Our case studies explore how Quantifi's next generation risk, analytics and trading solutions have helped clients meet business requirements and enhance their capabilities. Stay up-to-date with our latest case studies by following us on LinkedIn.
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.
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.
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. They 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.