As a new fund, the client was looking for a technology partner who understood the specific challenges they are faced with and can scale as the fund grows. Given the need for strong risk control capabilities the client was looking for a solution that would allow their traders and portfolio managers to analyse risk at deal and aggregated portfolio level. The risk function required the ability to generate sensitivities, stress tests and scenario analysis for the portfolio, along with the required management and investor reports.
Quantifi, a provider of risk, analytics and trading solutions, today announced that a rapidly growing investment manager, based in New York City, has gone live with Quantifi as its core enterprise risk platform. Formed in 2016, the fund seeks to provide positive absolute returns while preserving capital in all market environments. The fund’s investment portfolio is focused on bonds, CDS, loans and stocks. read more
YMER will use Quantifi to support the fund’s complex portfolios of diverse investment strategies. Quantifi was one of several providers considered by YMER. As a new fund, YMER wanted to partner with a reputable technology provider that was robust, easy-to-use and offered broad product coverage including complex assets. YMER also wanted a solution that would allow them to be up and running quickly and that could scale with the fund to meet future needs. read more
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
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.