structured credit

Q&A with Frank Iacono, Jefferies Group

Friday, December 20, 2019

Frank talks about his role at Jefferies and how he is helping the firm build out a synthetic Collateralised Debt Obligation (CDO) origination, structuring and trading unit. The Q&A also covers significant developments in managed Collateralized Synthetic Obligations (CSOs) and Jefferies' presence in the Collateralized Loan Obligations (CLOs) space. Read More

Structured Credit Trends Q&A

Thursday, November 21, 2019

This blog is taken from the Quantifi webinar ‘Trends in Structured Credit Markets’. In the final blog in this series the expert panellists from Nomura and Brigade Capital Management answer questions from the audience covering CLOs, bespoke portfolios, the volume of index and bespoke tranches, volumes in the secondary market and the barrier to entry for new players.  Read More

Why invest in CSOs vs CLOs?

Thursday, October 17, 2019

This blog is taken from the Quantifi webinar ‘Trends in Structured Credit Markets’. In the second blog in this series, the panellists from Nomura and Brigade Capital Management compare Collateralized Synthetic Obligations (CSO) vs Collateralized Loan Obligations (CLOs), the aspects of short trading for CSOs, trading of whole capital structures and future prospects for the market. Read More

Which tranches are more popular: index or bespoke?

Tuesday, September 24, 2019

Following the credit crisis of 2008, tranche trading all but disappeared; it is now back with gusto. For example, bespoke tranche trading reached $80 billion issuance in 2018, and continues to grow rapidly. Although a far cry from pre-crisis level, there are encouraging signs for the market’s revival. In the first of this blog series, Kurt Koschnitzke, Executive Director, Structured Credit Trading, Nomura and Gaurav Tejwani, Portfolio Manager, Brigade Capital Management outline the different aspects of tranche trading. Read More

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