Quantifi Webinar

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

Quantifi Video

by Quantifi & BearingPoint

The global financial crisis exposed the shortcomings of market risk management practices of the trading book. In January 2016, the Basel Committee for Banking Supervision (BCBS) overhauled the approach to assess capital requirements with the Fundamental Review of the Trading Book (FRTB). With a 2019 deadline, FRTB is expected to have significant impact on financial institutions and financial markets in terms of infrastructure, capital requirements and operational controls. Banks must adhere to the rules of the fundamental review of the trading book to avoid higher capital requirements.

This paper highlights the main changes being introduced by the new market risk standards and the related challenges in terms of data management, modelling and technology. The Fundamental Review of the Trading Book (FRTB) heralds a new era in bank risk management, making it one of the most critical items on a bank’s to-do list for the immediate future and beyond. This paper highlights the enormity of the data and modelling requirements imposed by FRTB as well as its impact on banks’ risk and systems architecture.  read more

In January of 2016, the evolution of FRTB culminated in the Basel Committee on Banking Supervision (BCBS) publishing the finalised standards, titled Minimum Capital Requirements for Market Risk. The new standards replaced the existing regulatory framework for market risk and go beyond just dealing with quantitative measurement of risk. FRTB is set to revolutionise current market risk practices, placing emphasis on the coordination of operational, risk and data management processes as well as systems and technology. Read More

by Quantifi & Monocle

FRTB is set to revolutionise current market risk practices, placing emphasis on the coordination of operational, risk and data management processes as well as systems and technology. To best respond to these new demands, banks need to make the right strategic and technology decisions and assess the impact on operations and processes across risk, front office, finance and IT. This paper highlights the main changes being introduced by the new market risk standards and the related challenges in terms of data management, modelling and technology.

Quantifi has been named Best Multi-Asset Trading & Portfolio Management System in Corporate Vision’s Technology Innovator Awards.  Winners were chosen through a combination of votes gathered from their network of respected industry partners, together with their in-depth and rigorous in-house research process. The underlying factors driving Quantifi’s success in the investment management space are new technology, advanced functionality and responsive client services. read more

In 2015, OeKB selected Quantifi as its front-to-middle office solution for counterparty risk and IFRS 13. The bank has recently gone live on Quantifi for market risk. The key variable in the measurement and management of OeKB’s market risk is economic capital which is calculated using Value at Risk (VaR) over a one-month time horizon. OeKB was previously calculating HVaR on a quarterly basis using a legacy system. read more