fixed income

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

Quantifi Wins Best Pricing & Analytics: Fixed Income, Currencies and Credit at the Risk Markets Technology Awards

Tuesday, February 23, 2021

Quantifi has won Best Pricing & Analytics: Fixed Income, Currencies and Credit at the Markets Technology Awards for the second time. These awards reflect the contribution made by technology providers that support enterprise risk management, credit and operational risk for the listed, OTC derivatives and cash markets. More than 170 entries were received and shortlisted. Winners were selected by a panel of editors and senior individuals from leading firms across the industry. read more

Quantifi Releases New Features and Enhancements to Support Latest Industry Initiatives

Monday, March 9, 2020

Quantifi has introduced over 50 new features and enhancements to support the latest industry initiatives. The broad range of features include expanded asset coverage, performance improvements and support for the IBOR transition. By leveraging emerging technologies like microservices, AI, cloud and data science, firms can reduce operating costs and better meet the needs of investors, stakeholders and regulators. The new features and functionality introduced by Quantifi provide clients with advantages in terms of performance, scalability, flexibility and usability. read more

Quantifi Named Best Pricing & Analytics Product at Market Technology Awards

Wednesday, January 3, 2018

Quantifi has won the front-office technology award for Pricing & Analytics: fixed income, currencies and credit at the Market Technology Awards. These awards reflect the contribution made by technology providers that support trading or investment in the listed, OTC derivatives and cash markets. read more

Quantifi Recognised as Category Leader in the XCelent FRTB Solutions Awards 2017

Thursday, February 16, 2017

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

7Chord Seamlessly Integrates Quantifi’s Advanced Model Library

Tuesday, February 14, 2017

“At 7Chord it is important for us to monitor and respond to market conditions using accurate, real-time low latency pricing analytics. We therefore needed an analytics provider that offered a stable technology platform with tried-and-tested functionality. We chose Quantifi because of its extensive coverage of credit and fixed income instruments which we can leverage to support future trading strategies. Equally important was Quantifi’s commitment to implementing on time and budget." Kristina Fan, Co-Founder, 7Chord read more

Quantifi Partners with Intex to Offer an Integrated View of Risk for Structured Finance Portfolios

Tuesday, June 21, 2016

This partnership offers portfolio and risk managers an integrated view of risk across their structured finance portfolio and other asset class instruments. Utilizing Quantifi’s scenario framework clients can assess the impact of interest rate and credit environments with full flexibility to target collateral assumptions and interface with preferred credit models. By cross-referencing Intex collateral with corporate positions held outside CLOs, Quantifi enables clients to identify issues across complete portfolios, and accurately calculate exposures and sensitivities. Clients can also calculate Value at Risk (VaR) across an entire portfolio.  read more

WBS 11th Fixed Income Conference

Thursday, February 12, 2015
Quantifi will present 'The Cost of Collateral for Clearing' and take part in 'Latest XVA, KVA, Initial Margin, and Impact of Regulatory Change' panel debate. Other areas covered including xVA, initial margin developments, the latest innovations in... read more