RQ+ transforms the subjective probability and impact data your firm already holds into expected losses, tail-loss capital figures, and control ROI — outputs your CFO, board, and regulator can act on.
The firm ranked SR1 as High. The RQ+ VaR ranking places it 9th out of 29. The risks at the top of the real list were not on the firm's radar.
Every regulated firm has a risk register. Almost none can give their finance function the four numbers it actually needs.
Heatmap colours are not provisionable. Finance needs an expected loss figure — a number it can book and justify to auditors. P × I doesn't produce one.
Multiplying probability by impact is statistically flawed. It ignores uncertainty, assumes SMEs are perfectly calibrated, and routinely mis-ranks your most dangerous exposures.
ICARA demands a defensible 1-in-200-year loss estimate at 99.5% confidence. A sum of impact scores is not that. Regulators increasingly know the difference.
Without quantified return on control investment, risk budgets are set by assertion. Every CFO knows this. Until now, almost none had a way to fix it.
RQ+ takes the data your SMEs already provide and applies a Monte Carlo statistical transformation calibrated to observed operational risk behaviour.
The average annual financial loss for each risk, aggregated across your portfolio. A provisionable number — conceptually equivalent to how banks provision for loan defaults. Finance can book it.
The 1-in-200-year loss per risk and for the firm as a whole — using correlations, not a naïve sum. The ICARA capital figure regulators expect, with a methodology you can defend.
The VaR reduction from a 1% improvement in any control. For the first time, every line in your risk control budget has a measurable, defensible financial return attached to it.
Aggregate VaR across all risks using a correlation matrix — not the 100%-correlated naïve sum that overstates capital need. The number your board needs to demonstrate capital adequacy.
The VaR-based ranking RQ+ produces is materially different from your firm's own ranking. In our client example, the five risks with the highest VaR were not at the top of the firm's heatmap. Risk management decisions made on the basis of P × I are being made on the wrong list.
RQ+ is available as a fully documented REST API. Feed in your risk register data and receive EL, VaR, deltas, and portfolio capital in real time — no spreadsheets, no manual recalculation.
Call the API with revised probability, inherent impact, and residual impact. Receive a full loss distribution, EL, and VaR at your chosen confidence level.
Portfolio-level VaR with user-defined correlation assumptions. Reproducible, auditable, and traceable to inputs — built for regulatory scrutiny.
Submit a proposed control improvement and receive the resulting VaR delta. Quantify the return on every control investment before committing the budget.
Feed outputs into ICARA tools, GRC platforms, capital planning models, or board reporting dashboards. Risk intelligence as infrastructure, not a separate silo.
Get a firm-wide EL figure finance can book, a 99.5% VaR your board can present, and a clear ROI on every control budget line. Replace assertion with evidence.
Replace subjective heatmaps with probabilistic VaR rankings. Show regulators a methodology that holds up under scrutiny and demonstrates genuine capital adequacy thinking.
ICARA, operational resilience, and model governance all push toward probabilistic, capital-linked quantification. RQ+ gives you that framework — built on the data you already hold.
"Risk management becomes a financial discipline — not a colour-coded spreadsheet."
opriskdelta · RQ+ · 2026
We run a live session using your firm's existing data. No new data collection. A working output — EL, VaR, deltas, portfolio capital — in one session.