ImpaQt allows for pre-trade portfolio risk suitability, enable on-going risk monitoring and automated investment proposals.

Key features

  • Is fully integrated into Avaloq using the Avaloq–swissQuant standard adapter.


The swissQuant risk and portfolio optimization engine ImpaQt:

  • Provides a consistent framework to measure financial product and portfolio risk for a very broad spectrum of applications
  • Aligns client portfolios with the bank’s in-house view through automated trade recommendations
  • Optimizes portfolios based on integer logic (as financial instruments usually trade in full quantities only or in lots)
  • Allows for risk suitability monitoring of every client portfolio, which is updated daily
  • Enables the building of a globally consistent product, risk and advisory application



Company: swissQuant
Category: Product Risk Classification
Released: 26 June 2018
Type: Standard Adapter