Quantifi - The Credit Derivative Specialist

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> Quantifi/Rickie Market Solution/Markit Seminar

December 2008 - Quantifi/Rickie Market Solution/Markit Seminar


Quantifi's partner in Japan, Rickie Market Solution, organized a seminar together with Markit Japan. The theme of the seminar was "International Movements on Valuation Methods of Securitized Products and Their Effects on Accounting".

The event was well attended thus proving how important valuations of illiquid structured credit products are for Japanese financial institutions before the end of the fiscal year.

In the seminar, Katsumi Mizutani, President of Markit Japan talked about the current status of valuation methods and the new movements on accounting standards.

James Glover, Head of Asia-Pacific, Quantifi Inc. made a speech titled "CDO Modeling - Challenges and Evolution".

Previous to the seminar, James Glover conducted a one-day training course which covered valuation methods of structured credit products. Participants from financial institutions, accounting firms, rating agencies and financial solution vendors studied the subject earnestly.

Please contact Quantifi for further information or to discuss upcoming events.

 


Highlights

Quantifi has extended the functionality of its credit derivative valuation software to include the ability to price loan credit default swaps (LCDS) and tranches on LCDS (Synthetic CLOs).

“Rapid growth in the LCDS market created immediate trading opportunities. Quantifi has responded to our needs for new models and tools for this market with impressive speed. We have come to expect this level of responsiveness and commitment from Quantifi”, said Rizwan Akhter, Structured Credit Portfolio Manager at DiMaio Ahmad Capital – a New York based alternative investment management firm.

 
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