Client wins, product enhancements and new releases, awards and more! Stay up-to-date with all things Quantifi.
Quantifi and Kauri Solutions, a specialist financial consultancy firm, recently co-hosted a webinar on ‘FRTB: Strengthening market risk Practices?’. The 100+ delegates were invited to take part in a survey on how prepared their firms are for dealing with the impact of FRTB and their approach to addressing implementation challenges.
Quantifi today announced it has been positioned as ‘Best-of-Breed’ provider by Chartis for commodity trading risk management.
Quantifi recognised for its level of functionality as a solution for FRTB, and strong architectural design.
Quantifi considered one of the leaders for integrated risk management, Pricing and trading.
Quantifi has announced that 7Chord has integrated its market leading model library for Pricing and analytics of cash and derivative credit instruments.
Quantifi today announced that it has been shortlisted for ‘Best Risk Management Software’ and ‘Best Risk Management Product’ in the HFM US hedge fund Technology Awards. These awards recognise technology providers serving the hedge fund sector that have demonstrated exceptional customer service and innovative product development over the past 12 months.
Quantifi has been named Operational risk technology of the Year at the CIR risk management Awards, for its investment in microservices. This is Quantifi’s third CIR Risk Management award in four years. Judged by an independent panel of experts, the awards distinguish organisations and teams that have significantly added to the understanding and best practice of risk management.
The awards, run by commodities Now magazine, identify commodity firms and technology providers that have had a significant impact on the commodity markets. Quantifi has been shortlisted for Trading, Risk & Portfolio Management (Excellence in Agricultural & Softs) and Commodity Market Development (Excellence in Risk Mitigation).
Quantifi has been selected by Piraeus Bank (Piraeus), Greece’s largest bank in terms of assets, and considered the most innovative in the Greek market. As part of the banks system strategy, Piraeus has partnered with Quantifi to cover contract valuation, analytics and reporting capabilities within the Treasury Middle Office domain.
Quantifi and Kauri Solutions, a specialist financial consultancy firm, today announced the release of their whitepaper titled ‘FRTB: strengthening market risk practices?’.
With Quantifi’s single solution, investment management firms can take advantage of integrated portfolio analytics, risk assessment and position monitoring across their structured finance and other cross-asset portfolios.
Formed in early 2009 to invest in bank loans, high yield bonds, mezzanine and special solutions, MidOcean’s investment approach is based on intensive and independent financial analysis, preservation of capital and diversification, and active portfolio management.
This whitepaper explores the importance of liquidity in functioning of financial markets and the increasing regulatory pressures on capital market firms to ensure strong liquidity risk management practices are being carried out.
Quantifi today announced that it has been awarded ‘Best New Technology Product – collateral management’ at the FOW Asia Awards.
Quantifi today announced that Selwood Asset Management, a newly authorised alternative investment manager, has confirmed the selection of Quantifi as its single portfolio management system (PMS).
Quantifi and Celent, a research and advisory firm focused on the application of information technology in the financial services industry, recently co-hosted a webinar on ‘Microservices: The New Building Blocks of Financial Technology’. Delegates were surveyed to measure industry opinion on adopting a microservices approach and highlight technology challenges faced with traditional monolithic platforms.
Through this partnership Quantifi is able to provide support for portfolios with significant exposures to structured finance.
Quantifi has been chosen to replace this leading alternative asset manager’s existing external solution. Quantifi will support the client’s Fundamental Credit Opportunities (FCO) strategy, which is led by former Goldman Sachs Head of Municipal Trading, Hector Negroni.
Quantifi today announced the release of their whitepaper ‘The Cost of Trading & Clearing OTC derivatives, in the Wake of Margining’.
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