Blog

August 2021

What are the Requirements for Advanced Credit Analytics?

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August 23, 2021

Credit trading is changing - does your firm have the data, analytics and technology required to take advantage of this new environment? In this Q&A with Dmitry Pugachevsky, Director, Research, Quantifi, we explore the new requirements for credit analytics, advanced analytics for convertibles, building a credit curve from credit instruments and the challenges arising from IBOR replacement. Read More

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The Evolution of Credit Trading: Industry Survey

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August 19, 2021

The current credit market environment, characterised by uncertainty and persistent structural inefficiencies, is rich in relative value credit investment opportunities.  Over the past five years, there has been robust growth in the electronic trading of fixed-income markets, but it continues to lag equities in technological development. This survey was conducted during a webinar on “The Evolution of Credit Trading: Technology, Analytics, and Data,” hosted by Quantifi, featuring Celent and 7 Chord Inc. More than 100 individuals from the financial services industry registered for the webinar and were invited to participate in the survey. Read More

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Exploring Opportunities in Relative Value Credit

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August 4, 2021

Relative value credit analytics has been the subject of investor attention over the last 12 months, due to the surge of issuance seen in the bond market and the volatility within the credit sector during COVID-19. Both created opportunities for realisation of value, and whilst the markets calmed down from the turbulence 12 months prior, the party is not over. Read More

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June 2021

Quantifi Targets Broader Markets: An Interview with Avadhut Naik, Head of Solutions, Quantifi

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June 23, 2021

The process of trading, procuring and selling commodities has always been risky and intricate, and it’s only becoming more complex. Market structures have shifted, and so risk management solutions must respond to that change. Avadhut Naik, Head of Solutions at Quantifi talks to Commodity Technology Advisory about Quantifi's strong track record in the risk management space and how they've extended this capability to cover the needs of the commodity trading sector.

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May 2021

How Can Artificial Intelligence Be Used To Accelerate Derivatives Valuations?

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May 16, 2021

Quantifi recently took part in Intel's Coffee Chat series to discuss their partnership and collaboration with Intel. This Q&A was taken from the video series where Intel Vice President, Pete Baker, discusses risk analysis, analytics and artificial intelligence on Intel architecture in the financial services sector with Sebastian Hahn, AI Lead, Quantifi. Read More

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February 2021

Accelerating the Performance of Large-scale XVA Workloads

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February 24, 2021

In the post-crisis world, an increasing number of banks have set up a centralized XVA desk. With the introduction of new regulations to ensure banks are adequately capitalized, it has become common practice to include certain costs in the pricing of OTC derivatives that, in many cases, had previously been ignored. To assist in the pricing for the cost of dealing with a counterparty in a derivative transaction, the markets have developed various metrics including CVA, DVA, FVA, ColVA, KVA, and MVA—collectively known as XVAs. Read More

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Growing Success in Commodities

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February 10, 2021

With the support of two global ag trading companies, Quantifi successfully expanded their product footprint to address the valuation complexities unique to the commodity markets. Now, with several hedge funds and global-scale commodity trading firms using their products to manage counterparty credit risk and analytics in the softs and ags markets (and with plans to move into metals and energies), Quantifi has become a recognized player in the industry. Read More

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