Blog

October 2020

Preparing for the IBOR Transition: Technology and Models

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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

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September 2020

The Challenges and Risks of the IBOR Transition

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September 30, 2020

Interbank Offered Rates (IBORs), including the London Interbank Offered Rate (LIBOR), serve as widely accepted benchmark interest rates, and the forthcoming transition is one of the most significant changes for the financial services industry. The unparalleled scale of this industry-wide transition presents considerable challenges, including potential financial, legal, operational, conduct and reputation risks. This blog explores the challenges and risks of navigating the IBOR transition and the adoption of alternative reference rates. Read More

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Survey: How are Firms Navigating the IBOR Transition?

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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

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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, 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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