risk management

Quantifi Voted Best Market Risk Solution Provider at Waters Rankings Awards

Tuesday, July 20, 2021

Quantifi is delighted to be selected by WatersTechnology’s readers as the Best Market Risk Solution Provider. In 2020, we saw COVID-19 trigger increased instability and uncertainty across markets. With volatility and VaR measures rising, we’re pleased that our clients recognise the benefits of using Quantifi and how we can support their business both now and in the long term. read more

Quantifi Listed as Top 100 Financial Technology Provider

Wednesday, May 12, 2021

Quantifi announced that, for the second consecutive year, it has been named to FinTech Global’s WealthTech100 list of the most innovative technology solution providers for asset managers, private banks and financial advisors. The standout companies were chosen by a panel of industry experts and analysts who reviewed an analysis of over 1,000 WealthTech companies undertaken by FinTech Global, a data and research firm. read more

COFCO International Selects Quantifi to Support Global Commodities Operations

Wednesday, April 28, 2021

COFCO International is the overseas agriculture business platform for COFCO Corporation, China's largest food and agriculture company. COFCO International is focused on being a leader in the global grains, oilseeds and sugar supply chains, with assets across the Americas, Europe and Asia-Pacific. To support its growth strategy, COFCO International sought a fully integrated, scalable, flexible and functionally rich solution that would enable it to better manage counterparty risk and enhance process efficiencies across its  global operations. 

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

LFIS Capital Selects Quantifi for Broader Asset Coverage in Front-office Analytics & Risk Management

Monday, February 1, 2021

LFIS Capital (LFIS) is a leading Paris-based quantitative asset manager. Launched in 2013, LFIS has $11 billion of assets under management for a global client base. LFIS combines investment banking and asset management expertise to deliver innovative cross-asset, cross-instrument alternative, multi-asset and dedicated funds and solutions. LFIS wanted to continue expanding its diversified credit strategy and required a new front-to-back analytics and portfolio management solution able to support this initiative and successfully navigate complex credit markets.

How to Accelerate XVA Performance

Monday, October 26, 2020

by Quantifi & Intel

One of the key challenges of XVAs is that adjustments need to be calculated on a portfolio basis rather than trade-by-trade. This requires dealing with a large number of computations and orders of magnitude more calculations for accurate results. The calculation of XVAs is highly complex, combining the intricacies of derivative pricing with the computational challenges of simulating a full universe of risk factors. Given the strategic importance of XVA, banks require enhanced capabilities and modern infrastructures to calculate the required credit, funding, and capital adjustments. As banks look to reduce, mitigate, and optimize XVA and other capital charges, they are investing in XVA capabilities in an attempt to solve the computational challenge of simulating a full universe of risk factors.

Preparing for the IBOR Transition: Technology and Models

Thursday, October 1, 2020

The IBOR transition impacts almost every part of the financial services industry including banking, capital markets, insurance and asset management. The imminent retirement of IBOR has forced financial institutions to conduct an end-to-end inventory of IBOR exposure. This should cover the full range of processes, models and systems, including pricing, valuation, risk management and booking. This process has revealed a number of challenges for financial markets participants, with many having to rethink their operations and technology infrastructure and adopting new technologies to help with the transition.  Read More

Survey: How are Firms Navigating the IBOR Transition?

Monday, September 28, 2020

Interbank Offer Rates (IBOR) play a pivotal role in the functioning of financial markets. The transition away from IBOR represents one of the biggest challenges facing financial services firms. The reform has been ongoing for more than two years, during which market-infrastructure providers, regulators, buy- and sell-side firms, and trade associations have been assessing and preparing for a significant transformational effort. This survey was conducted during a webinar hosted by Quantifi on ‘Navigating the IBOR Transition’. Over 350+ individuals from across the financial services industry registered for the webinar and were invited to take part in the survey. Read More

How to Manage Liquidity Risk in a Volatile Market

Friday, July 24, 2020

Historically, liquidity risk has been the poor cousin of market risk and credit risk. While the global financial crisis of 2008/2009 first pushed the issue of liquidity risk to the forefront of attention, the most recent market dislocation due to the COVID-19 pandemic has once again highlighted the salient significance of the topic. This is particularly so for institutional investment managers who have to meet margin calls, perform regular fund rebalancing, execute redemptions, among other potentially liquidity-threatening activities. Read More

Managing Liquidity Risk in Times of Stress

Monday, July 13, 2020

by Quantifi

Historically, liquidity risk has been the poor cousin of market risk and credit risk. While the global financial crisis of 2008/2009 first pushed the issue of liquidity risk to the forefront of attention, the most recent market dislocation due to the COVID-19 pandemic has once again highlighted the salient significance of the topic. This is particularly so for institutional investment managers who have to meet margin calls, perform regular fund rebalancing, execute redemptions, among other potentially liquidity-threatening activities. Failure to afford liquidity risk management the focus and priority jeopardizes the health of an institution, perhaps fatally so.