Products

/Products
Products 2017-01-16T09:00:29+00:00

OpVision

OpVision is an operational risk engine implementing the advanced approaches defined in Basel II. OpVision is owned by IRB Operational Risk, a joint venture of QRR with BBVA and Indra.

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OpData

OpData is an advanced multi-platform tool that stores, structures and analyzes operational risk loss events from different sources (internal and external).

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e-Portfolio

e-Portfolio is an advanced solution for portfolio optimization based on the Black-Litterman approach. Provides a wide range of tools for configuring the desired investment portfolio.

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CREST

CREST is our solution for the rating of consumer loans, mortgages and SME’s. It allows to build predictive models for the estimation of the probability of default (PD) of the counterparties from a set of historical data. CREST is a factory of models rather than a concrete rating model.

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CAT – Credit Analysis Tool

QRR Credit Analysis Tool (CAT) allows to perform calculations of multiple risk measures for credit portfolios at multiple levels of aggregation, including economic capital, expected loss, VaR, expected shortfall and VaR attribution.

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