Historically, liquidity risk has been the poor cousin of market risk and credit risk. While the global financial crisis of 2008/2009 first pushed the issue of liquidity risk to the forefront of attention, the most recent market dislocation due to the COVID-19 pandemic has once again highlighted the salient significance of the topic. This is particularly so for institutional investment managers who have to meet margin calls, perform regular fund rebalancing, execute redemptions, among other potentially liquidity-threatening activities. Read More

Quantifi has been named Best Sell-Side Credit Risk Product at the WatersTechnology 2020 Sell-Side Technology Awards. These awards recognise market-leading technologies developed specifically for sell-side firms. Whilst credit risk has always been of primary concern for banks, its importance became paramount during the credit crisis. More recently, the COVID-19 pandemic has again highlighted the importance of accurate valuation and robust management of credit risk.  read more

by Quantifi

The derivatives landscape has evolved greatly over the past few years, driven by the scale and pace of regulatory change, economic unease and competitive pressures. These drivers have heightened the attention on risk technology and operations, forcing firms to re-think their business operating models. The rapid pace of innovation in technology presents a whole new range of possibilities for how technology can be leveraged in financial markets. 

In this article, CSI speak to Rohan Douglas, CEO of Quantifi, regarding how Quantifi operates and also engage in discussions around market challenges and developments.

Q: How do you differentiate yourself from your competitors?

A: One differentiating factor is that our technology infrastructure was built from the ground up. Whereas other vendors may offer, for example, add-on scenario analysis functions, we can produce faster results because it has always been an integral part of the risk engine. Equally, our analytics library was built on a .Net platform, so performance has always been a key element of the product. Another differentiator is that we bring on board experienced people from the industry, so we better understand the nature of our clients' needs.

It has been reported in several industry publications (e.g. CreditFlux, Reuters, Derivatives Week Online) that the CDS market is likely to switch to a fixed coupon basis with upfront points. This change will lead to some fundamental changes in the risk profiles of these contracts. Understanding the implications of a switch to upfront contracts is going to be important in adjusting hedging strategies going forward. This is particularly true for strategies involving these contracts as hedges for default risk. This Learning Curve article will explore some of the most basic changes that participants in the credit markets will need to keep in mind.

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