Capital Markets

Next-generation analytics, trading and risk management tools that integrate easily with existing processes and scale to support the largest, most complex portfolios

 

In today's environment market participants need to navigate and respond to regulatory and public scrutiny. A robust, sophisticated analytics, trading and risk management infrastructure is key to maintaining a competitive advantage, as is the ability to rapidly scale up or down as business evolves and needs change. Technology solutions need to be easy to implement, seamlessly integrate with other proprietary or 3rd party systems and deliver high performance without sacrificing accuracy.

Global banks rely on Quantifi’s modular, open architecture to plug gaps in existing infrastructure and complement existing workflows by seamlessly integrating only the components required. Quantifi has saved global banks considerable time and costs by providing leverage for internal resources, allowing flexible and rapid scaling of business lines without costly reallocation of internal resources. For regional banks Quantifi delivers rapid deployment of a single solution for analytics, trading, and risk management that seamlessly integrates with existing processes and scales to support future growth. With our advanced technology we have helped regional banks redefine their business and place them on a level playing field with the largest global banks.

 


 

“To mitigate risk, enhance transparency and increase capital efficiency we need a more dynamic
system that can provide consistent analytics and a single view of xVA risk across our entire
portfolio of vanilla and exotic instruments”

Matthias Rapp, Head of Trading, Helaba

 


 

Consistent Valuations Across your Front and Back-Office Environment

The market has moved to a new valuation paradigm. You need valuation methods incorporating OIS discounting, CVA that takes into account CSAs and collateral, new regulatory calculations, limit management based on PFEs, margin replication, and funding costs such as FVA. Reflecting this industry best practice, Quantifi’s best-of-breed models support even the most complex OTC products. You will have access to timely and comprehensive analytics that allow you to accurately price and hedge the risk of new trades and/or existing portfolios. With Quantifi you can rely on consistent analytics across front and back office environments, enabling you to make better decisions and ultimately gain a clear competitive advantage. At the same time, you will be able to minimise operational risk as you can focus internal development on other strategic projects. 

Enterprise Risk Management, Integrated and Co-ordinated across your Organisation

Satisfying regulatory pressures and improving techniques for evaluating risk at an enterprise level are key priorities for banks. Banks that adopt an integrated approach to counterparty credit and market risk have a competitive advantage over those attempting to manage in a more piecemeal way. Banks are increasingly demanding single integrated solutions, based on a single technology platform that incorporates full market, liquidity and credit risk functionality. Quantifi is the ideal solution to satisfy these requirements. Quantifi’s integrated risk management framework enables banks to more accurately manage and measure risk and maximise risk-adjusted returns on capital. Quantifi supports a full complement of measures, including all regulatory metrics, complex scenarios, stress testing, regulatory capital, VaR, sensitivities, XVA and accounting. Moreover, Quantifi’s open architecture and robust interfaces allow for rapid implementation and seamless integration with existing systems with minimal workflow interruption.

Risk-Aligned Decision Making Tools and Analytics

The different dynamics driving the OTC markets can have a direct impact on P&L and trading economics. How effectively market participants lessen this impact is dependent on the manner in which performance and risk measures are deployed and utilized, especially in the front-office. Effective management and allocation of capital based on risk and return, along with a cost-effective, flexible infrastructure, is key. Built on modern technology, Quantifi provides a range of front-office functionality including pre and post-trade analysis, pricing and structuring, sensitivity analysis, reporting and real-time P&L explain. Quantifi is the ideal solution for banks looking for risk-aligned decision making tools and analytics with a tighter alignment at an enterprise level to ensure timeliness and accuracy.

 


 

We looked to implement a portfolio valuation solution that increased accuracy and flexibility while at the
same time minimised operational risk. Quantifi has already reduced our operational costs and increased our
business flexibility by allowing us to focus internal development on other strategic projects”

Stathis Margonis, Head of Credit Derivatives and Hybrids Trading, VTB Capital

 


 

Interactive Reporting, Generating the Same Results Across Risk and Front Office Environments

Increasingly complex demands are being placed on regulatory and internal reporting systems. These systems must be powerful enough to cover all existing requirements and flexible enough to evolve as these requirements change. They must also have the transparency needed to provide confidence in the results. Quantifi provide comprehensive and flexible reporting tools for market and counterparty risk, providing the same results to the risk function as to the front office. These tools are based on in-memory hypercube reporting technology and multi-threaded processing for fast performance on even the largest data sets. Leveraging the latest, most powerful technology, Quantifi's real-time interactive reporting tool is one of a new generation of integrated component based services that are designed to be fit-to-purpose, intuitive to use, and simple to integrate.

Rapid, Efficient and Streamlined Cross-Asset Trading

Regulatory and market changes can exert considerable pressure on trading operations, which consequently have a direct impact on P&L and trading economics. Bringing performance and risk measures in tandem to the front line can facilitate better trading decisions, stronger controls and a more accurate view of risk. Quantifi provides trade entry and pre-trade analysis via a trade blotter that can be configured for each user using templates to provide highly-tuned, simple trade entry. Pre-trade analysis, for both cleared and un-cleared trades, provides timely pre-deal risk metrics that enable users to make risk-adjusted pricing and trading decisions before executing a trade. Users can look at risk on either a portfolio or incremental basis and can compare exposure limits, capital charge, and margin across different execution venues. The solution can re-run a couple of trades, rather than the whole portfolio, to get a new measurement of risk, using in-memory cubes. Stress testing can also be carried out pre-trade. Market data can be ingested and scrubbed, with controls and tolerances for missing data.

 


 

 

 

'Category Leader' for Sell-Side Risk Technology

"Quantifi has impressed us with their sell-side risk management solutions by addressing enterprise risk, analytics and front office risk as well as providing an integrated solution for front to back office trading, risk valuation and regulatory reporting"

Peyman Mestchian, Managing Partner

Request Report

 


 

Sample Client List

Helaba Flip Box

Helaba Flip Box

"Quantifi's single solution for counterparty risk proved to be more sophisticated, flexible and scalable compared to other solutions we considered"

Matthias Rapp, Head of Trading, Helaba

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AFD - solutions/capital markets client flip box

AFD - solutions/capital markets client flip box

"After extensive due diligence of other main solution providers we singled out Quantifi as the clear market leader in this space”

AFD - A public development finance institution

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Piraeus

Piraeus

"Quantifi’s flexible technology was seamlessly integrated with minimal disruption to our existing processes and workflows"

Jannis Delis, GM - Operations Technology and Organisation, Piraeus Bank

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OEKB - solutions/capital markets client flip box

OEKB - solutions/capital markets client flip box

"It was important for us to partner with a proven technology provider that could provide best-in-class front-to-middle office capabilities"

OeKB - Austria's main provider of financial services to the capital markets

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