credit risk

SCI Risk Transfer & Synthetics Seminar

Monday, March 5, 2018
SCI’s Synthetic Securitisation Seminar provides an in-depth exploration of how synthetic securitisation is being utilised to transfer risk, achieve capital relief and create bespoke investment opportunities in the post-financial crisis environment. ... read more

Quantifi Wins Best Risk Management Solution HFM US Hedge Fund Technology Awards

Wednesday, February 28, 2018

Quantifi has been named ‘Best Risk Management Solution’ in the HFM US Hedge Fund Technology Awards. These awards recognise technology providers, serving the hedge fund sector, that have demonstrated exceptional customer service and innovative product development over the past 12 months. read more

New Zealand’s Sovereign Wealth Fund Selects Quantifi for Front Office and Enterprise Risk Management

Wednesday, September 27, 2017

Quantifi has been selected by NZSF, a NZ$35 billion sovereign wealth fund, as its core front-office and enterprise risk management solution. Quantifi provides NZSF with a consolidated view of credit, liquidity and fund risk. Forward looking scenario analysis, with application of fund responses, allows the fund to assess impacts on key liquidity and credit risk measures based on future series of market shocks. NZSF can also factor in intelligent fund responses as part of that analysis to take advantage of favourable market movements. 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

Quantifi Takes Number 1 Spot in Energy Risk Magazine’s 2017 Software Rankings

Monday, April 24, 2017

Quantifi has been voted top Energy Trading and Risk Management (ETRM) platform for ‘Credit Risk’ in the Energy Risk 2017 Software Rankings. These rankings recognise technology providers that have helped the industry evolve with the challenges and opportunities in the energy markets. read more

Importance of Liquidity for Functioning of Financial Markets

Tuesday, January 10, 2017

The global financial crisis highlighted the importance of liquidity in functioning financial markets. Pre-2008, market participants received easy access to readily available funding and were ill-prepared for events that transpired during the credit crisis Failure to adequately assess and manage liquidity underpinned major market turmoil, triggering unprecedented liquidity events. Read More

FRTB Whitepaper Explores the Impact of Basic CVA Framework vs FRTB-CVA Framework

Thursday, January 5, 2017

Quantifi, a provider of risk, analytics and trading solutions, and Kauri Solutions, a specialist financial consultancy firm, today announced the release of their whitepaper titled ‘FRTB: Strengthening Market Risk Practices?’. In July 2015, the Basel Committee proposed the FRTB-CVA framework which replaces the current CVA Risk Capital calculations. Six months later it published the final rule of the FRTB framework designed to address the undercapitalisation of trading book exposures witnessed during the financial crisis. This paper explores how these frameworks affect bank balance sheets. 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