QCR is a London based credit research and risk advisory firm focusing on improving risk management in the financial sector. By combining quantitative modelling tools and fundamental research QCR has developed a new credit evaluating methodology and financial software. This tool can help portfolio managers at hedge funds to identify mispriced assets on the credit markets (Credit Research) and the banking software developed using the new methodology (RISKAWARE) can support banks to calculate, monitor and stress test credit profile of their portfolios.
Capitalising on its international experience in-depth knowledge of credit risk management and QCR helps its clients to improve risk management and comply with changing regulatory requirements. We believe that existing risk management practices in the financial sector can be further developed in order to understand and manage risk more efficiently. We have expertise in developing risk management solutions to measure market and credit risk by applying mainstream risk management techniques (Risk Advisory) and have thorough understanding of Basel III and IFRS 9 regulatory framework. In addition to our core competencies in risk advisory QCR has IT capabilities to develop economic models into financial applications and integrate them to local systems and databases.