Quantifi Risk is an easy to install, flexible and intuitive turn-key trading and risk management solution that provides next-generation valuation, trade processing, risk management, and interactive reporting.
“Our decision to choose Quantifi Risk was based on its relatively short implementation time, ease of use and broad functionality"
- Brian Naini, Chief Risk Officer and Partner at Channel Capital
Easy to install, flexible and intuitive to use, Quantifi Risk provides an open and scalable system that automates the day-to-day valuation and risk management process for even the most complex OTC products. Based on our market leading models, Quantifi Risk provides timely, accurate and comprehensive risk management. Quantifi Risk is built on Quantifi Toolkit, our extensive, open library of market tested and validated models. This provides an open platform that allows clients to build their own proprietary models and easily integrate with existing models or data.
Key Benefits
- First to market support for CVA and OIS/CSA discounting
- Proven market leading models
- Advanced scenario engine provides rapid historical and what-if analysis
- Interactive reporting and drill-down
- Open, scalable architecture rapidly integrates with existing systems
- Groundbreaking performance
- Firm-wide consistent valuation with full integration of front-office desktop tools such as Excel™
- Intuitive to use
- Exceptional customer support
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- Historical and what-if scenarios
- Model specific sensitivities
- Interest rates by tenor
- Credit spreads by tenor
- Volatilities by surface point
- Correlations by surface point
- Recovery rates
- Corporate defaults
- Exchange rates
- Time (customisable)
- PnL and PnL attribution
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- Fixed Income
- Credit Derivatives
- Interest rate Derivatives
- Foreign Exchange
- Loans, CLOs, Synthetics
- Stocks and Stock Options
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- Rapid and efficient trade entry
- Bi-directional Excel™ connectivity
- Integrated data vendor support
- DTCC integration
- Automated corporate action processing
- Multi-core TBB™ and grid enabled
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Related Product
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