counterparty risk

Extending the Traditional Credit Risk Framework to the Cryptoasset Industry

Tuesday, June 18, 2019

We expect that financial institutions and investors will continue to dedicate resources to building a robust infrastructure and developing risk solutions to solve counterparty risk in the cryptoasset industry. Even though trading cryptoassets presents significant challenges, it is our view that through technology, regulatory development and comprehensive risk management these challenges can be minimised. With cryptoasset industry evolving at pace, firms must not only be smart about the risks they pose but also manage them accordingly. Read More

How to Manage Cryptoasset Credit Risk

Thursday, June 6, 2019

The biggest banking failures during the 2008 GFC were a result of insufficient handling of credit risk. Credit risk represents the risk that a debtor may be unable or unwilling to make a payment on or fulfil contractual obligations. In some instances, this can result in default risk which is a subpart of credit risk. In other instances, it can cause a deterioration in credit quality. From a trading workflow perspective, credit risk is viewed as pre-settlement risk. This blog looks at the significance of credit risk associated with exchanges, custody and prime brokerage services. Read More

How to Manage Cryptoasset Credit Risk

Tuesday, March 19, 2019

by Quantifi & OKCoin

This whitepaper provides an insight into the risks inherent to the cryptoasset market and can be broken into three parts. Section one of this paper looks at the significance of credit risk associated with exchanges, custody and prime brokerage services. The second section explores counterparty risk in a traditional financial institutional setting. The final section provides insights on how to extend the traditional credit risk framework to the cryptoasset industry. Overall, we aim to bridge the credit and counterparty risk considerations between incumbent and cryptoasset institutions.

What are the Main Challenges Facing Commodity Trading Firms?

Thursday, February 7, 2019

Avadhut Naik, Head of Solutions, Quantifi, talks to Commodities People about the major challenges faced by commodity trading firms and how to mitigate and manage these issues. Commodity trading firms have to be prepared to respond quickly, while still planning for the future. They also need to balance the need for increased efficiency with the risk of excessive cost cutting. Quantifi is built on the latest technology and is designed to help our clients improve their risk management capabilities, enhance operational efficiencies and reduce costs.

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Applying Vectorisation to CVA Aggregation

Thursday, November 2, 2017
Join Quantifi and Intel for this complimentary webinar on vectorisation. New challenges in the financial markets driven by changes in market structure, regulations and accounting rules like Basel III, EMIR, Dodd Frank, MiFID II, Solvency II, IFRS... read more

Quantifi Awarded Best Multi-Asset Trading & Portfolio Management System

Wednesday, August 23, 2017

Quantifi has been named Best Multi-Asset Trading & Portfolio Management System in Corporate Vision’s Technology Innovator Awards.  Winners were chosen through a combination of votes gathered from their network of respected industry partners, together with their in-depth and rigorous in-house research process. The underlying factors driving Quantifi’s success in the investment management space are new technology, advanced functionality and responsive client services. read more

OeKB Extends Usage of Quantifi for Enterprise Market Risk

Wednesday, July 19, 2017

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