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News > A-Team Group and Quantifi V 9.3 |
January 2010 - A-Team Group and Quantifi V 9.3
Pricing and risk analytics solution vendor Quantifi is bargaining on a “regulatory tsunami” this year to spur on spending in the OTC derivatives valuations data and risk management sector, according to CEO Rohan Douglas. In order to keep pace with the changes, the vendor has upgraded its flagship pricing, hedging and risk analysis solution by adding in new functionality to support risk reporting, streamline operations, expand product support and improve performance and scalability, elaborates Douglas.
“Regulatory change has already had a profound impact on the OTC markets and we believe this impact is only just beginning. We expect 2010 will see significant changes to market structure, the introduction of additional standardised products, and an increased demand for efficient and automated OTC processing and more detailed and timely risk management,” he explains.
Please visit A-Team to read the entire article (subscription required) |
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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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