Sensitivity analysis of Monte Carlo simulation can provide more robust risk models for example in business, credit and systemic risk. Our quantum algorithm can be used perspectively to evaluate a companies global risk exposure to enable timely hedge positions or develop mitigation strategies.
Customer values/problems solved
- Scenario analysis of (macro-)economic or political events, competition, or changes in the company’s reputation, or regulation or tax, etc.
- What-if scenario analysis
- Analyse model output against small perturbations of input parameter
- Derive most sensitive events for future business revenues
- Profit and loss forecasting and budget evaluation
- Quantum computing