BANKING

Complex Markets
Made Simple

Our solutions seamlessly integrate with existing processes & are fully scalable to support the largest, most complex portfolios.

MODERN TECHNOLOGY

Trusted by 5 of the 6 largest investment banks

In today’s environment, market participants need tools that can help them navigate and respond to complex market conditions and regulatory scrutiny. Built on next-generation technology, Quantifi’s analytics, trading and risk management tools can seamlessly integrate with other proprietary or 3rd party systems and processes, and scale to support the largest, most complex portfolios.

Risk Management →

Monitor and manage market, counterparty and liquidity risk, enterprise-wide, on a single platform.

XVA →

Mitigate risk and enhance transparency with an enterprise-wide XVA solution that supports a full complement of measures.

Analytics →

A comprehensive suite of cross-asset models that generate accurate and consistent front-to-back analytics.

KEY FEATURES

Built on Modern Technology

Cross-Asset Support

Market tested and validated models (fixed income, rates, FX, credit, equities & commodities).

Simplified Data Management

Rich ETL capabilities seamlessly integrate with in-house data repositories and 3rd party providers.

Satisfy Compliance & Limits

A full suite of compliance, limit checks, what-if analysis and regulatory features designed to mitigate a firm’s exposure.

Minimise Risk

An integrated risk framework that provides a single view of market, counterparty, liquidity & collateral risk.

Consistent Analytics

Fast, accurate and extensible analytics engine that provides consistent results across front-to-back office.

Interactive Reporting

Interactive drill-down, slicing and dicing, and aggregation using in-memory hyper-cube technology.

Enterprise XVA

A consistent modelling framework that supports front-office, IFRS 13 accounting & risk control requirements.

Simple Trade Entry

A trade blotter configured to each user using templates to provide high tuned, simple trade entry.

Calculate P&L

P&L is calculated in real time using both the full revaluation method and a sensitivity based approach.

MODERN TECHNOLOGY

Leveraging next-generation technology

An investment in microservices, big data and cloud gives clients the advantages of speed, scalability, flexibility and usability

insights

Navigate major trends & developments shaping the industry

Whitepapers

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.

Whitepapers

How to Accelerate XVA Performance

In the post-crisis world, an increasing number of banks have set up a centralized XVA desk. With the introduction of new regulations to ensure banks are adequately capitalized, it has become common practice to include certain costs in the pricing of OTC derivatives that, in many cases, had previously been ignored.

Whitepapers

FRTB: Moving Towards a Practical Implementation

The Basel Committee on Banking Supervision (BCBS), has placed greater emphasis on improving market risk management since finalising Basel III. In May 2012, the BCBS released the first consultative document on the Fundamental Review of the Trading Book (FRTB).

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