This blog explores the challenges and risks of navigating the IBOR transition and the adoption of alternative reference rates.

In this Q&A, 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.

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 blog post explores how Quantifi is leveraging data science and summarises the key trends shaping data science practices within a trading and risk management context.

Part 1 of this blog series explores 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.

This blog is taken from the Quantifi webinar ‘Next Generation Risk technology Powered by data science’ featuring Celent. The panellists, Cubillas Ding, Research Director, Celent and Avadhut Naik, Head of Solutions, Quantifi, were presented with a number of questions from the audience. ‘The views and opinions expressed in this blog are those of the individual […]

This blog is taken from the Quantifi webinar ‘Trends in structured credit Markets’, moderated by Dmitry Pugachevsky, Director of Research, Quantifi. The panellists Kurt Koschnitzke, Executive Director, structured credit trading, Nomura and Gaurav Tejwani, Portfolio manager, Brigade Capital Management were presented with a number of questions from the audience.

In the first part of this blog series, Kurt Koschnitzke, Executive Director, structured credit Trading, Nomura and Gaurav Tejwani, Portfolio manager, Brigade Capital Management outlined the different aspects of tranche trading and its future prospects. In this second blog the panellists compare CSO vs CLOs, short trading for CSOs, trading of whole capital structures and […]

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.