countRS
countRS is a regulated European venue that turns discrete events—such as sovereign risk, gas storage levels, and pre-IPO valuations—into directly tradable assets for institutional investors. The platform replaces opaque bilateral contracts and proxy hedges with a single streamlined channel, enabling clean risk transfer between parties on opposite sides of event exposure. Launch candidates include a contract tied to PCS-reported US named storm losses and a digital paying on EU gas storage levels exceeding 90% on 1 November.
- Financial Technology
- Insurance Technology
- Software Only
Funding
Founders
Founder details are not available yet.
Product
Problem
European institutional investors face significant challenges when seeking exposure to discrete events—such as sovereign risk, gas storage levels, or pre-IPO valuations—that drive capital-allocation decisions. The historical alternatives, bilateral contracts and proxy hedges, are routed through layers of intermediaries, making the process operationally complex, slow, opaque, and indirect. No instrument currently provides clean, direct exposure to event payoffs.
Solution
countRS provides a regulated European venue that turns discrete events into tradable assets, giving institutional investors direct and clean exposure to the outcomes that move markets. The platform collapses the inefficient, opaque, and indirect route of OTC instruments into a single streamlined channel, eliminating the need for proxy hedges and intermediary layers. By standing directly between institutions and the events they need to trade, countRS enables more efficient capital allocation and reduces operational complexity. The venue connects institutions on opposite sides of event risk—those seeking to remove exposure and those looking to own defined, uncorrelated payoffs—enabling clean risk transfer. The venue is designed specifically for Europe's institutional investor community, offering a compliant and transparent alternative to existing market structures.
Target Audience
Primary customers are European institutional investors, including asset managers, hedge funds, and treasury desks, who need direct and efficient exposure to discrete market-moving events. Additional participants include energy traders, utility companies, insurers, and reinsurers seeking to hedge or take on specific event-driven risks.
Features
- Regulated European trading venue purpose-built for event-based assets
- Direct exposure to discrete outcomes including sovereign risk, gas storage levels, and pre-IPO valuations
- Replaces bilateral contracts and proxy hedges with a single, streamlined trading route
- Eliminates layers of intermediaries, reducing operational complexity and cost
- Launch candidate: contract paying proportionally on PCS-reported US named storm losses between $20bn and $30bn, targeting hedges from peak-zone reinsurers and takes from ILS funds, primary insurers, and reinsurers
- Launch candidate: digital paying in full if EU aggregate gas storage exceeds 90% on 1 November, enabling energy traders to price the fill level directly without basis risk