Capital Markets: Risk

A Single View of Risk

A single view of market, counterparty and credit risk with results that match the market for even the largest and 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 of 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. Quantifi also provides next generation reporting functionality with interactive drill down, and aggregation across even the largest data sets.


Market Risk

Market Risk

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

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Counterparty Risk

Counterparty Risk

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


Sophisticated credit analytics
and risk management with
fast, accurate pricing 
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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

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

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

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 detailed reports

Run Detailed Reports

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

Run 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

Highly Scalable

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

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

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

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

Fast, Seamless Integration

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


AFD Logo 

“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



The Leading Solution for the Credit Markets

Built on the most advanced and powerful credit models,
deliver time-to market advantages along with independent
market-validated pricing.


Download Fact Sheet

Featured Video

IBOR Transition Panel Discussion


IBOR - Navigating
the Transition

Senior practitioners from HSBC, RBC Capital Markets, ING & Natwest Markets reflect on the upcoming IBOR reforms. This panel discussion covers the latest trends and challenges of navigating the IBOR transition & the adoption of alternative reference rates. 


Watch video