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
Quantifi has been selected by NZSF, a NZ$35 billion sovereign wealth fund, as its core front-office and enterprise risk management solution. Quantifi provides NZSF with a consolidated view of credit, liquidity and fund risk. Forward looking scenario analysis, with application of fund responses, allows the fund to assess impacts on key liquidity and credit risk measures based on future series of market shocks. NZSF can also factor in intelligent fund responses as part of that analysis to take advantage of favourable market movements. read more
Quantifi today announced the release of Quantifi Version 15 (V15). This release leverages the latest technology and introduces a broad range of enhancements and support for the latest regulatory requirements including expanded product coverage, advanced data management and next generation analytics. With over 100 new features, this release is designed to further enhance front-to-middle performance, transparency and scalability. read more
Selwood Asset Management, a newly authorised alternative investment manager, has confirmed the selection of Quantifi as its single Portfolio Management System (PMS). Selwood chose Quantifi ahead of other providers as they required a powerful, stable technology platform with rich functionality to deliver best practice portfolio management, valuations, trading, pre-trade and scenario analysis, and support for all of their risk management requirements. read more
This partnership offers portfolio and risk managers an integrated view of risk across their structured finance portfolio and other asset class instruments. Utilizing Quantifi’s scenario framework clients can assess the impact of interest rate and credit environments with full flexibility to target collateral assumptions and interface with preferred credit models. By cross-referencing Intex collateral with corporate positions held outside CLOs, Quantifi enables clients to identify issues across complete portfolios, and accurately calculate exposures and sensitivities. Clients can also calculate Value at Risk (VaR) across an entire portfolio. read more
by Chartis Research
Buy-side firms are witnessing a rapidly changing operating environment. They need not only to comply with the regulations, but also to adapt to a new marketplace. The new goal is a performance-oriented trade and risk management execution strategy for asset allocation with a strong focus on stress-testing and scenario analysis. For buy-side risk management solutions, this means the focus has to be redefined with the priority to enable firms to follow high standards on corporate governance. This report by Chartis Research covers the competitive landscape for buy-side risk analytics. Chartis believes Quantifi to be one of the leading vendors in this space.
Buy-side firms face a rapidly changing operating environment. They need not only to comply with the regulations, but also to adapt to a new marketplace. The new goal is a performance-oriented trade and risk management execution strategy for asset allocation with a strong focus on stress-testing and scenario analysis. Read More