IntercontinentalExchange Inc. (ICE) is moving forward with plans to handle trading of credit derivatives linked to the fate of specific countries, a particularly fraught corner of the $29 trillion credit default swap market.
The Atlanta-based exchange and clearing group filed plans with regulators this week to facilitate transactions in derivatives linked to the credit of Latin American nations like Brazil and Mexico, as ICE continues talks with U.K. regulators around European instruments.
ICE looks to move into so-called sovereign credit default swaps as it protects an early lead in the clearing of credit derivatives, which grant buyers protection in case a company or country defaults on its debt.... read more
Quantifi CEO Rohan Douglas Named Ernst & Young Entrepreneur Of The Year® 2010, Victor Anderson of Waters recalls a conversation with Rohan from May of this year... read more
Credit derivatives vendor Quantifi has produced a collateralised loan obligation model aimed... read more
Quantifi CEO, Rohan Douglas, hosts media roundtable discussion... read more
More than 2,000 market participants have adopted a new auction settlement protocol designed to standardize payouts on corporate and sovereign credit default swaps (CDS), said the International Swaps & Derivatives Association (ISDA) on April 8.... read more
Quantifi CTO, Mark Traudt, speaks with journalist about Enterprise Data Management... read more
The survey was conducted at Quantifi’s recent seminar, titled ““CDO Modeling – Trends and Latest Developments.” Held on November 19th in London, the seminar aimed to inform Quantifi clients and other credit derivatives industry participants of the most recent trends in modelling CDOs, including an overview of correlated recovery models. In September 2008, Quantifi introduced a new correlated recovery model, allowing calibration to a wider range of tranche prices than the traditional one-factor Gaussian copula model. This innovative new model allows participants to calibrate and price even during periods of extreme market turmoil. read more
“As part of our continued dedication to the APAC region, we are extremely excited to announce the opening of our Australia office,” says Rohan Douglas, CEO and Founder of Quantifi, Inc. “This new office puts us closer to many of our clients in the region, enabling us to provide dedicated local resources to support growing demand. We are also pleased to be bringing on board James Glover, who has extensive experience in the Australian credit derivatives industry.” Rohan Douglas, CEO and Founder of Quantifi, Inc read more
Quantifi CEO recently spoke with Bloomberg journalist, Shannon Harrington, to discuss CDOs... read more