liquidity

The IBOR Transition: Challenges and the Road Ahead

Tuesday, October 13, 2020

by Quantifi & Irina Ursachi

Interbank Offered Rates (IBORs) play a pivotal role in the functioning of financial markets. The transition away from IBOR represents one of the biggest challenges facing financial services firms. The reform has been ongoing for more than two years, during which market-infrastructure providers, regulators, buy- and sell-side firms and trade associations have merged their efforts in steering some of the most complex transformation programmes the financial industry has undertaken. This paper explores the development of the IBOR reform. The first part details the status quo, some of the various aspects and challenges involved and outlines the effects of migrating from IBORs to risk-free rates. The second part of the paper outlines the preparations firms need to make to accommodate a smooth transition.

Quantifi Survey Assesses Firms' Readiness for the IBOR Transition

Monday, October 5, 2020

Quantifi recently hosted a webinar on the IBOR transition. Over 350 individuals from across the financial service industry registered for the webinar and were invited to take part in a survey on the IBOR transition. Delegates were surveyed about how prepared their firms are for the transition and the key challenges and activities they will be addressing ahead of implementing the new risk free rates.  read more

The Challenges and Risks of the IBOR Transition

Wednesday, September 30, 2020

Interbank Offered Rates (IBORs), including the London Interbank Offered Rate (LIBOR), serve as widely accepted benchmark interest rates, and the forthcoming transition is one of the most significant changes for the financial services industry. The unparalleled scale of this industry-wide transition presents considerable challenges, including potential financial, legal, operational, conduct and reputation risks. This blog explores the challenges and risks of navigating the IBOR transition and the adoption of alternative reference rates. Read More

How to Manage Liquidity Risk in a Volatile Market

Friday, July 24, 2020

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

Managing Liquidity Risk in Times of Stress

Monday, July 13, 2020

by Quantifi

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. Failure to afford liquidity risk management the focus and priority jeopardizes the health of an institution, perhaps fatally so.

SCI Risk Transfer & Synthetics Seminar

Monday, March 5, 2018
SCI’s Synthetic Securitisation Seminar provides an in-depth exploration of how synthetic securitisation is being utilised to transfer risk, achieve capital relief and create bespoke investment opportunities in the post-financial crisis environment. ... read more

Quantifi Wins Best Risk Management Solution HFM US Hedge Fund Technology Awards

Wednesday, February 28, 2018

Quantifi has been named ‘Best Risk Management Solution’ in the HFM US Hedge Fund Technology Awards. These awards recognise technology providers, serving the hedge fund sector, that have demonstrated exceptional customer service and innovative product development over the past 12 months. read more

New Zealand’s Sovereign Wealth Fund Selects Quantifi for Front Office and Enterprise Risk Management

Wednesday, September 27, 2017

Quantifi has been selected by NZSF, a NZ$35 billion sovereign wealth fund, as its core front-office and enterprise risk management solution. Quantifi provides NZSF with a consolidated view of credit, liquidity and fund risk. Forward looking scenario analysis, with application of fund responses, allows the fund to assess impacts on key liquidity and credit risk measures based on future series of market shocks. NZSF can also factor in intelligent fund responses as part of that analysis to take advantage of favourable market movements. read more

How Are Firms Managing Liquidity Risk?

Tuesday, August 29, 2017

In this blog post, Quantifi breaks down the results from its recent survey on managing liquidity. 108 delegates were surveyed to measure opinion on how their firms are dealing with liquidity and their approach to IT and operational challenges. The survey was conducted as part of a webinar co-hosted by Quantifi, OTC Partners & BlackRock on ‘Identifying Liquidity Risk for Financial Stability’. Read More

Data Quality and Integration the Biggest Challenge Faced by Firms for Managing Liquidity Risk

Tuesday, August 15, 2017

Quantifi, OTC Partners, a boutique consultancy firm and BlackRock, a global investment management firm hosted a webinar on ‘Identifying Liquidity Risk for Financial Stability’. The 108 delegates took part in a survey on their risk management practices and the IT/operational challenges associated with managing liquidity risk. read more