Quantifi has announced the latest release of its software, Version 18, which includes 304 new features and enhancements. This latest release provides superior performance, new BI reporting capabilities and includes the next-generation of risk analytics powered by data science. Version 18 also introduces features to help clients accelerate their IBOR transition programme with confidence. read more

by Quantifi & Irina Ursachi

Quantifi recently hosted a webinar on the IBOR transition. Over 350 individuals from across the financial service industry registered for the webinar and were invited to take part in a survey on the IBOR transition. Delegates were surveyed about how prepared their firms are for the transition and the key challenges and activities they will be addressing ahead of implementing the new risk free rates.  read more

The IBOR transition impacts almost every part of the financial services industry including banking, capital markets, insurance and asset management. The imminent retirement of IBOR has forced financial institutions to conduct an end-to-end inventory of IBOR exposure. This should cover the full range of processes, models and systems, including pricing, valuation, risk management and booking. This process has revealed a number of challenges for financial markets participants, with many having to rethink their operations and technology infrastructure and adopting new technologies to help with the transition.  Read More

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

Interbank Offer Rates (IBOR) play a pivotal role in the functioning of financial markets. The transition away from IBOR represents one of the biggest challenges facing financial services firms. The reform has been ongoing for more than two years, during which market-infrastructure providers, regulators, buy- and sell-side firms, and trade associations have been assessing and preparing for a significant transformational effort. This survey was conducted during a webinar hosted by Quantifi on ‘Navigating the IBOR Transition’. Over 350+ individuals from across the financial services industry registered for the webinar and were invited to take part in the survey. Read More

In the aftermath of the credit crisis, credit spreads soared to unpredicted heights. Basis spreads between three-month Libor and six-month Libor, for example, went from fractions of a basis point (where they had been quoted for decades) to double digits in a matter of months. Practitioners had to revise valuation methodologies to reflect these changes in the market. The accounting profession is now recognizing that these new market practices have important accounting implications as well.

Quantifi's 2019 Annual New York Conference

Quantifi's 2019 Annual London Conference