Integrated risk management and ALM platform enables dynamic modeling, scenario stress testing, cash flow projection, and optimization for regulatory and business goals.
More about QRM (Quantitative Risk Management)
Specialized software that analyzes and optimizes the relationship between pension liabilities and investment assets, helping to ensure long-term funding adequacy.
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Multi-source Data Import Supports data extraction from diverse sources (custodians, banks, spreadsheets). |
Product supports data import from multiple sources, including banks, custodians, and spreadsheets. Referenced as core for client onboarding and modeling. (See QRM ALM docs and feature list) | |
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Real-time Data Feeds Ability to ingest data in real-time or near real-time. |
QRM ALM touts real-time risk and balance sheet analytics, which implies real or near real-time data ingestion. | |
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Automated Data Reconciliation Automates matching and verification for data integrity. |
Automated data reconciliation discussed in platform overviews—ensures data accuracy for downstream analytics and reporting. | |
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Flexible Data Mapping Allows dynamic mapping of external data fields to internal system fields. |
Flexible data mapping described as supporting client-specific data structures and fields. | |
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Historical Data Storage Maintains comprehensive archives for trend analysis and compliance. |
Historical database designed to store and retrieve transactional and positional data for multi-year analysis. | |
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Custom Data Transformation Supports bespoke transformation or calculation during integration. |
Custom data transformations are supported via rules and scripting as part of onboarding and integration. | |
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Scalability Ability to handle increasing data volume without degradation. |
No information available | |
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Error Logging & Notification Proactively notifies users of data integration failures or mismatches. |
Describes error alerting and reconciliation dashboards in both documentation and product materials. | |
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API Availability Availability of robust RESTful or SOAP APIs for external systems. |
REST API and web services for system integration documented in QRM's technical documentation. | |
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Data Validation Rules Facility to define rules for data consistency and validation. |
Custom rules validation described in AML/ALM modeling process. | |
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Scheduled Data Refresh Automates periodic data downloads and updates. |
Offers fully automated and configurable scheduled data refresh and loading cycles. | |
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Ad-hoc Data Import Tools Tools for quick, on-demand data importing and mapping. |
Ad hoc import supported through user interface and batch tools. | |
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Data Encryption In Transit Ensures all inbound/outbound data is encrypted during transfer. |
Encrypts data in transit over all interfaces as part of security best practices for SaaS/cloud and on-premises clients. | |
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Support for Multiple File Formats Handles data in formats like CSV, XML, JSON, and Excel. |
Handles a wide range of file formats (CSV, XML, JSON, Excel) as described in data loading interface documentation. |
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Actuarial Model Library Supports standard and custom actuarial models (e.g., PUC, Projected Unit Credit, Entry Age Normal). |
Model library includes standard actuarial models, e.g., Projected Unit Credit, Entry Age Normal, plus custom methods. | |
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Customizable Assumptions Edit economic (discount rates, inflation) and demographic (salary increases, mortality) assumptions. |
Customizable discount curves, mortality tables, salary projections, inflation rates, etc. available through product config. | |
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Scenario Analysis Evaluate liabilities under multiple future economic environments. |
Scenario analysis engine is a central feature: allows for forward-looking projections under multiple dynamic conditions. | |
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Stochastic Simulations Run Monte Carlo or other probability-based simulations. |
Platform supports both deterministic and stochastic simulations, with Monte Carlo routines implemented. | |
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Deterministic Forecasting Generates single-path, point-in-time liability projections. |
Supports deterministic projections for liability and asset paths. | |
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Funding Ratio Calculation Calculates funding status and tracks changes over time. |
Calculates funding ratios and tracks weekly/monthly/quarterly changes as a dashboard metric. | |
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Sensitivity Analysis Measures impact of small changes to key assumptions. |
Sensitivity analysis supported; platform allows parameter sweeps and shock analysis. | |
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Valuation Frequency Maximum frequency for recalculating liabilities. |
No information available | |
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Model Calibration Allows calibration of model using historical data. |
Calibration to historical data and parameter tuning supported via model interface. | |
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Stress Testing Models extreme or adverse scenarios for liabilities. |
Stress testing features for both assets and liabilities highlighted in ALM presentation materials. | |
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ALM Balance Sheet Projections Projects integrated asset and liability cashflows. |
ALM balance sheet simulations are a foundational part of QRM ALM—see product demos. | |
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Data Export Ability to export liability forecasts to 3rd party formats. |
Can export forecasts and projections to Excel, CSV, and other 3rd party formats. | |
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Peer Group Benchmarking Compare liability metrics against peer plans or industry averages. |
Supports peer benchmarking via comparative dashboards and reporting tools. | |
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Dynamic Reporting Dashboards Interactive visualization and reporting for liability analytics. |
Dynamic analytics dashboards shown in most product videos and whitepapers. |
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Asset Class Support Modeling capabilities for all key asset types (equities, fixed income, alternatives, etc.). |
Product supports all common asset classes including listed and OTC products. | |
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Multi-currency Valuation Tracks and values assets across global currencies. |
Multi-currency support including full currency laddering and FX risk analytics. | |
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Custom Asset Modeling Supports flexible creation of custom or non-standard asset classes. |
Custom asset class definitions available within modeling environment. | |
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Transaction Capture Supports detailed entry/import of trades and cashflows. |
Detailed trade/transaction-level capture and import supported. | |
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Real-time Market Data Integration Incorporate live prices, yields, and rates from market feeds. |
Real-time or end-of-day market data integration from Bloomberg, Reuters, etc. supported. | |
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Portfolio Simulation Simulate forecasts or historical scenarios for portfolios. |
Portfolio simulation—both forward and back-testing—offered as a reporting option for all portfolio types. | |
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Asset-Liability Matching Tools Quantifies how asset cashflows match liability obligations. |
Cashflow matching analytics are offered as out-of-the-box reporting. | |
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Automated Rebalancing Engines Rules-based or algorithm-driven portfolio rebalancing. |
Automated rules-based portfolio rebalancing available for treasury and investment clients. | |
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Performance Attribution Analysis Identifies sources of return and risk in portfolios. |
Performance attribution features for return & risk decomposition built-in. | |
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Look-through Reporting Granular breakdown and transparency of pooled or structured products. |
Look-through reporting for structured, pooled, and alternative investment exposures documented. | |
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Stress Testing Estimates impacts of adverse asset market movements. |
Asset-side stress testing on market risk, credit, liquidity, and more provided. | |
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Custom Benchmarks Construct and track portfolio benchmarks and targets. |
Fully-customizable benchmark and blended index support. | |
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Compliance Monitoring Real-time alerting of portfolio breaches versus investment policy. |
Compliance module allows real-time portfolio guideline monitoring. |
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Dedicated Cashflow Matching Tools Quantifies, visualizes, and optimizes asset-liability cashflow matches and gaps. |
Has dedicated cash flow matching and gap visualization tools; essential for ALM. | |
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Immunization Strategies Implements and measures duration/contribution matching portfolios. |
Duration matching/immunization support indicated in risk/hedging documentation. | |
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Optimization Solvers Linear/nonlinear optimizers for maximizing funding ratios or minimizing risk. |
Optimization routines for asset allocation and funding ratio maximization described. | |
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Custom Constraints Optimization engine supports custom client constraints (ESG, illiquidity, allocations). |
Optimization solvers accept custom constraints including ESG, liquidity, etc. | |
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Dynamic Rebalancing Suggestions Actionable rebalancing recommendations in response to liability and market shifts. |
Platform recommends dynamic rebalancing actions based on liability/asset shifts. | |
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Funding status optimization Tools to optimize for full funding or other solvency metrics. |
Funding optimization (e.g., full funding, solvency targets) is core to platform modeling. | |
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Hedge Effectiveness Analysis Tracks performance of LDI/liability hedging strategies. |
Tracks hedge effectiveness for liability-driven investing and risk management. | |
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What-if Scenario Modeling Analyze asset-liability impact under user-designed scenarios. |
Allows user-designed what-if scenario testing with full dashboard visualization. | |
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Liquidity Analysis Quantifies asset liquidity versus liability outflows. |
Detailed liquidity analysis available to finance and treasury users. | |
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Cashflow Coverage Ratio Tracking Ongoing measurement of asset coverage for near-term liabilities. |
Cashflow coverage ratio tracked as part of ALM regime. | |
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Multi-Period Optimization Optimization horizon can be set on multiple rebalancing periods. |
Multi-period optimization/horizons supported in optimization engine. | |
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Constraint Violation Reporting Reports and explains where optimization fails to meet user or regulatory rules. |
Constraint violation reports and diagnostics provided when optimization is not possible under current inputs. | |
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Custom Objective Function Support Allows users to define their own optimization objectives. |
Objective function editing allowed for custom optimization goals. |
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Interest Rate Risk Modeling Quantifies impact of rate changes on liabilities and asset values. |
Interest rate risk analytics are a prominent use case for QRM. | |
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Longevity Risk Analytics Measures how changes in mortality modify liability projections. |
Longevity/mortality risk analytics supported—especially for pension funds. | |
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Scenario-based Value at Risk (VaR) Provides VaR estimates at portfolio and total plan level. |
Scenario-based VaR provided at various plan and portfolio aggregation levels. | |
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Key Rate Duration Analysis Breakdown of liability sensitivity to specific points on the yield curve. |
Can analyze key rate durations—documentation covers this method. | |
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Inflation Risk Modeling Quantifies plan exposure to price and wage inflation. |
Inflation risk/price-wage risk modeling available, with customizable scenarios. | |
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Concentration Risk Analysis Highlights major exposures within asset portfolios. |
Concentration risk analytics for portfolios is a standard report type. | |
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Liquidity Risk Quantification Models risks from asset illiquidity and liability timing mismatches. |
Liquidity risk quantification covered in ALM and Treasury Risk literature. | |
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Currency Risk Analysis Evaluates risk and hedging needs in global portfolios. |
Currency risk analysis and hedging support is a core feature. | |
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Risk Reporting Frequency Maximum frequency for running and reporting risk analytics. |
No information available | |
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Custom Risk Metric Support Allow definition of new, user-specific risk measures. |
Custom risk metrics may be defined using scripting and report configuration. | |
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Integrated Stress Testing Combines asset and liability stress tests in unified scenarios. |
Supports unified asset/liability stress-test scenario results. | |
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ESG Risk Analytics Ability to analyze risks from environmental, social, and governance factors. |
Some support for ESG risk—platform supports custom risk factors including ESG. | |
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Counterparty Risk Reporting Measures exposures and risks to single or groups of counterparties. |
Tracks exposure to individual and groups of counterparties, as part of credit risk reporting. |
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Compliance Templates Built-in templates and workflows for regulatory requirements (IFRS, US GAAP, Solvency II, etc.). |
Compliance templates include US GAAP, IFRS, Solvency II, and more. | |
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Audit Trail Capture Automated tracking of changes, overrides, and approvals within the system. |
Audit trail capture is mandatory for QRM clients—described in user admin guide. | |
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Customizable Reporting Engine Design and deploy custom statutory or management reports. |
Reporting engine is fully customizable by user/admin. | |
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Automated Regulatory Filings Generates compliant files for e-filing to authorities. |
Can produce output for e-filing via regulatory-compliant formats per description of product capabilities. | |
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Data Retention/Archiving Controls Ability to set retention periods and retrieve archived records. |
Configurable data retention rules, with retrieval, are standard for QRM financial services deployments. | |
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Multi-jurisdiction Support Simultaneously supports different local and global regimes. |
Multi-jurisdiction and cross-border regulatory support present in ALM and compliance modules. | |
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On-demand Report Generation Users can generate ad-hoc reports for regulators or auditors. |
Allows users to create reports on demand for variance, compliance, and audit. | |
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Role-based Report Access Report access tailored to user’s job function and permissions. |
Role-based access for viewing/generating reports implemented in admin console. | |
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Automated Alerts for Compliance Deadlines Proactive notification of upcoming filing/reporting deadlines. |
Automated workflow and email alert system for regulatory deadlines and workflow tasks. | |
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Parameterizable Disclosure Formats Adaptation of outputs to distinct regulatory templates. |
Parameterizable output formatting for a variety of disclosure and reporting templates. | |
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Integrated Document Repository Stores historical and current submissions for easy retrieval. |
Central document repository for submissions and reports; referenced in client documentation. |
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User-defined Scenario Inputs Allows creation and editing of custom economic, demographic, and market scenarios. |
User-defined scenario inputs for model and risk scenarios are a prominent feature. | |
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Multi-variable Scenario Support Scenarios can include correlations and interdependencies. |
Supports multi-variate scenario modeling, including correlations and dependencies. | |
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Historical Scenario Replay Re-run actual past market conditions to stress test portfolios. |
Users can replay historical events as stress scenarios in the simulation environment. | |
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Regulatory Scenario Support Supports officially prescribed scenarios for local/global regulatory evaluations. |
Mandated regulatory scenarios (e.g., EBA, CCAR/DFAST) available for simulation. | |
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Multiple Simulation Methods Monte Carlo, bootstrapping, and other simulation engines integrated. |
Multiple simulation engines and methods invoked depending on scenario requirements. | |
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Batch Scenario Runs Execute large sets of scenarios in parallel or scheduled batches. |
Scenario batches can be scheduled and run in parallel for large clients. | |
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Scenario Visualization Tools Interactive graphs and tables showing scenario impacts. |
Scenario impacts visualized through interactive dashboards. | |
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Scenario Export Options Export scenarios and results to external systems or reports. |
Scenario and report outputs exportable to common formats. | |
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Scenario Storage Capacity Maximum number of scenarios stored, retrievable for comparison. |
No information available | |
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Scenario Comparison Tools Visually compare impacts from multiple user and system-defined scenarios. |
Multi-scenario comparison dashboards and tools available for user-defined and standard scenarios. |
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Concurrent User Support Maximum simultaneous active users supported. |
No information available | |
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Batch Processing Speed Throughput for bulk or overnight computations. |
No information available | |
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Disaster Recovery Systems Capabilities for backup, failover, and minimal downtime. |
Disaster recovery and backup/failover architecture described in product infrastructure overview. | |
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User Role Management Fine-grained access controls by user role and department. |
Granular user/role access control available throughout the platform; described in setup documentation. | |
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Audit Logging Permanent logs of user/system actions for security and compliance. |
Audit logging is central to QRM's compliance and control frameworks. | |
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Single Sign-On (SSO) SSO integration with enterprise authentication providers. |
Supports SSO integrations with enterprise authentication tools (ADFS, SAML, etc.). | |
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Data Encryption at Rest All stored data is encrypted and access-controlled. |
Encrypts all data at rest as per stated security architecture. | |
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Application Response Time Mean latency for on-screen actions under standard load. |
No information available | |
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Modular Deployment Deploy only necessary system modules to fit client scale. |
Modular system deployment is standard—clients select and deploy only the needed modules. | |
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Penetration Testing Certification Regular third-party penetration/security testing performed. |
Penetration testing by third parties and security certifications documented in enterprise client due diligence. |
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Intuitive User Interface Easy-to-navigate interface with modern UX design principles. |
User interface and workflow design regularly updated to maintain modern, intuitive standards. | |
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Customizable Dashboards Users can tailor dashboards to their role and workflow. |
User-customizable dashboards included; layout and content adjustment supported. | |
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Role-based Workspace Views Workspaces and home screens customized by user authority. |
Role-based workspace/homepage views as part of UX tailoring. | |
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Task Automation Tools Automate repetitive, rules-driven tasks (e.g., alerts, report generation). |
Automation tools for repeatable reporting and workflow tasks integrated. | |
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Bulk Edit/Upload Utility Allows users to import, update, and change data en masse. |
Bulk upload/edit utilities are standard for onboarding and maintenance. | |
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Guided Workflow Templates In-built best-practice workflows for critical processes. |
Best-practices and workflow templates provided; can be tailored by organization. | |
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In-system Notifications Immediate alerts on workflows, completion, errors, or deadlines. |
Notifications for tasks, workflow, errors, and deadlines enabled by default. | |
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Approval & Review Chains Automated routing of changes and outputs for sign-off. |
Approval/review chains automate sign-off and audit needs for sensitive workflows. | |
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Help & Documentation Portal Full in-platform searchable help, guides, and API documentation. |
In-platform documentation, help, and searchable API reference available. | |
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System Customization Access User, team, or department can self-serve adjust layouts, terms, and templates. |
Users can self-serve adjust layout, naming, reporting, and template settings. |
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Dynamic Interactive Charts Supports charting for assets, liabilities, ALM, and risk analytics. |
Interactive charting for all major analytics and reporting domains. | |
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Custom Report Builder Drag-and-drop or coded report design and layout tools. |
Custom report design and building tools included (drag-and-drop/coded). | |
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Scheduled Reports Automate periodic delivery of key reports to distribution lists. |
Scheduled report generation and distribution available. | |
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Export to Multiple Formats Output reports in PDF, Excel, CSV, and XML for stakeholders. |
Export to PDF, Excel, CSV, and XML enabled in reporting dashboards. | |
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Role-based Content Personalization Tailors reports depending on user group (board, treasury, audit, etc.). |
Role-based configuration for report viewing across organization levels. | |
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Regulatory Disclosure Reports Prepackaged reports mapped to regulatory disclosure formats. |
Regulatory disclosure report packs prebuilt for select global regimes. | |
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Audit-ready Reporting Output with full traceability and compliance evidence. |
Audit-ready reporting with full data provenance and workflow record. | |
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Customizable Visual Themes Maintain corporate branding and styles in all outputs. |
Reports and charts can be themed with company branding/visual identity. | |
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API-Driven Data Extraction Programmatic data feeds for internal/external BI and analytics tools. |
API-based data and report extraction supported for integration with BI and analytics tools. | |
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Large Volume Report Handling High-speed and capacity for large/distributed user bases. |
High-speed, large-volume report handling observed in enterprise client deployments. |
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Comprehensive API Suite Robust, documented APIs for push and pull to/from third-party systems. |
Comprehensive documented API suite for push/pull data and workflows. | |
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Plug-in/Connector Marketplace Availability of prebuilt connectors to common treasury, accounting, and investment systems. |
Prebuilt connectors/plug-ins for common ERP, investment, and treasury systems. | |
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Custom Integration Toolkit Embedded support for customer-specific ETL (extract, transform, load) and interface development. |
Custom ETL and integration tools provided for advanced client requirements. | |
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Data Feed Scheduler Rules engine for automatic periodic data exchanges with other systems. |
Supports scheduled/rules-based data exchanges with other systems. | |
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Single Sign-on Integration Federated authentication with existing IT infrastructure. |
Single sign-on integration supported for system extensibility. | |
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Webhooks Support Trigger automatic push of selected events/data to other systems. |
Webhook-type push event support available for downstream notifications/integration. | |
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Custom Report API Endpoints Expose custom reporting through REST/SOAP services. |
Custom reporting endpoints for APIs available for client-specific integrations. | |
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Third-party Authentication Support Integration with OAuth2, SAML and similar standards. |
OAuth, SAML and other enterprise authentication integrations supported. | |
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Integration Monitoring & Audit Monitor and log status of every inbound/outbound integration. |
Monitoring and audit for interfaces/integration is consistent with enterprise platform standards. | |
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Sandbox/Test Environments Full-feature dev/test environments for safe experimentation. |
Dev/test sandbox environments provided for all enterprise clients. |
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