Investment Week recognises Quantifi for new levels of usability, flexibility and ease of integration.
NEWS & EVENTS
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.’
Quantifi Version 11.0 Delivers Enhancements for Central Clearing, Regulatory Reporting and Exchange Traded Products
This release includes significant improvements across Quantifi’s entire product suite.
Quantifi delivers leading edge models for fast, accurate CVA pricing and analytics. JCRA leverages Quantifi for CVA analytics.
Quantifi to Host Webinar ‘Comparing Alternate Methods for Calculating CVA Capital Charges under Basel lll’
Join Quantifi on 13th March, 12pm (EST) to hear from one of the leading industry figures, Dmitry Pugachevsky, Director of Research, Quantifi. The webinar explores the capital charges under the two regimes (Standardised and Advanced methods) and the capital relief that can be achieved.
Quantifi and Risk Dynamics Release Whitepaper on ‘Optimising Capital Requirements for Counterparty Credit Risk’
Quantifi has published a joint whitepaper with Risk Dynamics, entitled ‘Managing Counterparty Credit Risk – Capital Requirements for Retail, Commercial and Proprietary Portfolio Strategies’.
Quantifi Delivers Expanded Asset Coverage, Enhanced Regulatory Reporting and Performance Improvements with Launch of Version 10.3.1
Quantifi today announced the latest release of its award-winning pricing and risk analysis software, Quantifi Version 10.3.1 (V10.3.1).
This award recognises best practices and innovation in derivatives and risk management in the Asia-Pacific region and is awarded to the technology firm that has best adapted a solution to suit the Asian market, or developed an Asia-specific risk management or trading system.
Quantifi has relocated to a larger office space in London to help better serve a growing roster of EMEA clients, as well as accommodate increased demand for its market leading solutions.
Leading Russian Investment Bank, VTB Capital has licensed Quantifi XL as their front-office tool for OTC analytics, pricing and portfolio valuation.
Quantifi Releases Whitepaper on Calculating CVA Capital Charges under Basel lll, Co-Authored by Jon Gregory
Whitepaper describes and compares the various methodologies for calculating counterparty credit risk capital under Basel regulations.
KLP Asset Management Selects Quantifi for Front Office Pricing and Analytics of Interest Rate Derivatives using OIS Discounting
Quantifi delivers next generation interest rate modelling with ground-breaking performance.
This release delivers significant enhancements across Quantifi’s entire product range, responding to current market conditions and client demand for additional asset coverage, improved enterprise performance and the latest innovations in counterparty risk management.
Award-winning Hong Kong-based investment fund selects Quantifi Risk.
Quantifi Releases Support for Calculating the Effect of Funding Costs on OTC Valuation using funding valuation adjustments (FVA).
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