Quantifi provides integrated valuation and next-generation risk management of Loans
and CLOs.
Loans are complex products and include hard to model features such as non-economic options. Quantifi provides state-of-the-art pricing and risk management designed specifically for the Loan markets. We provide market participants with new, high-performance modelling and analytical tools to manage risk effectively while simplifying the operational overhead typically required to analyse and understand loan and CLO portfolios. Users can drill down to the loan level to understand how risk is distributed across a portfolio. Sophisticated analysis demonstrates how various market scenarios impact portfolios and cash-flow structures.
Managing Loans and CLOs requires extensive and often hard to get data. Quantifi provides best in class data management tools specifically designed for Loans and CLOs that simplify the process of linking data from disparate sources, including external libraries, trustee reports and market data providers.
Modelling CLOs requires accurately representing the complex terms and waterfall structure. Quantifi accurately models the assets and liabilities of CLOs and provides an intuitive graphical drag and drop interface to visualise, analyse or model waterfall structures without a modelling language.
Detailed modelling of CLOs requires performance previously attainable only by large and expensive to maintain grid infrastructures. Quantifi provides ground-breaking performance with advanced numerical optimisations and integrated multi-core TBB™ and grid support.
- State-of-the-art models for Loans and CLOs
- Valuation of non-economic options embedded in loans
- Next-generation unified valuation and risk management including complex what-if scenarios
- Best in class data management tools.
- Transparent risk reporting
- Ground-breaking performance with integrated multi-core TBB™ and grid support
- Deep dive analysis of CLOs with waterfall visualisation
- Unified modelling and risk management across Loans, CLOs and other credit products
- Detailed relative value analysis
- Integrates easily with third-party data sources