Counterparty Credit Risk

Quantifi Whitepaper Explores How Blockchain Could Change the Financial Markets

Tuesday, September 11, 2018

Quantifi has announced the release of their whitepaper titled ‘How Blockchain Could Change the Financial Markets’. The paper was co-written with Noble Markets, a provider of post-trade technology for the OTC markets and OKCoin, a leading blockchain technology company. The paper focuses on two important areas for financial markets – blockchain’s impact on financial transactions (OTC derivatives, syndicated loans) and risk management. read more

Part 2: How Blockchain Could Change the Financial Markets

Wednesday, August 15, 2018

by Quantifi, Noble & OKCoin

This whitepaper focuses on the applications of blockchain technology on various aspects of the capital markets. The blockchain technology platform is a distributed ledger technology (DLT) system, which has triggered a fundamental challenge to the nature of money, transforming current business processes. It is one of the most disruptive technologies available at present, designed to simplify the value chains around trading, payment and market infrastructure. If fully adopted, blockchain will create a more efficient, more transparent and more secure marketplace whilst reducing transaction processing costs.

COFCO International Selects Quantifi as its Commodity Credit & Counterparty Risk Management Solution

Wednesday, July 18, 2018

Quantifi has been selected by COFCO International, a world-class integrated global agribusiness, to help monitor, manage and report their credit & counterparty risk. Headquartered in Geneva, Switzerland, COFCO International employs 12,000 people in 35 countries. In 2017, it handled 100+ million tonnes of related commodities, with revenues of $34bn. read more

Explaining the Two Key FRTB Frameworks

Wednesday, June 28, 2017

FRTB is intended to address the undercapitalisation of trading book exposures witnessed during the financial crisis. While the basic goals and ideas of FRTB are simple, it differs materially from the existing Market Risk regulations. FRTB is likely to have a substantial influence in the way firms are organised, and their approach to measuring and reporting risk. There will also be an overall business and operational impact.  Banks need to decide whether the costs associated with operational and IT change is justified.  Read More

Bunge Selects Quantifi’s Credit and Counterparty Risk Management Solution

Friday, March 31, 2017

Global commodity trading firms must manage an array of counterparty risks. Historically, firms have relied on multiple tools for counterparty credit risk management, including excel spreadsheets for exposure calculations and reporting and email to communicate credit decisions. To further enhance its counterparty risk management capabilities, Bunge’s credit risk group began an initiative to implement an enterprise-wide approach to credit risk management. 

Chartis Positions Quantifi as Best-of-Breed Provider in RiskTech Quadrant® for Commodity Trading Risk Management

Tuesday, March 7, 2017

Chartis, a provider of research and advisory services covering the global markets for risk and compliance technology, recently published a report ‘Commodity Trading Risk Management Systems’ in which it analysed the emerging business and technology trends in the market, and how they are influencing commodity trading firms’ solution requirements. Quantifi has been positioned as ‘Best-of-Breed’ provider by Chartis for commodity trading risk management.  read more

Quantifi Recognised in Commodity Business Awards for Trading, Risk & Portfolio Management

Monday, January 23, 2017

Quantifi has been shortlisted in the Commodity Business Awards 2016 for Trading, Risk & Portfolio Management (Excellence in Agricultural & Softs) and Commodity Market Development (Excellence in Risk Mitigation). The awards, run by Commodities Now magazine, identify commodity firms and technology providers that have had a significant impact on the commodity markets. read more

Importance of Liquidity for Functioning of Financial Markets

Tuesday, January 10, 2017

The global financial crisis highlighted the importance of liquidity in functioning financial markets. Pre-2008, market participants received easy access to readily available funding and were ill-prepared for events that transpired during the credit crisis Failure to adequately assess and manage liquidity underpinned major market turmoil, triggering unprecedented liquidity events. Read More

FRTB: Strengthening Market Risk Practices?

Monday, December 19, 2016

by Quantifi and Kauri Solutions

The Basel Committee’s overhaul of the market risk capital framework marks a major change to previous versions. FRTB is likely to have a substantial influence in the way firms are organised, and their approach to measuring and reporting risk. For example, at desk level there will be a requirement to monitor SA capital in addition to IMA. Banks need to decide whether the costs associated with operational and IT change is justified. Are more complex products likely to pay for themselves given the majority of the life of a trade will need to be calculated with SA as opposed to IMA? What is the impact of CVA charges?

Why Measure Counterparty Credit Risk?

Thursday, August 4, 2016

Counterparty credit risk (CCR) is currently one of the most complex topics for financial institutions. This complexity comes from many different sources but is primarily related to the multiple definitions and uses of counterparty credit risk. Therefore, the first question to ask yourself before modeling counterparty credit risk is why do you want to measure it? Read More