risk analytics

Quantifi Named Best Buy-Side Product at Waters Buy-Side Technology Awards 2020

Monday, November 9, 2020

Quantifi has won three awards at the Waters Buy-Side Technology Awards 2020. This is the second consecutive year that Quantifi has won Best Buy-Side Pricing/Valuation Service and the coveted Best Overall Buy-Side Product. In addition to these awards, Quantifi also picked up the title of Best Buy-Side Portfolio Analysis Tool. These awards recognise the market-leading technologies designed to manage the various risks and challenges buy-side firms face, while also allowing them to maximize their operational efficiency.  read more

Quantifi Releases Latest Software Powered by Data Science

Thursday, November 5, 2020

Quantifi has announced the latest release of its software, Version 18, which includes 304 new features and enhancements. This latest release provides superior performance, new BI reporting capabilities and includes the next-generation of risk analytics powered by data science. Version 18 also introduces features to help clients accelerate their IBOR transition programme with confidence. 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

Quantifi Named Leading FinTech Company in WealthTech100 Awards

Thursday, April 30, 2020

Quantifi has been named as one of the leading FinTech companies in the WealthTech100 2020 awards. The WealthTech100 is an annual list of the most influential companies transforming the wealth and asset management industries produced by FinTech Global. The report is built using detailed analysis across a number of factors including technology innovation, company growth and the ability to generate cost savings or efficiency improvements for clients. read more

Basel III & Systemic Risk

Thursday, February 27, 2020

One of the key shortcomings of the first two Basel Accords is that they approached the solvency of each institution independently. The recent crisis highlighted the additional ‘systemic’ risk that the failure of one large institution could cause the failure of one or more of its counterparties, which could trigger a chain reaction.

The Right Direction

Thursday, February 27, 2020

In this article, CSI speak to Rohan Douglas, CEO of Quantifi, regarding how Quantifi operates and also engage in discussions around market challenges and developments.

Q: How do you differentiate yourself from your competitors?

A: One differentiating factor is that our technology infrastructure was built from the ground up. Whereas other vendors may offer, for example, add-on scenario analysis functions, we can produce faster results because it has always been an integral part of the risk engine. Equally, our analytics library was built on a .Net platform, so performance has always been a key element of the product. Another differentiator is that we bring on board experienced people from the industry, so we better understand the nature of our clients' needs.

 

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.

 

Taking the CVA route to valuing CLNs

Thursday, February 27, 2020

Credit-linked notes can't be said to have risk-free collateral any more. In this article Dmitry Pugachevsky, Director of Research, Quantifi, suggests pricing them using techniques developed for bank counterparty risk.

One of the challenges in investing in credit linked notes (CLN) is the shortage of high quality debt for funding. This article explores a new type of trade - CLNs with risky collateral. It highlights that by taking into account all possible risk, including uncertainty of market value at early redemption, one can calculate values and sensitivities of such products, and trade them consistently as traditional CLNs.

 

Axiom Alternative Investments Selects Quantifi’s Cloud Portfolio Risk Management Solution to Support its New Credit Fund

Monday, October 14, 2019

The investment management industry continues to grow and is undergoing a period of change, driven by regulatory developments, shifting investor preferences, cost pressures, and advancing technologies. With the launch of its Synthetic Credit Opportunity Fund, Axiom sought to replace their in-house system with an external cloud-enabled solution that provided the advanced functionality necessary to support non-standard products.  read more

Quantifi Recognised as Category Leader in the XCelent FRTB Solutions Awards 2017

Thursday, February 16, 2017

Quantifi has been positioned as ‘Category Leader’ in the XCelent Awards for the Fundamental Review of the Trading Book (FRTB) Solutions. Quantifi has been positioned in the Ecosystem Component Specialists (Risk) category based on its comprehensive level of coverage and functionality for FRTB. This category distinguishes pricing and risk analytics providers with the core components to support a bank's FRTB programme in terms of more complex derivatives analytics or front-office-centric capital optimization capabilities.  read more