technology

WBS 16th Quantitative Finance Conference

Monday, November 16, 2020
Every year, the Quantitative Finance Conference organized by WBS brings together professionals, researchers, academics, and leading experts in quantitative finance from all over the world to share and discuss their knowledge and experiences, new... read more

Quantifi Releases Latest Software Powered by Data Science

Thursday, November 5, 2020

Quantifi has announced the latest release of its software, Version 18, which includes 304 new features and enhancements. This latest release provides superior performance, new BI reporting capabilities and includes the next-generation of risk analytics powered by data science. Version 18 also introduces features to help clients accelerate their IBOR transition programme with confidence. read more

The IBOR Transition: Challenges and the Road Ahead

Tuesday, October 13, 2020

by Quantifi & Irina Ursachi

Interbank Offered Rates (IBORs) play a pivotal role in the functioning of financial markets. The transition away from IBOR represents one of the biggest challenges facing financial services firms. The reform has been ongoing for more than two years, during which market-infrastructure providers, regulators, buy- and sell-side firms and trade associations have merged their efforts in steering some of the most complex transformation programmes the financial industry has undertaken. This paper explores the development of the IBOR reform. The first part details the status quo, some of the various aspects and challenges involved and outlines the effects of migrating from IBORs to risk-free rates. The second part of the paper outlines the preparations firms need to make to accommodate a smooth transition.

Preparing for the IBOR Transition: Technology and Models

Thursday, October 1, 2020

The IBOR transition impacts almost every part of the financial services industry including banking, capital markets, insurance and asset management. The imminent retirement of IBOR has forced financial institutions to conduct an end-to-end inventory of IBOR exposure. This should cover the full range of processes, models and systems, including pricing, valuation, risk management and booking. This process has revealed a number of challenges for financial markets participants, with many having to rethink their operations and technology infrastructure and adopting new technologies to help with the transition.  Read More

Survey: How are Firms Navigating the IBOR Transition?

Monday, September 28, 2020

Interbank Offer Rates (IBOR) play a pivotal role in the functioning of financial markets. The transition away from IBOR represents one of the biggest challenges facing financial services firms. The reform has been ongoing for more than two years, during which market-infrastructure providers, regulators, buy- and sell-side firms, and trade associations have been assessing and preparing for a significant transformational effort. This survey was conducted during a webinar hosted by Quantifi on ‘Navigating the IBOR Transition’. Over 350+ individuals from across the financial services industry registered for the webinar and were invited to take part in the survey. Read More

Quantifi Survey Measures Adoption of Data Science in Finance

Tuesday, June 2, 2020

The deployment of data science techniques provides a huge opportunity for firms to stand out from the competition and reinvent their businesses. When done correctly, it can offer a competitive advantage, insights and even new ways to tackle old problems. This survey was conducted during a webinar Quantifi hosted, featuring Celent, on ‘Next Generation Risk Technology Powered by Data Science’. Over 180 individuals from across the financial services industry registered for the webinar and were invited to take part in the survey. Read More

Quantifi Survey Reveals Strong Trend towards Data Science in Finance

Tuesday, May 26, 2020

Quantifi recently hosted a webinar featuring Celent, a research and advisory firm, on ‘Next Generation Risk Technology Powered by Data Science’. Over 180 individuals from across the financial service industry registered for the webinar. Delegates were surveyed to measure industry opinion on the adoption of data science. read more

How is Data Science Transforming Banking and Capital Markets?

Tuesday, May 26, 2020

This blog is taken from the Quantifi webinar 'Next Generation Risk Technology Powered by Data Science’. In Part 1, we will explore data science in the context of risk management technology and operations. This blog reflects on how the financial environment, and the broader landscape, has changed over the last decade and the market trends that are driving the rise in data science approaches. Read More

Industry Perspectives on Data Science - Q&A

Thursday, May 14, 2020

This blog is taken from the Quantifi webinar ‘Next Generation Risk Technology Powered by Data Science’ which also featured Celent. In the final blog in this series, the expert panellists from Quantifi and Celent answer questions from the audience, including how to deploy data science tools, the different data science use cases and pitfalls to avoid. Read More