Quantifi is the recognised leader in valuation, trading, and risk management of credit products.
Following the credit crisis, the markets have continued to evolve rapidly. The introductions of standardised contracts and central clearing have transformed the way credit is traded, settled, and risk managed. Keeping ahead of these changes requires a significant investment of resources and time. Quantifi has a proven track record of first-to-market support for all major innovations in the credit markets as they happen, providing seamless support for our clients and allowing them to focus on their core business.
Valuation of complex credit products requires specialised knowledge. Quantifi is the market leader in valuation of credit products. Our solutions are trusted by the world's most sophisticated financial institutions, including five of the six largest global banks, two of the three largest asset managers, leading hedge funds, insurance companies, pension funds and other market participants.
The credit markets pose unique data management challenges. The volume and complexity of data and the impact of corporate actions and ticker changes are unique to credit. Quantifi understands these markets and has invested significantly in automating and simplifying data management using integrated data sources and corporate action feeds with systems designed specifically for credit.
Credit trading has specific operational requirements. Adapting to central clearing and the constantly changing operational environment as well as seamlessly supporting features such as terminations and novations require complex, flexible systems. Quantifi’s unique experience in this market again makes a difference with straight-through processing with DTCC and full support for terminations and novations.
- Proven, market-leading valuation models for cash and synthetic credit products
- Advanced pre trade pricing and structuring
- Efficient, scalable trading and risk management
- Integrated CVA and counterparty risk management
- Next generation transparent risk reporting
- Simplified operations and data management
- Integration of popular credit data vendors like Markit, CMA and Bloomberg
- Full support for terminations and novations
- Simplified corporate action support and corporate action feed
- Straight-through processing with DTCC
- Ground-breaking performance with integrated multi-core TBB™ and grid support
- Long track record of innovation and first to market releases for all changes in the credit markets