Jefferies Group LLC selected Quantifi to support its growing structured credit business. Jefferies Group LLC (Jefferies), the largest independent full-service global investment banking firm headquartered in the U.S, is a leader in providing insight, expertise and execution to investors, companies and governments. To support this synthetic CDO business, Jefferies sought to acquire a state-of-the-art pricing and analytics solution with enhanced capabilities for synthetic structured products, instead of developing its own in-house system. read more
In 2015, OeKB selected Quantifi as its front-to-middle office solution for counterparty risk and IFRS 13. The bank has recently gone live on Quantifi for market risk. The key variable in the measurement and management of OeKB’s market risk is economic capital which is calculated using Value at Risk (VaR) over a one-month time horizon. OeKB was previously calculating HVaR on a quarterly basis using a legacy system. read more
Piraeus has played a pivotal role in supporting the recovery of the Greek economy and restoring trust in Greek banks. To keep pace with market conditions and ensure compliance with stringent regulation, Piraeus recognised the need to adapt their risk analytics infrastructure to enhance interoperability with other core systems and align front, middle and back office functions. Senior management also wanted to improve risk control, reduce operational inefficiencies and optimise total cost of risk by streamlining processes, IT and operating models.