credit market

What are the Requirements for Advanced Credit Analytics?

Monday, August 23, 2021

Credit trading is changing - does your firm have the data, analytics and technology required to take advantage of this new environment? In this Q&A with Dmitry Pugachevsky, Director, Research, Quantifi, we explore the new requirements for credit analytics, advanced analytics for convertibles, building a credit curve from credit instruments and the challenges arising from IBOR replacement. Read More

The Evolution of Credit Trading: Industry Survey

Thursday, August 19, 2021

The current credit market environment, characterised by uncertainty and persistent structural inefficiencies, is rich in relative value credit investment opportunities.  Over the past five years, there has been robust growth in the electronic trading of fixed-income markets, but it continues to lag equities in technological development. This survey was conducted during a webinar on “The Evolution of Credit Trading: Technology, Analytics, and Data,” hosted by Quantifi, featuring Celent and 7 Chord Inc. More than 100 individuals from the financial services industry registered for the webinar and were invited to participate in the survey. Read More

The Evolution of Credit Trading - Technology, Analytics & Data

Wednesday, June 30, 2021
You're in! We've saved a space for you at the 'The Evolution of Credit Trading - Technology, Analytics & Data' webinar on Wednesday 28th July. We will send you a link to join the webinar prior to the event.
 
Date & Time:
Wednesday 28th July
3pm BST / 4pm CET / 10am EDT
 
Agenda:
  • Key trends and opportunities in credit
  • How to seize relative value or other opportunities quickly
  • The automation of front-office processes
  • The data, analytics and technology required to take advantage of this new environment
... read more

The Growth of Relative Value Credit Strategies

Thursday, June 24, 2021

by Quantifi

The use of relative value credit analytics is not new, but the importance of this methodology has come into sharper focus and has been the subject of increased investor attention over the last 12 months. There are two main reasons why relative value credit strategy has become a hot topic in the last year. The first is an extraordinary surge of issuance seen in bond market. The second is the extreme volatility within the credit sector in the face of COVID-19. Both these phenomena have created significant opportunities for realisation of value, and although, by the time of writing, the markets have calmed down considerably from the turbulence seen 12 months earlier, the party is not over yet.

How has COVID-19 Impacted the Credit Derivatives Market?

Tuesday, November 3, 2020

The COVID-19 pandemic has severely affected global markets, causing economic disruption at unprecedented speed and on a hitherto unknown scale. With the spread of the virus accelerating by mid-March 2020, the US economy has been severely impacted and there are understandable concerns about the damage caused to the worldwide economy. A number of small businesses have closed, either temporarily or permanently, and even large and well-known companies have declared bankruptcy. This blog explores the effects of the pandemic on the credit derivatives market and more specifically, how recent bankruptcies affected North American high yield CDS index trading, including CDX.NA.HY indices and the options on them. Read More

The Impact of COVID-19 on Credit Markets

Friday, July 17, 2020

by Quantifi

The COVID-19 (C19) pandemic has severely affected global markets, causing economic disruption at unprecedented speed and on a hitherto unknown scale. With the spread of the virus accelerating by mid-March 2020, the US economy has been severely impacted and there are understandable concerns about the damage caused to the worldwide economy. This paper explores the effects of the pandemic on the credit derivatives market and, more specifically, how recent bankruptcies affected North American high yield (NA HY) CDS index trading, including CDX.NA.HY indices and the options on them.

Haven Cove Selects Quantifi to Scale for Growth

Monday, June 22, 2020

Quantifi has been selected by Haven Cove, a growing hedge fund incorporated in Malta, to support its structured credit strategies.  Haven Cove wanted the ability to structure portfolios and implement strategies across the credit spectrum. The fund selected Quantifi due to its best-in-class solutions for supporting structured credit portfolios –for example, the ability to perform all the stress tests and scenario analysis it required. With Quantifi, the fund benefits from the most comprehensive product coverage, and advanced credit analytics and risk management functionality available in the market. read more

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 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