structured credit

Structured Credit Trading - Trends & Developments

Tuesday, August 13, 2019

Rohan Douglas, CEO, Quantifi, discusses recent developments in the credit markets and how Quantifi differentiates itself from its competitors in the structured credit space. The most significant developments have been the emergence of new products (e.g. ETFs on credit indices), and the return of older products (e.g. tranches). During, and after, the credit crisis of 2008, tranche trading all but disappeared; it is now back with gusto. Bespoke tranche trading reached $80 Billion issuance in 2018, and continues to grow rapidly.  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

YMER SC Selects Quantifi as Core Pricing and Risk Management Platform

Friday, April 27, 2018

YMER will use Quantifi to support the fund’s complex portfolios of diverse investment strategies. Quantifi was one of several providers considered by YMER. As a new fund, YMER wanted to partner with a reputable technology provider that was robust, easy-to-use and offered broad product coverage including complex assets. YMER also wanted a solution that would allow them to be up and running quickly and that could scale with the fund to meet future needs. read more

Quantifi selected by Leading Russian Investment Bank, VTB Capital, for OTC Analytics, Pricing and Portfolio Valuation

Wednesday, November 9, 2011

VTB Capital, the investment business of VTB Group, is a leader in global investment banking. VTB Capital offers a full range of investment banking products and services. The company focuses on arranging operations in the debt, equity, global commodities markets, developing...... read more

Quantifi Extends Its Global Client Base By Setting A New Relationship With VTB Capital

Wednesday, November 9, 2011
Quantifi announced that VTB Capital has licensed Quantifi XL as their front-office tool for OTC analytics, pricing and portfolio valuation. VTB Capital, the investment business of VTB Group, is a leader in global investment banking. VTB Capital offers a full range of investment banking... read more

French Banking Group CM10-CIC Selects Quantifi XL

Friday, June 3, 2011

“As we looked to expand our business, it was important for us to have access to a market-validated pricing and analytics tool. Sophisticated pricing models, un-matched asset coverage and an intuitive interface were all key drivers behind CM-CIC’s decision for choosing Quantifi XL. Quantifi has a strong track record in this space and we expect to see significant benefits as we now have access to a proven solution that matches prices in the market combined with responsive support.” Senior Derivatives Trader Linda Kessour, CM-CIC Marchés  read more

SCI - Limited Fallout?

Wednesday, May 19, 2010

Quantifi Research Director, Mark Ferguson, contributes to SCI article on SEC CDO probes... read more

Structured Credit Investor - Q&A - The Right Direction

Wednesday, January 27, 2010

Quantifi CEO, Rohan Douglas answers questions regarding the structured credit market... read more

CLOs' top slices seen escaping default losses

Tuesday, March 24, 2009

Quantifi CEO, Rohan Douglas, speaks with journalist Jane Baird on the subject of Collateralized Loan Obligations... read more