credit market

Structured Credit Trading - Trends & Developments

Tuesday, August 13, 2019

Rohan Douglas, CEO, Quantifi, discusses recent developments in the credit markets and how Quantifi differentiates itself from its competitors in the structured credit space. The most significant developments have been the emergence of new products (e.g. ETFs on credit indices), and the return of some older products (e.g. tranches). During, and after, the credit crisis of 2008, tranche trading all but disappeared; it is now back with gusto. Bespoke tranche trading reached $80 Billion issuance in 2018, and continues to grow rapidly.  Read More

Deloitte and Quantifi Whitepaper Examines IFRS13 – CVA, DVA and the Implications for Hedge Accounting

Monday, March 16, 2015

“We have seen organisations struggle to incorporate CVA and DVA adjustments when performing hedge effectiveness testing. In some cases, CVA and DVA volatility has caused hedge ineffectiveness. It is critical for organisations to explore IFRS 13 compliant approaches that maximise hedge effectiveness.” Phillip van den Berg, Senior Manager, Deloitte read more

NY Times - Quantifi Powers Price-Spread Calculator for ICE Credit Futures

Monday, August 26, 2013

Reflecting the growing demand for exchange-traded futures contracts as alternatives to OTC derivatives, ICE recently launched the industry’s first credit index futures contract. To support the development of these new and innovative products, Quantifi developed a price-spread calculator to allow market participants to better monitor and manage credit risk exposures. Available on the ICE website, this intuitive, web-based price-spread calculator is designed to convert futures prices into the equivalent forward spreads for any given date.

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The Wall Street Journal - Quantifi Powers Price-Spread Calculator for ICE Credit Futures

Wednesday, August 21, 2013

Quantifi, a leading provider of analytics, trading and risk management solutions for the global OTC markets, today announced the launch of an industry price-spread calculator for credit index futures listed on ICE Futures U.S., which is a subsidiary of IntercontinentalExchange (NYSE:ICE), a leading operator of global markets and clearing houses.

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Waters Technology - ICE, Quantifi Ally for Credit Index Futures-Spread Pricing, Conversion

Wednesday, August 21, 2013

IntercontinentalExchange has released a price-spread calculator for credit index futures listed on IntercontinentalExchange's ICE Futures US market, developed by over-the-counter derivatives analytics and risk management software vendor Quantifi, to help market participants better monitor and manage credit risk exposures.

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Market Watch - Quantifi and InteDelta Whitepaper Explores Key Requirements

Tuesday, July 2, 2013
Market Watch Examines approaches taken by banks when setting limits and monitoring exposures Outlines processes and system requirements for measuring and managing exposures and CVA Addresses the evolution of regulatory capital requirements in response to Basel... read more

UK Finance - Quantifi and InteDelta Whitepaper Explores Key Requirements

Tuesday, July 2, 2013
UK Finance Examines approaches taken by banks when setting limits and monitoring exposures Outlines processes and system requirements for measuring and managing exposures and CVA Addresses the evolution of regulatory capital requirements in response to Basel... read more

The Wall Street Journal - Quantifi and InteDelta Whitepaper Explores Key Requirements

Tuesday, July 2, 2013
The Wall Street Journal Examines approaches taken by banks when setting limits and monitoring exposures Outlines processes and system requirements for measuring and managing exposures and CVA Addresses the evolution of regulatory capital... read more