Blog

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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October 2019

Why invest in CSOs vs CLOs?

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October 17, 2019

This blog is taken from the Quantifi webinar ‘Trends in Structured Credit Markets’. In the second blog in this series, the panellists from Nomura and Brigade Capital Management compare Collateralized Synthetic Obligations (CSO) vs Collateralized Loan Obligations (CLOs), the aspects of short trading for CSOs, trading of whole capital structures and future prospects for the market. Read More

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September 2019

Which tranches are more popular: index or bespoke?

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September 24, 2019

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. Although a far cry from pre-crisis level, there are encouraging signs for the market’s revival. In the first of this blog series, Kurt Koschnitzke, Executive Director, Structured Credit Trading, Nomura and Gaurav Tejwani, Portfolio Manager, Brigade Capital Management outline the different aspects of tranche trading. Read More

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August 2019

Structured Credit Trading - Trends & Developments

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August 13, 2019

Rohan Douglas, CEO, Quantifi, discusses recent developments in the credit markets and how Quantifi differentiates itself from its competitors in the structured credit space. The most significant developments have been the emergence of new products (e.g. ETFs on credit indices), and the return of older products (e.g. tranches). During, and after, the credit crisis of 2008, tranche trading all but disappeared; it is now back with gusto. Bespoke tranche trading reached $80 Billion issuance in 2018, and continues to grow rapidly.  Read More

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June 2019

Extending the Traditional Credit Risk Framework to the Cryptoasset Industry

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June 18, 2019

We expect that financial institutions and investors will continue to dedicate resources to building a robust infrastructure and developing risk solutions to solve counterparty risk in the cryptoasset industry. Even though trading cryptoassets presents significant challenges, it is our view that through technology, regulatory development and comprehensive risk management these challenges can be minimised. With cryptoasset industry evolving at pace, firms must not only be smart about the risks they pose but also manage them accordingly. Read More

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How to Manage Cryptoasset Credit Risk

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June 6, 2019

The biggest banking failures during the 2008 GFC were a result of insufficient handling of credit risk. Credit risk represents the risk that a debtor may be unable or unwilling to make a payment on or fulfil contractual obligations. In some instances, this can result in default risk which is a subpart of credit risk. In other instances, it can cause a deterioration in credit quality. From a trading workflow perspective, credit risk is viewed as pre-settlement risk. This blog looks at the significance of credit risk associated with exchanges, custody and prime brokerage services. Read More

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May 2019

What is Driving Firms to Streamline Technology and Operations?

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May 31, 2019

In Part 1, Quantifi and Celent examined a number of key trends that are reshaping the industry including the shift from active to passive, growth in multi-asset and broadening of investable asset classes and increasing demand for tailored, outcome-focused investment solutions. This blog examines how margin pressures are forcing firms to improve costs and to streamline their core technology and operations and Celent’s recommendations for pursuing fit-for-purpose solution strategies. Read More

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What Trends are Impacting Asset Managers and Asset Owners?

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May 22, 2019

Quantifi and Celent explore the trends affecting asset managers and asset owners and examines their impact from an investment management technology and operation standpoint. Part 1 examines a number of key trends that are reshaping the industry including the shift from active to passive, growth in multi-asset and broadening of investable asset classes and increasing demand for tailored, outcome-focused investment solutions. Read More

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Securitisation Swaps: An Introduction

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May 16, 2019

Securitisation swaps are a critical, yet often neglected area of finance markets. This handbook provides an introduction to the basics, through to a detailed discussion of all the key risks and how a transaction is put together from start to finish. In Chapter 7, the authors offer some numerical examples to provide ballpark CFVA costs. These example use sophisticated Monte Carlo analytics developed by Quantifi. Quantifi has an established reputation as the market leader in analytics and is built on the latest technology and incorporating advanced numerical methods. Read More

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April 2019

Why are Firms Rethinking Their Risk Technology?

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April 9, 2019

Forward-looking investment management firms are searching for ways to outperform their peers. The firms that we see succeeding are executing based on a combination of focused business models, agile operational competency, and strong cost discipline, especially around core investment and risk functions. This survey was conducted during a webinar Quantifi hosted, featuring Celent, on ‘Trends Shaping Portfolio and Investment Risk Management’. Over 100 individuals from across the buy-side industry registered for the webinar.  Read More

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