Blog

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

In these days of ever-increasing regulation, managing risk is a difficult task at the best of times. Over the years, I have seen the pain firms experience when attempting to integrate disparate systems and streamline front-to-back processes.  There is evidence that, managed properly, a holistic approach to risk management pays off. In contrast, maintaining multiple systems is complex and consequently can be costly and often inadequate. Read More

In July 2015, the Basel Committee of Banking Supervision (BCBS) published a consultative paper on Credit Valuation Adjustment (CVA) risk to improve the current regulatory framework. In February 2016, the first improvements to this framework have been introduced based on the QIS based on December 2015 results. Read More

Recent years have seen valuation adjustments take centre stage in the pricing and valuation of OTC derivatives. Costs and benefits arising from credit (CVA), debt (DVA), funding (FVA) and collateral (ColVA) have become critically important in defining the dynamics of OTC markets.  Read More

Erik Vynckier, CIO Insurance at AllianceBernstein was guest speaker at Quantifi’s breakfast briefing and shared his knowledge and experience under the theme ‘The New Edge in Investment Performance: Liquidity Management’ Read More

"The regulatory landscape still proves to be one of the biggest challenges to the buy-side industry and will do so for the next 12-18 months. The RTS is expected to be published in the next couple of months which will add some certainly for the first time on the timelines going forward." Read More

Lawmakers have targeted key financial practices for reform, radically altering the expectations and behavior of industry participants. The combination of the Dodd-Frank Act, European Markets Infrastructure Regulation (EMIR), MiFID ll and Basel lll signify the biggest regulatory change in decades. These reforms have resulted in major change to how financial products are traded, settled, collateralized and reported, resulting in deep and ongoing structural changes to the markets. Read More

In the last few years, the financial markets have undergone dramatic change. While some of this is down to natural evolution, much of the change can be directly attributed to new rules introduced in the wake of the 2007 crisis. Regulators, legislators and central bank governors have been determined to avert another bubble bursting or an unexpected event that could threaten markets.  Read More

"Our services are designed to take advantage of the power and flexibility of modern virtualized data centers, on premises and cloud hosted. The service layer is interoperable, meaning that customers can consume risk, reporting, workflow, and other services from any client that support the SOAP protocol. By providing interoperable services, customers can leverage risk, reporting, and other functionality in the way that works best for them". Read More

"An important objective for risk frameworks supporting multi-strategy funds is that they work well for single strategy risk analysis while also enabling coherent fund-level risk aggregation. We have found that a scenario-centric approach provides an effective and flexible foundation for doing so". Read More