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.


A Powerful Risk Engine

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 →

Accurately measure and manage market risk with advanced tools

Counterparty Risk →

Measure counterparty risk for even the largest most complex of portfolios

Credit →

Sophisticated credit analytics and risk management with fast, accurate pricing


A Single View of Risk

Cross-asset Support

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.

Real-time Risk

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.

Scalable Architecture

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.

Risk Reporting

Reporting that includes interactive drill-down and aggregation across even the largest data sets.

Seamless Integration

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.

Bokar Cherif, Head of Funding and Market Operations


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.


Adoption of Data Science
in Finance

Firms are recognising that big data technologies, like data science, are the way forward. Using data science, firms can focus their resources efficiently, make smarter decisions, and improve performance. This survey was conducted during a Quantifi webinar, featuring Celent, on ‘Next Generation Risk technology Powered by Data Science’. Over 160 industry participants were invited to take part.


Navigate major trends & developments shaping the industry


The IBOR Transition: Challenges and the Road Ahead

The London Interbank Offered Rate, is often referred to as ‘the world’s most important number’, as it is a global benchmark interest rate upon which trillions of financial contracts rest, including mortgages, consumer loans and credit cards.

Case Studies

Helaba Enhances Enterprise-Wide Derivatives Counterparty Risk Management

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.

Case Studies

OeKB selects Quantifi to Replace Existing Front-to-Middle Solution

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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