Quantifi provides next-generation interest rate modelling with ground-breaking performance and market-leading usability.
Valuation and risk management for even the simplest interest rate products have gone through revolutionary changes over the last several years. Driven by the credit crisis, new methods of pricing using dual-curve OIS discounting which takes into account existing collateral agreements have re-written the book in interest rate modelling. Quantifi is the first vendor to provide next-generation interest rate valuation that supports dual-curve pricing and risk management using the latest market best-practice and advanced numerical methods for ground-breaking performance.
In volatile markets, tools need to be reliable when they are needed most. 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.
Changes in valuation methods and the introduction of central clearing have transformed the way interest rate derivatives are 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 OTC markets as they happen, providing seamless support for our clients and allowing them to focus on their core business.
Increased market risks and new regulatory initiatives have driven a focus on counterparty risk measurement and management. Counterparty risk now affects all aspects of OTC trading, including front office pricing, accounting, credit risk management and regulatory reporting. Quantifi’s integrated counterparty risk solutions satisfy both front-office pricing and risk reporting requirements.
- Next-generation interest rate models using ‘dual-curve’ pricing
- Advanced pre trade pricing and structuring
- Efficient, scalable trading and risk management
- Integrated CVA and counterparty risk management
- Next generation transparent risk reporting
- Ground-breaking performance with integrated multi-core TBB™ and grid support
- Simplified operations and data management
- Long track record of innovation and first to market releases for all changes in the OTC markets