cryptoasset market

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.

Quantifi and OKCoin Whitepapers Provide Unique Insight on the Cryptoasset Markets

Thursday, February 28, 2019

Quantifi has announced the release of two whitepapers on cryptoassets, co-written with OKCoin, a leading fiat-supporting digital asset marketplace. The first paper explores the taxonomy of cryptoassets and the evolving industry landscape and the second paper provides a detailed insight into the risk inherent to the cryptoasset market.  read more