collateral management

Growing Success in Commodities

Wednesday, February 10, 2021

With the support of two global ag trading companies, Quantifi successfully expanded their product footprint to address the valuation complexities unique to the commodity markets. Now, with several hedge funds and global-scale commodity trading firms using their products to manage counterparty credit risk and analytics in the softs and ags markets (and with plans to move into metals and energies), Quantifi has become a recognized player in the industry. Read More

Taking the CVA route to valuing CLNs

Thursday, February 27, 2020

Credit-linked notes can't be said to have risk-free collateral any more. In this article Dmitry Pugachevsky, Director of Research, Quantifi, suggests pricing them using techniques developed for bank counterparty risk.

One of the challenges in investing in credit linked notes (CLN) is the shortage of high quality debt for funding. This article explores a new type of trade - CLNs with risky collateral. It highlights that by taking into account all possible risk, including uncertainty of market value at early redemption, one can calculate values and sensitivities of such products, and trade them consistently as traditional CLNs.


Explaining Blockchain Technology's Impact on the Financial Markets

Friday, August 24, 2018

Blockchain 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 while reducing transaction processing costs. While the potential is huge, so too is the uncertainty. The key to turning blockchain’s potential into reality is a collective effort among industry participants to learn, share, cooperate and see themselves as part of the blockchain network as opposed to as individual firms. Read More

Quantifi Wins Best New Technology Product – Collateral Management at FOW Asia Awards

Tuesday, October 18, 2016

Quantifi has awarded ‘Best New Technology Product – Collateral Management’ at the FOW Asia Awards. FOW Awards are judged by a panel of industry experts drawn from across the market in a range of disciplines. The winners in the technology categories are companies that have launched new products or made enhancements to existing products that solved a problem creatively, opened up new possibilities, or changed the way participants approach the market. read more

The New Edge in Investment Performance: Liquidity Management

Thursday, September 10, 2015

Erik Vynckier, CIO Insurance at AllianceBernstein was guest speaker at Quantifi’s breakfast briefing and shared his knowledge and experience under the theme ‘The New Edge in Investment Performance: Liquidity Management’ Read More

Conversation with Matthew Lynes, Senior Investment Manager, Aberdeen Asset Management

Wednesday, August 12, 2015

"The regulatory landscape still proves to be one of the biggest challenges to the buy-side industry and will do so for the next 12-18 months. The RTS is expected to be published in the next couple of months which will add some certainly for the first time on the timelines going forward." Read More

The Dynamics Driving OTC Markets, London, Risk Conference

Thursday, February 12, 2015
Quantifi's second annual risk conference took place at the historic Armourers' Hall, London. Deutsche Bank, ISDA, Nomura, Lloyds, UniCredit, Blackrock and Eurex Clearing, AXA-IM and JPS (J.P. Morgan Asset Management) as well as over 140+ senior... read more