Multiple prices and spreads are the biggest challenge in commodity XVA, according to energy firms. Combined with optionality and customised contracts, they strain traditional models, highlighting the need for more flexible and scalable frameworks.
RESOURCES
Blog
Stay informed with our latest blog posts, explore the latest trends, analysis, and expert perspectives.
Calculating XVA and PFE for Commodities: A Practical Framework for a Volatile Market
Commodity market volatility is exposing gaps in counterparty risk management. As exposures shift rapidly, static views fall short. Forward-looking metrics like PFE and XVA, supported by robust simulation, are essential for capturing risk and improving decision-making across complex commodity portfolios.
Beyond Vanilla: A Practical Approach to Structured Products with SPF
Explore how firms can manage structured and exotic products at scale using Quantifi’s Structured Product Framework (SPF) for flexible, controlled payoff modelling.
Should You Build Your Own Risk Models? Buy vs Build for Hedge Funds
As hedge funds scale, a strategic question emerges: build internally, build on open source, or buy a commercial multi-asset platform? This article explores the trade-offs and why risk infrastructure ultimately becomes a capital allocation decision, not just a technology choice.
Issuer Curve Construction from Bonds: A Practical Guide
This guide outlines a practical framework for building issuer credit curves from bonds and explains why this capability is critical for systematic credit trading and electronic workflows.
The Top 10 Things Hedge Fund COOs Really Care About in 2026
In 2026, hedge fund COOs are focused on infrastructure that supports growth without increasing operational fragility. This guide outlines the ten priorities shaping technology decisions and includes a practical checklist for assessing long-term operational fit.
Why Credit Hedge Funds Choose Quantifi for Analytics
Quantifi is an analytics platform chosen by credit hedge funds to support complex credit strategies at scale. Trusted by start-ups and some of the largest most sophisticated credit focused investment managers, Quantifi is the leading pricing and structuring tool for the global credit markets.
3 Must-Have Credit Risk Capabilities for Commodity and Energy Firms
In this blog, we show how thinking outside the box transforms financial decision-making. Conventional approaches limit flexibility, but creative, adaptive strategies allow firms to seize competitive advantage, manage risk proactively, and thrive in markets defined by volatility and uncertainty.
Choosing the Right Model Library: Open Source vs. Commercial Solutions
In this blog, we compare open-source and commercial model libraries for financial analytics. Open-source tools may initially appear cost-effective but often incur hidden long-term costs, while commercial solutions like Quantifi offer quicker deployment, expert support, and industry-aligned models.
Let's Talk!
Schedule a personalised demo today
