Case Studies

May 2017

Piraeus Bank Addresses XVA Requirements with Quantifi’s Single Solution

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Piraeus has played a pivotal role in supporting the recovery of the Greek economy and restoring trust in Greek banks. To keep pace with market conditions and ensure compliance with stringent regulation, Piraeus recognised the need to adapt their risk analytics infrastructure to enhance interoperability with other core systems and align front, middle and back office functions. Senior management also wanted to improve risk control, reduce operational inefficiencies and optimise total cost of risk by streamlining processes, IT and operating models.

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March 2017

Helaba Enhances Enterprise-Wide Derivatives Counterparty Risk Management

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Given current market practices around counterparty risk regulation, xVA management, funding and accounting, Helaba, one of the leading German banks, decided it needed to enhance its counterparty risk infrastructure for their OTC derivatives business. To support this initiative the bank wanted to pair their existing risk and core trading infrastructure with a modern, enterprise-wide XVA solution. The ability for senior management to get a comprehensive view of the banks’ counterparty risk was one of the key priorities.

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AFD Leverages Quantifi’s Single Solution for Trading, Risk and Regulatory Compliance

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To remain ahead of market developments and regulatory requirements including EMIR and IFRS13 (CVA), AFD looked to complement their existing infrastructure with a single front-to-risk solution that combined high-performance technology with best-of-breed functionality.  Limited by their incumbent systems AFD required a core trading and portfolio management solution (PMS) that could provide a single view of risk, consistent analytics, and calculations to support central clearing.

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

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Regulatory changes has led to number of implications for banks and financial intermediaries. There are strategic implications that can, however, bring business opportunities and competitive advantages to firms that are well prepared. Despite various exemptions due to its public mandate, OeKB has also been impacted with these regluatory changes. Having reviewed their existing risk infrastructure, OeKB decided that to support future business demands, they would need to replace their front-to-middle office platform with a next generation solution.

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Bunge Selects Quantifi’s Credit and Counterparty Risk Management Solution

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Global commodity trading firms must manage an array of counterparty risks. Historically, firms have relied on multiple tools for counterparty credit risk management, including excel spreadsheets for exposure calculations and reporting and email to communicate credit decisions.  To further enhance its counterparty risk management capabilities, Bunge’s credit risk group began an initiative to implement an enterprise-wide approach to credit risk management. 

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Global Asset and Wealth Manager Selects Quantifi for Portfolio Management

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One of the largest asset and wealth managers in the world was looking for a single front-to-administrator solution for trading and risk management to address growth, market changes, and regulatory requirements including MiFID, EMIR, and Dodd-Frank for one of its premier funds. After a 5 month review of alternative internal and external solutions, Quantifi proved to be the clear leader, as it offered all the functionality best matching the client’s stringent requirements.

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CVA Pricing Analysis for Global Financial Institution

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This global financial institution wanted to gain a better understanding of the mechanics of CVA pricing, especially on transactions involving multiple currencies. The firm’s widening credit spread dramatically increased CVA charges levied by dealers. Therefore the client wanted more transparency and a second opinion on these CVA charges. Quantifi generated a matrix of CVA prices and then analysed the differences between its results and the dealer quotes to help the client better understand the pricing dynamics. 

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UK Bank Enhances Intraday Risk Management with Quantifi

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As one of the UK’s leading and most sophisticated banks the client provides a range of comprehensive banking and financial markets services to over 25,000 customers - predominantly FTSE 100 companies. In 2009 the client selected Quantifi as the front-office pricing tool for their Structured Credit business.  Over the course of the next 2 years their usage of Quantifi expanded and they adopted Quantifi's risk platform to provide them with a consolidated view of risk across their entire credit trading business.

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Quantifi Supports Counterparty Risk Management at Global Bank

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The client is one of the largest financial institutions in Asia Pacific. It operates across multiple countries, serving over 10 million banking, consumer and wealth management customers.  The wanted to establish a CVA desk along with the necessary infrastructure to support their Credit, Rates and FX business globally. To do this they required an accurate and sophisticated solution that would allow them to price CVA on trades immediately. 

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