Product

QIS Risk & Fragility Scanner

Diagnose hidden fragility, regime risk, and failure modes in QIS and systematic strategies built on NSE (India)-listed securities.

Overview

QIS Risk & Fragility Scanner is a diagnostic platform designed to stress-test and interrogate systematic equity strategies within India’s NSE markets. Rather than optimizing performance, it focuses on identifying structural weaknesses — regime dependence, assumption sensitivity, concentration risk, and breakdown conditions — before strategies are approved, distributed, or scaled. Outputs are designed specifically for investment committees, risk teams, and governance review.

Who it’s for

  • Institutional investors and allocators
  • Risk and governance teams
  • Banks issuing QIS / structured products
  • Strategy oversight / review committees
  • Consultants evaluating systematic strategies

The problem it solves

  • Strategies that perform well historically but break in specific Indian market regimes
  • Fragility to small rule, universe, or rebalance changes
  • Hidden concentration and dependency risks
  • Structural instability not captured by Sharpe, volatility, or drawdown alone
  • Insufficient documentation for committee-level review

Traditional analysis answers “How did it perform?” but not “How easily can it break?”

Core capabilities

Diagnostics designed for due diligence, oversight, and governance.

Strategy sensitivity analysis

  • Vary factor definitions, rebalance timing, universe size
  • Test filters/constraints and robustness

Regime-dependent behavior analysis

  • Bull/bear, low/high vol, transitions
  • Identify regimes where the strategy struggles

Concentration & dependency diagnostics

  • Exposures concentration, hidden factor reliance
  • Overlap/crowding indicators (where relevant)

Failure-mode identification

  • Conditions where breakdown occurs
  • Recurring structural weaknesses / drawdown accelerators

Governance-ready risk summaries

  • Committee-friendly risk narratives
  • Decision-ready red flags and documentation outputs

What it outputs

Risk summary

A governance-friendly synthesis of the most material fragility and risk observations.

Red flags

Decision-ready red flags and documentation outputs for committees.

Regime notes

Clear regime-dependent behavior notes, highlighting where the strategy struggles.

Make fragility visible.

Request a demo to see governance-ready diagnostics and risk summaries.

Request Demo