Quantifi has published the video recordings of its inaugural New York risk conference. Over 150 delegates, from across the industry including banks, asset managers, hedge funds, clearing houses and industry bodies, gathered for an afternoon of insightful discussion on ‘The Dynamics Driving OTC Markets’.
NEWS & EVENTS
Client wins, product enhancements and new releases, awards and more! Stay up-to-date with all things Quantifi.
TCX Selects Quantifi for Counterparty Credit Risk Management for Emerging Market Currencies Derivatives
Quantifi will help The Currency Exchange (TCX) with pricing and risk management of Counterparty Credit Risk in emerging market currency and Interest Rate Derivatives.
These awards, judged by FOW’s editorial team, take into account the views of industry users, recognising technology firms for their innovation and excellence in the OTC markets.
Quantifi Version 12.1 Leverages New Technology for Ground-Breaking Performance and Enhancements in Valuation and Risk Management
This release represents the most recent innovations across Quantifi’s entire product suite and includes significant enhancements to product coverage, model library, functionality and usability.
Quantifi will support this specialist asset manager, with €13.7 billion under management, with new investment strategies and growth across new asset classes.
Quantifi recently hosted its 2nd annual London risk conference.
This Norwegian company offering market participants daily third-party pricing services for financial instruments has selected Quantifi for pricing and analytics.
This expansion will enable Quantifi to meet growing regional demand.
Deloitte and Quantifi Explore the Different Fair Value Adjustments and Valuation Techniques under IFRS 13
Explore the Challenges and Implications of Measuring Financial Instruments under IFRS13.
Review the Risk Factors and Requirements for Calculating CVA, DVA and FVA (XVA).
This public development finance institution, has selected Quantifi as its enterprise portfolio management system (PMS).
Quantifi hosted a joint seminar with EY in Frankfurt. Senior practitioners from leading financial institutions, regulators and other market participants gathered for a compelling evening of unique insights and discussion on XVA (CVA, DVA, FVA).
Expanding on previous developments, V12.0 includes major enhancements across trading, risk management, operations, reporting and data.
This recent report assesses the competitive landscape of solutions available to buy-side firms for adapting to the new market and regulatory environment and for managing risk.
Investment Week recognises Quantifi for new levels of usability, flexibility and ease of integration.
FOW Asia recognises Quantifi’s Counterparty Risk Solution as best risk management product.
Web-based calculator allows ICE market participants to accurately measure risk exposures.
Quantifi, EY and PRMIA recently hosted a joint seminar in London on ‘Managing Counterparty Risk & Basel lll’. Over 120 senior traders and chief risk officers from leading global and regional banks who attended the seminar were surveyed to gain insight into the approaches taken towards counterparty credit risk and Basel lll.
Quantifi and InteDelta Whitepaper Explores Key Requirements for Measuring and Managing Counterparty Risk
Quantifi and InteDelta, a consultancy which specializes in advising financial institutions on how to manage their risk, have published a joint whitepaper titled ‘Measurement and Management of counterparty risk.’
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