margin requirements

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.

Selwood Asset Management Selects Quantifi’s Single Integrated Portfolio Management System

Tuesday, September 27, 2016

Selwood Asset Management, a newly authorised alternative investment manager, has confirmed the selection of Quantifi as its single Portfolio Management System (PMS). Selwood chose Quantifi ahead of other providers as they required a powerful, stable technology platform with rich functionality to deliver best practice portfolio management, valuations, trading, pre-trade and scenario analysis, and support for all of their risk management requirements.   read more

Cost of Trading and Clearing OTC Derivatives in the Wake of Margining

Thursday, March 3, 2016

by Quantifi & Cognizant

Over-the-counter (OTC) derivatives markets continue to be impacted by regulatory changes. These changes are affecting the way financial institutions do business in multiple, interrelated ways. Rising capital requirements are impacting profitability and return on equity. Market participants are now being forced to clear standard OTC trades through Central Counterparties (CCPs) and will soon face margin requirements for the remaining, nonstandard, uncleared derivatives.

The Dynamics Driving OTC Markets, London, Risk Conference

Thursday, February 12, 2015
Quantifi's second annual risk conference took place at the historic Armourers' Hall, London. Deutsche Bank, ISDA, Nomura, Lloyds, UniCredit, Blackrock and Eurex Clearing, AXA-IM and JPS (J.P. Morgan Asset Management) as well as over 140+ senior... read more