A Single View
A single view of market, counterparty and credit risk with results that match the market for even the largest and most complex portfolios.
Enterprise Risk Management
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. Quantifi’s modern cloud-native technology stack provides clients with an environment that optimises operations for greater flexibility, scalability, and agility.
A Single View of Risk
Market tested and validated models (fixed income, rates, FX, credit, equities & commodities).
Simple Data Management
Rich ETL capabilities seamlessly integrate with in-house data repositories and 3rd party providers.
Built on advanced technology designed to calculate both trade and portfolio level pricing and risk in real time.
Pre & Post-Trade Analysis
Pre-trade compliance, limit checks and what-if-analysis as well as post-trade analysis at portfolio and trade level.
Intuitive to Use
Pre-defined templates and sample worksheets make getting started simple for even our most complex models.
A highly optimised analytics engine that can be scaled both horizontally (grid) and vertically (multi-core).
Sensitivities & Scenarios
Rapid historical and what-if scenarios and a full complement of cross-asset class risk measures.
Reporting that includes interactive drill-down and aggregation across even the largest data sets.
An 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.
Risk Technology Powered
by Data Science
Regulators, internal stakeholders, customers, and investors are demanding more transparency with understanding of front office, risk, and capital models – from trading algos, capital models to counterparty risk models that incorporate statistical learning approaches.
With Quantifi, Mizuho Americas has enhanced its access to fast, accurate pricing and analytics that have been seamlessly integrated with its other internal processes. By selecting Quantifi, Mizuho Americas has saved on development time and resource and can focus on its core business.
The IBOR Transition: Challenges and the Road Ahead
This paper explores the development of the IBOR reform. The first part details the status quo, some of the various aspects and challenges involved and outlines the effects of migrating from IBORs to risk-free rates (RFRs). The second part of the paper outlines the preparations firms need to make to accommodate a smooth transition.
Navigate major trends & developments shaping the industry
Helaba, one of the leading German banks, with a workforce of approximately 6,300 and a balance sheet total of around EUR 180 billion, offers financial services to companies, banks, institutional investors and the public sector, both within Germany and internationally. The bank also acts as central clearing institution and service provider for 40% of German savings banks.
Oesterreichische Kontrollbank AG (OeKB) is a specialised institution owned by commercial banks located in Austria. OeKB’s mandate is to support the Austrian economy, offering a uniquely broad variety of services to Austria´s industry and capital market participants. These include services for exports and foreign investments and capital and energy markets services. As of June 2016, OeKB had total assets of €29 billion and employed over 400 people.
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