portfolio management

What are the Main Challenges Facing Buy-Side Firms?

Sunday, August 2, 2020

Quantifi won Best Buy-Side Pricing/Valuation Service, Best Integrated Middle-Office Platform and the most highest-profile category of the night; Best Overall Buy-Side Product at the Waters Buy-Side Technology Awards. In this Q&A with WatersTechnology, Rohan Douglas, CEO, discusses the challenges facing buy-side firms and how Quantifi can help clients respond rapidly to market shifts to minimise risk and take advantage of new opportunities presented by market change. Read More

A Consistent Approach to the Term Structure of Correlation

Thursday, February 27, 2020

Common market best practice for pricing off-the-run or bespoke collateralized debt obligation tranches involves mapping implied base correlation surfaces calibrated from actively traded tranches such as those on the CDX or iTraxx.

Over the last few years, research in this area has resulted in a constant stream of improvements and refinements of this process. The term structure approach for base correlation surfaces is an important incremental improvement over commonly used methods for dealing with the maturity dimension of base correlation surfaces.

 

New Zealand Superfund Takes an Advanced Approach to Credit & Liquidity Risk Management

Wednesday, January 15, 2020

New Zealand Superannuation Fund (NZSF) is the sovereign wealth fund of NZ. Its purpose is to help pre-fund the future pension/superannuation liabilities of an increasingly aging NZ population. NZSF wanted a single view of risk across multiple public and private asset classes and was looking for a solution with proven credit and liquidity risk management functionality. With Quantifi, NZSF has strengthened its risk management across risk disciplines and improved operational efficiency. 

Tresidor Investment Management Selects Quantifi to Support New Fund Launch

Thursday, September 5, 2019

Quantifi has been selected by Tresidor Investment Management LLP a recently launched London-based alternative credit manager, to provide comprehensive risk and portfolio management systems to support the launch of their new credit fund. To support Tresidor’s investment strategies they required a cloud-based portfolio management solution that put sophisticated credit risk modelling first, and thereby provided consistent and accurate pre- and post-trade analytics, valuation and risk management across their full breadth of credit instruments.  read more

What is Driving Firms to Streamline Technology and Operations?

Friday, May 31, 2019

In Part 1, Quantifi and Celent examined a number of key trends that are reshaping the industry including the shift from active to passive, growth in multi-asset and broadening of investable asset classes and increasing demand for tailored, outcome-focused investment solutions. This blog examines how margin pressures are forcing firms to improve costs and to streamline their core technology and operations and Celent’s recommendations for pursuing fit-for-purpose solution strategies. Read More

What Trends are Impacting Asset Managers and Asset Owners?

Wednesday, May 22, 2019

Quantifi and Celent explore the trends affecting asset managers and asset owners and examines their impact from an investment management technology and operation standpoint. Part 1 examines a number of key trends that are reshaping the industry including the shift from active to passive, growth in multi-asset and broadening of investable asset classes and increasing demand for tailored, outcome-focused investment solutions. Read More

Why are Firms Rethinking Their Risk Technology?

Tuesday, April 9, 2019

Forward-looking investment management firms are searching for ways to outperform their peers. The firms that we see succeeding are executing based on a combination of focused business models, agile operational competency, and strong cost discipline, especially around core investment and risk functions. This survey was conducted during a webinar Quantifi hosted, featuring Celent, on ‘Trends Shaping Portfolio and Investment Risk Management’. Over 100 individuals from across the buy-side industry registered for the webinar.  Read More

Quantifi and Celent Discuss the Trends Shaping Portfolio and Investment Risk Management

Monday, March 25, 2019

The webinar explored several trends including the ongoing shift from active to passive investing and the continued expansion into emerging alternative and illiquid asset classes. This expansion of assets has, in turn, increased demand for tailored, outcome-focused investment solutions and firms are also increasingly inclined to stay operationally lean in an environment of sustained fee compression. The final trend examined the steady influx of FinTech service providers, disrupting aspects of the current asset management value chain. read more

Trends Shaping Portfolio and Investment Risk Management

Thursday, January 24, 2019
Webinar co-hosted by Quantifi & Celent. We will send you a link to join the webinar prior to the event.
 
Date & Time:
6th March, 2019
3pm GMT / 4pm CET / 10am EST
 
Agenda:
  • Trends in investing that are driving changes in portfolio & investment risk management 
  • The impact of technology evolution - near term vs longer term
  • Key considerations when selecting or enhancing next generation capabilities
  • Important takeaways for investment firms
... read more