Among the competitive landscape of solutions available to buy-side firms for adapting to the new market and regulatory environment and managing risk, Chartis RiskTech Quadrant has recognised Quantifi as Category Leader for Buy Side Risk Analytics.
NEWS & EVENTS
Quantifi recognised for its excellence among European fund managers and service providers at Hedgeweek European.
Pepper’s overarching objective was to select a solution capable of consolidating risk on a global scale. The integration of Quantifi enhances Pepper’s risk assessment and facilitates hedging decisions on a local and global scale.
WatersTechnology, a feature-driven magazine covering both the business and technology issues of the Buy-Side Technology and Sell-Side Technology brands and their respective markets, has awarded Quantifi with Best Implementation at a Buy-Side Firm.
Quantifi recognised for its excellence among US fund managers and service providers at Hedgeweek US.
GlobalCapital, foremost information source of the international capital markets, has recognised Quantifi as Technology Provider of the Year at their Global Derivatives Awards 2023.
This whitepaper explores the debate between single curve bootstrap and global optimisation techniques, emphasising the need to adopt dual curve discounting and global optimisation methods in response to the transformed market dynamics post-2008 financial crisis.
By incorporating climate change modelling into their strategies, firms can attract socially responsible investors and align their activities with global sustainability goals.
This whitepaper explores the analytical hurdles, and fixed income implications of adopting SOFR as a replacement rate.
Emerging investment managers face challenges but their opportunities to differentiate themselves and thrive. By navigating these challenges and capitalising on new technology trends, firms can carve a niche in the competitive investment management world.
This paper covers hedging inflation with inflation-linked bonds, an overview of real vs nominal yields and the issues around tackling stubborn inflation.
As technology continues to advance at an unprecedented pace, firms face significant challenges in effectively managing risk and safeguarding their operations.
Alongside Counterparty Risk Product of the Year, Quantifi was recognised for Pricing and Analytics: Fixed Income, Currencies, Credit for the third year running, further cementing its position as the leader in analytics.
Palm Lane sought a front-to-back PMS that could deliver the sophistication required by traders, portfolio managers, and operations.
To support its expanding client base, Quantifi also increased its headcount across sales, product development and client services.
The report uses Chartis’ RiskTech Quadrant® to explain the structure of the vendor landscape and assess how the leading solution providers are responding to these new demands.
This independent study ranks the leading risk technology firms in areas such as functionality, core technology, organisational strength, customer satisfaction, market presence and innovation.
A growing number of Nomura’s buy-side clients leverage Quantifi. Using the same software, Nomura traders and structurers can help their clients model structured credit and better explain how they themselves are pricing trades. Adoption of Quantifi’s solutions can open up new business avenues for these clients as well as increase distribution opportunities for Nomura’s structured credit team.
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