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.
Quantifi has been selected by Haven Cove, a growing hedge fund incorporated in Malta, to support its structured credit strategies. Haven Cove wanted the ability to structure portfolios and implement strategies across the credit spectrum. The fund selected Quantifi due to its best-in-class solutions for supporting structured credit portfolios –for example, the ability to perform all the stress tests and scenario analysis it required. With Quantifi, the fund benefits from the most comprehensive product coverage, and advanced credit analytics and risk management functionality available in the market. read more
In this article, Rohan Douglas, the founder and CEO of Quantifi, talks about the effects of the summer’s volatility on the structured finance market, in particular how existing models have fared against the turmoil.
Q: What will be the long-term consequences of the crisis on confidence and liquidity? What kinds of institutions will have to make the biggest changes to their processes and will some of the more exotic structured finance products simply not get done any more?
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
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
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
The investment management industry continues to grow and is undergoing a period of change, driven by regulatory developments, shifting investor preferences, cost pressures, and advancing technologies. With the launch of its Synthetic Credit Opportunity Fund, Axiom sought to replace their in-house system with an external cloud-enabled solution that provided the advanced functionality necessary to support non-standard products. read more
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
Webinar with Brigade Capital & Nomura
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