Blog

August 2020

What are the Main Challenges Facing Buy-Side Firms?

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August 2, 2020

Quantifi won Best Buy-Side Pricing/Valuation Service, Best Integrated Middle-Office Platform and the most highest-profile category of the night; Best Overall Buy-Side Product at the Waters Buy-Side Technology Awards. In this Q&A with WatersTechnology, Rohan Douglas, CEO, discusses the challenges facing buy-side firms and how Quantifi can help clients respond rapidly to market shifts to minimise risk and take advantage of new opportunities presented by market change. Read More

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July 2020

How to Manage Liquidity Risk in a Volatile Market

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July 24, 2020

Historically, liquidity risk has been the poor cousin of market risk and credit risk. While the global financial crisis of 2008/2009 first pushed the issue of liquidity risk to the forefront of attention, the most recent market dislocation due to the COVID-19 pandemic has once again highlighted the salient significance of the topic. This is particularly so for institutional investment managers who have to meet margin calls, perform regular fund rebalancing, execute redemptions, among other potentially liquidity-threatening activities. Read More

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June 2020

Quantifi Survey Measures Adoption of Data Science in Finance

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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

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What are the Use Cases for Data Science in the Financial Markets?

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June 2, 2020

This blog is taken from the Quantifi webinar 'Next Generation Risk Technology Powered by Data Science’. In Part 2 of this blog explores how Quantifi is leveraging data science and summarises the key trends shaping data science practices within a trading and risk management context. Read More

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May 2020

How is Data Science Transforming Banking and Capital Markets?

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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

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Industry Perspectives on Data Science - Q&A

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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

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November 2019

Structured Credit Trends Q&A

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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

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October 2019

Why invest in CSOs vs CLOs?

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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

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September 2019

Which tranches are more popular: index or bespoke?

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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

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August 2019

Structured Credit Trading - Trends & Developments

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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

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