Quantifi has won Best Portfolio Analytics System at the bobsguide Software & Partnership Awards 2020. The awards recognise leading market participants across the financial services industry. The independent judging panel determined the winners after several rounds of assessment. Companies were judged on market engagement, the strength of recent technology developments, client experience and how well the solution stands out in the marketplace. read more

The COVID-19 pandemic has severely affected global markets, causing economic disruption at unprecedented speed and on a hitherto unknown scale. With the spread of the virus accelerating by mid-March 2020, the US economy has been severely impacted and there are understandable concerns about the damage caused to the worldwide economy. A number of small businesses have closed, either temporarily or permanently, and even large and well-known companies have declared bankruptcy. This blog explores the effects of the pandemic on the credit derivatives market and more specifically, how recent bankruptcies affected North American high yield CDS index trading, including CDX.NA.HY indices and the options on them. Read More

by Quantifi & Irina Ursachi

Interbank Offered Rates (IBORs), including the London Interbank Offered Rate (LIBOR), serve as widely accepted benchmark interest rates, and the forthcoming transition is one of the most significant changes for the financial services industry. The unparalleled scale of this industry-wide transition presents considerable challenges, including potential financial, legal, operational, conduct and reputation risks. This blog explores the challenges and risks of navigating the IBOR transition and the adoption of alternative reference rates. Read More

Historically, liquidity risk has been the poor cousin of market risk and credit risk. While the global financial crisis of 2008/2009 first pushed the issue of liquidity risk to the forefront of attention, the most recent market dislocation due to the COVID-19 pandemic has once again highlighted the salient significance of the topic. This is particularly so for institutional investment managers who have to meet margin calls, perform regular fund rebalancing, execute redemptions, among other potentially liquidity-threatening activities. Read More

by Quantifi

Quantifi has been named Best Sell-Side Credit Risk Product at the WatersTechnology 2020 Sell-Side Technology Awards. These awards recognise market-leading technologies developed specifically for sell-side firms. Whilst credit risk has always been of primary concern for banks, its importance became paramount during the credit crisis. More recently, the COVID-19 pandemic has again highlighted the importance of accurate valuation and robust management of credit risk.  read more

by Quantifi