Blog

June 2017

Vectorization, Part 2: Why and What?

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June 22, 2017

This is the second in a series of blogs on Vectorization, which is a key tool for dramatically improving the performance of code running on modern CPUs. Vectorization is the process of converting an algorithm from operating on a single value at a time to operating on a set of values at one time. Modern CPUs provide direct support for vector operations where a single instruction is applied to multiple data (SIMD). Read More

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Vectorization, Part 1: The Rise of Parallelism

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June 15, 2017

New challenges in the financial markets driven by changes in market structure and regulations and accounting rules like Basel III, EMIR, Dodd Frank, MiFID II, Solvency II, IFRS 13, IRFS 9, and FRTB have increased demand for higher performance risk and analytics. Problems like XVA require orders of magnitude more calculations for accurate results. This demand for higher performance has put a focus on how to get the most out of the latest generation of hardware. Read More

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April 2017

What is .Net Core?

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April 7, 2017

In June of 2016, Microsoft announced the release of .NET Core, describing it as a “cross-platform, open source, and modular .NET platform for creating modern web apps, microservices, libraries and console applications”. In this Q+A, Quantifi CTO, Mark Traudt, explains what .Net Core is and outlines how it benefits for Quantifi customers. Read More

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Explaining the Two Key FRTB Frameworks

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April 6, 2017

FRTB is intended to address the undercapitalisation of trading book exposures witnessed during the financial crisis. While the basic goals and ideas of FRTB are simple, it differs materially from the existing Market Risk regulations. FRTB is likely to have a substantial influence in the way firms are organised, and their approach to measuring and reporting risk. There will also be an overall business and operational impact.  Banks need to decide whether the costs associated with operational and IT change is justified.  Read More

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March 2017

FRTB: Are Banks Prepared?

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March 16, 2017

In this blog post, Quantifi breaks down the results from our recent survey on FRTB. Over 100 banking practitioners took part in the survey to measure opinion on how prepared their firms are for dealing with the impact of FRTB and their approach to addressing implementation challenges. Read More

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February 2017

Survey Reveals Strong Trend Towards Microservices Architecture

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February 22, 2017

Most firms have invested in technology capabilities to satisfy new practices and regulatory requirements, however, much remains to be done to operate efficiently. As traditional systems grow and more updates are bolted on they become too complex and inflexible to the extent that they become incompatible with new technologies and tools. Microservices is emerging as the critical differentiator, as companies can take advantage of the flexibility, efficiency, resiliency and scalability, which ultimately facilitate a lower total cost of ownership. Read More

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January 2017

Importance of Liquidity for Functioning of Financial Markets

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January 10, 2017

The global financial crisis highlighted the importance of liquidity in functioning financial markets. Pre-2008, market participants received easy access to readily available funding and were ill-prepared for events that transpired during the credit crisis Failure to adequately assess and manage liquidity underpinned major market turmoil, triggering unprecedented liquidity events. Read More

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December 2016

Technology Trends in Asset Management

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December 15, 2016

The financial services industry is unquestionably in the midst of a high-change, one that has the potential to radically  re-shape  the industry in the coming years.  The current changes feel disruptive because they are coming in a range of forms all at once. Read More

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August 2016

Why Measure Counterparty Credit Risk?

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August 4, 2016

Counterparty credit risk (CCR) is currently one of the most complex topics for financial institutions. This complexity comes from many different sources but is primarily related to the multiple definitions and uses of counterparty credit risk. Therefore, the first question to ask yourself before modeling counterparty credit risk is why do you want to measure it? Read More

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July 2016

Regulatory Initiatives Impacting Funding, Collateral, and Capital Costs

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July 7, 2016

Following the 2008 financial crisis, the banking sector witnessed a plethora of regulatory changes. While these regulatory prescriptions cover every dimension of the banking world, the OTC derivatives (OTCDs) market has borne the brunt due to the derivatives' opaque and complex nature. Read More

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