pricing and analytics

Pricing Loan Credit Default Swaps

Thursday, February 27, 2020

The loan credit-default swap contract is similar to a corporate credit-default swap contract except for two key differences. The first is the underlying reference obligation of an LCDS is a secured loan while the underlying reference obligation of a CDS is an unsecured bond. As such, the recovery on the event of a default for an LCDS is expected to be significantly higher than that of a CDS.


Quantifi Wins Three Awards at the Waters Buy-Side Technology Awards 2019

Monday, November 25, 2019

Quantifi has won three awards at the Waters Buy-Side Technology Awards 2019. Quantifi won Best Buy-Side Pricing/Valuation Service, Best Integrated Middle-Office Platform and one of the highest-profile categories at this year’s awards, Best Overall Buy-Side Product. Hosted by WatersTechnology magazine, these awards recognise technologies that address the buy side's most pressing business, regulatory, operational and technology needs. read more

LFIS Selects Quantifi for Multi-Asset Portfolio Pricing and Risk Management

Tuesday, July 16, 2019

Quantifi has been selected by La Française Investment Solutions (LFIS) to help the business expand its capabilities in structured credit. LFIS is a leading Paris-based quantitative asset manager, with $14bn of assets under management. LFIS required a multi-asset pricing and risk management solution that could support the growth of their sophisticated trading strategies. As such, Quantifi has been selected for its advanced pre and post-trade analytic capabilities and ability to seamlessly integrate with existing systems. read more

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

CVA Pricing Analysis for Global Financial Institution

Thursday, March 30, 2017

This global financial institution wanted to gain a better understanding of the mechanics of CVA pricing, especially on transactions involving multiple currencies. The firm’s widening credit spread dramatically increased CVA charges levied by dealers. Therefore the client wanted more transparency and a second opinion on these CVA charges. Quantifi generated a matrix of CVA prices and then analysed the differences between its results and the dealer quotes to help the client better understand the pricing dynamics. 


UK Bank Enhances Intraday Risk Management with Quantifi

Thursday, March 30, 2017

As one of the UK’s leading and most sophisticated banks, the client provides a range of comprehensive banking and financial markets services to over 25,000 customers - predominantly FTSE 100 companies. In 2009 the client selected Quantifi as the front-office pricing tool for their Structured Credit business.  Over the course of the next 2 years their usage of Quantifi expanded and they adopted Quantifi's risk platform to provide them with a consolidated view of risk across their entire credit trading business.

Quantifi Supports Counterparty Risk Management at Global Bank

Thursday, March 30, 2017

The client is one of the largest financial institutions in Asia Pacific. It operates across multiple countries, serving over 10 million banking, consumer and wealth management customers. They wanted to establish a CVA desk along with the necessary infrastructure to support their Credit, Rates and FX business globally. To do this they required an accurate and sophisticated solution that would allow them to price CVA on trades immediately.

Quantifi Voted Pricing & Structuring Firm of the Year in the Finance Monthly Fintech Awards

Thursday, March 23, 2017

Quantifi has been voted Pricing & Structuring Firm of the Year at the Finance Monthly Fintech Awards. The Fintech Awards acknowledge companies who are recognised as innovators and thought leaders in their area of expertise. Winners are selected based on the number of nominations received by the Finance Monthly readership and research conducted by the Finance Monthly editorial team and judging panel. 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

FCO Advisors Selects Quantifi as Core Pricing and Risk Management Replacement

Wednesday, June 15, 2016

FCO Advisors LP (“Fundamental”), a leading alternative asset manager, chose Quantifi to replace their existing pricing and risk solution. Following an extensive review of competing solutions, Fundamental chose Quantifi based on its ability to provide consistent, timely analytics along with enhanced modelling and risk management capabilities. Fundamental was also attracted to Quantifi’s flexible technology architecture as it provided interoperability between other core functions and lowered the time for implementation.  read more