Capital Markets: Risk

A Single View of Risk

A single view of market, counterparty and liquidity risk with results that match the market for even the largest, most complex portfolios

The capital markets have become more diverse and increasingly complex. The weight of regulatory reform, including Basel lll, EMIR, Dodd-Frank, IOSCO and FRTB has transformed best practice for risk management. Quantifi's integrated risk framework allows you to manage all your risk measures in a single system and incorporates market leading models that generate results that match the market. A powerful and flexible risk engine provides rapid historical and what-if scenarios so you can monitor and manage risk accurately, along with next generation reporting with interactive drill down, and aggregation across even the largest data sets.

 

Market Risk

 Enhance risk governance and 
management with tools designed to accurately measure market risk 

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Counterparty Risk

Accurately measure counterparty
risk for even the largest most
complex of portfolios 
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Liquidity Risk

Quantify and monitor key
liquidity risk measures for
effective risk management 
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Key Features

A single, real-time view across the spectrum of market, counterparty and liquidity risk with results that match the market for even the largest, most complex portfolios

 

Cross-asset Support

Advanced models (fixed income, rates, FX, credit, equities & commodities) trusted by 5 of the 6 top global investment banks
 

Advanced Data Management

An ETL framework for managing data feeds and a NoSQL database environment for high-performance and agile processing of information
 

View Risk in Real-time

Built on advanced technology that supports real-time monitoring of risk with results that match the market for even the most complex products
 

Run Real-time Reports

Next generation reporting that includes interactive drill-down and aggregation across even the largest data sets
 

Produce Sensitivities & Scenarios

A powerful and flexible risk engine that provides rapid historical and what-if scenarios and a full complement of cross-asset class risk measures 
 

Highly Scalable

A highly optimised analytics engine that can be scaled both horizontally (grid) and vertically (multi-core) as required
 

Perform Pre-trade Analysis

Timely pre-deal risk metrics that enable users to make risk-adjusted pricing and trading decisions before executing a trade
 
 

Intuitive to Use

Even our most complex models are intuitive and usable. Numerous pre-defined templates and sample worksheets make getting started simple

Conduct Post-trade Analysis

A powerful risk engine calculates, in real-time, the required metrics on an incremental basis for either a single trade or group of trades
 

Fast, Seamless Integration

A unique flexible, open architecture that seamlessly integrates with existing processes and systems using unique plug-in APIs
         

 




 

“We required a next-generation multi-asset trading and
portfolio management system to provide complete risk
management, accurate valuations, taking into consideration OIS discounting, and advanced counterparty risk analytics”

Bokar Cherif, Head of Funding and Market Operations

 

Case Study

 

Modern Technology


Leveraging next-generation technology based on micro-services, big data and the cloud to give our clients the advantages of speed, scalability, flexibility and usability

 


 

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Featured Video



 

Impact of Recent Regulations
on Bank Liquidity

This panel of senior practitioners from Citigroup, SocGen and China Construction Bank reflect on the  impact of recent regulation on sell-side liquidity. Panel moderated by Dmitry Pugachevsky, Director of Research, Quantifi
 

Watch video