risk

Accelerating the Performance of Large-scale XVA Workloads

Wednesday, February 24, 2021

In the post-crisis world, an increasing number of banks have set up a centralized XVA desk. With the introduction of new regulations to ensure banks are adequately capitalized, it has become common practice to include certain costs in the pricing of OTC derivatives that, in many cases, had previously been ignored. To assist in the pricing for the cost of dealing witha counterparty in a derivative transaction, the markets have developed various metrics including CVA, DVA, FVA, ColVA, KVA, and MVA—collectively known as XVAs. Read More

Quantifi Wins Best Pricing & Analytics: Fixed Income, Currencies and Credit at the Risk Markets Technology Awards

Tuesday, February 23, 2021

Quantifi has won Best Pricing & Analytics: Fixed Income, Currencies and Credit at the Risk.net Markets Technology Awards for the second time. These awards reflect the contribution made by technology providers that support enterprise risk management, credit and operational risk for the listed, OTC derivatives and cash markets. More than 170 entries were received and shortlisted. Winners were selected by a panel of Risk.net editors and senior individuals from leading firms across the industry. read more

Growing Success in Commodities

Wednesday, February 10, 2021

With the support of two global ag trading companies, Quantifi successfully expanded their product footprint to address the valuation complexities unique to the commodity markets. Now, with several hedge funds and global-scale commodity trading firms using their products to manage counterparty credit risk and analytics in the softs and ags markets (and with plans to move into metals and energies), Quantifi has become a recognized player in the industry. Read More

Carbon Cap Selects Quantifi to Support Carbon Emissions Investment Strategies

Tuesday, November 17, 2020

Quantifi has been selected by Carbon Cap Management LLP , a London based environmental asset management firm, to support its carbon emissions investment  strategies. Carbon Cap’s mission is to raise awareness about climate change and to provide solutions directly related to the capping and reduction of carbon dioxide emissions. To support the growth of its fund, Carbon Cap has replaced their existing core risk software with a more sophisticated solution. Quantifi was selected because of its support for emissions as an asset class, combined with advanced risk functionality including calculating sensitivities, scenarios, what-if-analysis, and HVaR for internal and external risk reporting. read more

Quantifi Survey Assesses Firms' Readiness for the IBOR Transition

Monday, October 5, 2020

Quantifi recently hosted a webinar on the IBOR transition. Over 350 individuals from across the financial service industry registered for the webinar and were invited to take part in a survey on the IBOR transition. Delegates were surveyed about how prepared their firms are for the transition and the key challenges and activities they will be addressing ahead of implementing the new risk free rates.  read more

The Challenges and Risks of the IBOR Transition

Wednesday, September 30, 2020

Interbank Offered Rates (IBORs), including the London Interbank Offered Rate (LIBOR), serve as widely accepted benchmark interest rates, and the forthcoming transition is one of the most significant changes for the financial services industry. The unparalleled scale of this industry-wide transition presents considerable challenges, including potential financial, legal, operational, conduct and reputation risks. This blog explores the challenges and risks of navigating the IBOR transition and the adoption of alternative reference rates. Read More

Navigating the IBOR Transition

Wednesday, August 5, 2020
You're in! We've saved a space for you at the 'Navigating the IBOR Transition' webinar on Wednesday 9th September. We will send you a link to join the webinar prior to the event.
 
Date & Time:
9th September, 2020
3pm GMT / 4pm CET / 10am EST
 
Agenda:
  • Current status of the IBOR transition
  • Impact assessment and transition risks
  • How technology can help
  • Challenges of building SOFR curves
  • Issues with modelling SOFR Loans & Bonds
  • Challenges of replacing IBOR in existing Bonds & Swaps
... read more

What are the Use Cases for Data Science in the Financial Markets?

Tuesday, June 2, 2020

This blog is taken from the Quantifi webinar 'Next Generation Risk Technology Powered by Data Science’. In Part 2 of this blog explores how Quantifi is leveraging data science and summarises the key trends shaping data science practices within a trading and risk management context. Read More