collateralised loan obligation (CLO)

Quantifi Announces Agreement with Jefferies to Support their Structured Credit Business

Tuesday, September 10, 2019

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

YMER SC Selects Quantifi as Core Pricing and Risk Management Platform

Friday, April 27, 2018

YMER will use Quantifi to support the fund’s complex portfolios of diverse investment strategies. Quantifi was one of several providers considered by YMER. As a new fund, YMER wanted to partner with a reputable technology provider that was robust, easy-to-use and offered broad product coverage including complex assets. YMER also wanted a solution that would allow them to be up and running quickly and that could scale with the fund to meet future needs. read more

MidOcean Partners Selects Quantifi’s Single Solution to Replace Existing External Provider

Wednesday, November 16, 2016

Quantifi has been selected by MidOcean Partners, a leading investment firm, to replace their existing external solution. MidOcean sought an integrated solution to deliver consistent analytics and a single view of risk. Quantifi was chosen because of its modern technology platform and state-of-the-art functionality which could be tailored to support MidOcean’s investment strategies.  read more

Quantifi Releases Version 9.4 to Address Market, Operational and Regulatory Changes

Tuesday, July 27, 2010

 "With the passage of the Dodd-Frank bill in the US and the potential impact of Basel III, the OTC markets are adapting to increased volatility and regulatory scrutiny. Consequently, the need for accurate, robust, intuitive tools for valuation and risk management has never been higher. V9.4 is a major release and enables our clients to effectively and proactively address rapidly changing market, operational and regulatory requirements." Rohan Douglas, CEO of Quantifi. read more

Quantifi Releases Version 9.3 in Response to OTC Market Changes

Monday, January 11, 2010

 “2009 was a challenging year for market participants and as we embark upon a new year, the pending ‘regulatory tsunami’ which will impact the OTC markets is just beginning to be felt. We are finding that our clients need to overcome a number of crucial challenges: improving risk analysis while increasing performance and improving operations. In light of this, we have released V9.3 to ensure our clients have a competitive advantage by being well-prepared and strategically positioned for future change.” Rohan Douglas, CEO of Quantifi.  V9.3 provides more robust risk reporting, streamlined operations, expanded product support, and improved performance and scalability.

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Quantifi Wins Credit Magazine Innovation Awards 2009

Thursday, December 3, 2009

Credit magazine’s Technology Innovation Awards recognize the achievements of technology firms for their pioneering work in credit and related industries. The nine solution providers recognized in this year’s Credit Technology Innovation Awards have developed products that were judged as best delivering the technological innovation that has been critical in enabling firms to reduce operational risk, increase efficiency, and maintain pace with the rapidly changing regulatory requirements that have characterized this year. By modeling not just the debt or equity portion of the CLO, but the collateral pool as well, Quantifi’s new model provides an innovative approach to modeling that enables clients to deconstruct complex credit structures and identify how different risk factors affect the value of their portfolios read more

Quantifi Named NJTC Growth Company of the Year Finalist

Monday, November 23, 2009

The Growth Company of the Year awards, presented at the Annual NJTC Awards Gala, publically recognize and celebrate the achievements of New Jersey’s technology sector. Quantifi offers credit models, pricing analytics and risk management software to financial institutions across the globe, including many of the largest and most active participants in the market. In the last year, Quantifi has helped banks, hedge funds, insurance companies and asset managers address the challenges of the global credit crisis by delivering real-time risk management, reducing operational risks, and managing the increased trade volumes generated by credit events. read more

CLOs' top slices seen escaping default losses

Tuesday, March 24, 2009

Quantifi CEO, Rohan Douglas, speaks with journalist Jane Baird on the subject of Collateralized Loan Obligations... read more

Quantifi Includes Pricing for LCDS

Monday, June 18, 2007

The LCDS market has grown considerably with the recent launch of the LCDS Index (LCDX). Interest in this asset class has created demand for tools which provide effective pricing and risk management. The ability to model embedded refinancing options along with the likelihood of default is key to accurately pricing these products. read more