risk management

Implementing a Counterparty Risk Management Process

Thursday, February 27, 2020

Quantifi explores the key challenges for banks in the implementation of counterparty risk management, focusing on data, technology and operational issues in the context of current trends and best practices.

Most banks are in the process of setting up counterparty risk management processes or improving existing ones. Unlike market risk, which can be effectively managed by individual trading desks or traders, counterparty risk is increasingly being priced and managed by a central credit value adjustments (CVA) desk or risk control group since the exposure tends to span multiple asset classes and business lines. Moreover, aggregated counterparty exposure may be significantly impacted by collateral and cross-product netting agreements. 

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. 

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

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

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

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

How to Manage Cryptoasset Credit Risk

Tuesday, March 19, 2019

by Quantifi & OKCoin

This whitepaper provides an insight into the risks inherent to the cryptoasset market and can be broken into three parts. Section one of this paper looks at the significance of credit risk associated with exchanges, custody and prime brokerage services. The second section explores counterparty risk in a traditional financial institutional setting. The final section provides insights on how to extend the traditional credit risk framework to the cryptoasset industry. Overall, we aim to bridge the credit and counterparty risk considerations between incumbent and cryptoasset institutions.

Quantifi and OKCoin Whitepapers Provide Unique Insight on the Cryptoasset Markets

Thursday, February 28, 2019

Quantifi has announced the release of two whitepapers on cryptoassets, co-written with OKCoin, a leading fiat-supporting digital asset marketplace. The first paper explores the taxonomy of cryptoassets and the evolving industry landscape and the second paper provides a detailed insight into the risk inherent to the cryptoasset market.  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