a second generation software for portfolio optimization based on the Black-Litterman approach, that is being used at at La Caixa (Personal banking).

A recent addition to QRR software solutions is QRR-Rating, a rating engine which allows for the rating both of bond issuers and SME.

QRR is at the moment involved in several initiatives in Spain, other European countries and USA.