Quantifi's 2018 Annual New York Conference

Quantifi has been positioned as ‘Category Leader’ in the XCelent Awards for the Fundamental Review of the Trading Book (FRTB) Solutions. Quantifi has been positioned in the Ecosystem Component Specialists (Risk) category based on its comprehensive level of coverage and functionality for FRTB. This category distinguishes pricing and risk analytics providers with the core components to support a bank's FRTB programme in terms of more complex derivatives analytics or front-office-centric capital optimization capabilities.  read more

Quantifi has been named Operational Risk Technology of the Year at the CIR Risk Management Awards, for its investment in microservices. This is Quantifi’s third CIR Risk Management award in four years. Judged by an independent panel of experts, the awards distinguish organisations and teams that have significantly added to the understanding and best practice of risk management.  read more

Quantifi has awarded ‘Best New Technology Product – Collateral Management’ at the FOW Asia Awards. FOW Awards are judged by a panel of industry experts drawn from across the market in a range of disciplines. The winners in the technology categories are companies that have launched new products or made enhancements to existing products that solved a problem creatively, opened up new possibilities, or changed the way participants approach the market. read more

by Quantifi & Cognizant

Quantifi & d-fine webinar

by Quantifi & d-fine

The recently published consultative document ‘Review of the Credit Valuation Adjustment (CVA) risk framework’ by the Basel lll Committee introduces new approaches for the calculation of regulatory capital. This white paper explores the effect of two of the new regulatory methods introduced in the consultative paper.

by Quantifi

Prior to the credit crisis, interest rate modelling was generally well understood. Following the crisis, interest rate modelling has undergone nothing short of a revolution. This whitepaper covers the new generation of interest rate modelling based on overnight index swap (OIS) discounting and integrated Credit Valuation Adjustment (CVA) and how this new framework requires a rethink of derivative modelling from first principles and presents significant challenges for existing valuation, risk management, and margining systems.