sell-side

Quantifi Announces Agreement with Jefferies to Support their Structured Credit Business

Tuesday, September 10, 2019

Jefferies Group LLC selected Quantifi to support its growing structured credit business. Jefferies Group LLC (Jefferies), the largest independent full-service global investment banking firm headquartered in the U.S, is a leader in providing insight, expertise and execution to investors, companies and governments. To support this synthetic CDO business, Jefferies sought to acquire a state-of-the-art pricing and analytics solution with enhanced capabilities for synthetic structured products, instead of developing its own in-house system. read more

How Are Firms Managing Liquidity Risk?

Tuesday, August 29, 2017

In this blog post, Quantifi breaks down the results from its recent survey on managing liquidity. 108 delegates were surveyed to measure opinion on how their firms are dealing with liquidity and their approach to IT and operational challenges. The survey was conducted as part of a webinar co-hosted by Quantifi, OTC Partners & BlackRock on ‘Identifying Liquidity Risk for Financial Stability’. Read More

OeKB Extends Usage of Quantifi for Enterprise Market Risk

Wednesday, July 19, 2017

In 2015, OeKB selected Quantifi as its front-to-middle office solution for counterparty risk and IFRS 13. The bank has recently gone live on Quantifi for market risk. The key variable in the measurement and management of OeKB’s market risk is economic capital which is calculated using Value at Risk (VaR) over a one-month time horizon. OeKB was previously calculating HVaR on a quarterly basis using a legacy system. read more

Survey Reveals Banks Are Not Ready to Deal with the Impact of FRTB

Thursday, March 16, 2017

Quantifi and Kauri Solutions, a specialist financial consultancy firm, recently co-hosted a webinar on ‘FRTB: Strengthening Market Risk Practices?’. The 100+ delegates were invited to take part in a survey on how prepared their firms are for dealing with the impact of FRTB and their approach to addressing implementation challenges 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

Piraeus Bank Seamlessly Modernises Core Systems with Quantifi’s Next-Generation Risk, Analytics and Reporting

Wednesday, January 11, 2017

With Quantifi’s next-generation valuation, analytics and reporting functionality Piraeus now has a flexible and performant capability to address and support computationally intense calculations including xVA, perform accurate valuations on cross-asset portfolios taking into account various risk metrics comprising PFE, VaR, wrong-way-risk, stress testing, sensitivities etc., and generate flexible reports to aid business decisions across their trading user base. read more