fixed income

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

WBS 2nd Fixed Income Conference

Thursday, February 12, 2015
Quantifi presented 'Cost of Collateral for Clearing'. This fixed income conference also covered the latest developments in quantitative research, operational risk, and model risk & regulations including model risk, stress testing, counterparty... read more

WBS 10th Fixed Income Conference

Monday, May 19, 2014

Date: 24th - 26th September, 2014

Venue: Hotel Condes de Barcelona

Areas Covered: The Impact of Incoming Regulatory & Clearing Charges; Modelling & Volatility Innovations; Funding, Collateral & Capital Management... read more

WBS 1st Fixed Income Conference

Tuesday, April 29, 2014

Date: 28th-30th May, 2014

Venue: Downtown Conference Center, 157 William Street, New York, 10038

Areas Covered: Collateral Optimization in Light of Credit Risk Regulation; Counterparty Risk and Regulations; CCAR, Model Risk and Stress Testing... read more