Counterparty Risk

An Integrated Approach to Counterparty Risk

A high performance platform that is intuitive to use, easily implemented and flexible to adapt to rapidly changing markets

Satisfying regulatory pressures and improving techniques for evaluating counterparty risk at an enterprise level are key priorities for banks. Regulatory authorities continue to encourage institutions towards portfolio simulation models that offer a holistic view of counterparty exposures. Quantifi is a high performance platform that can support the largest most complex portfolios, including those with significant wrong-way risk.

High performance platform that can be easily implemented

Seamless integration with existing systems with minimal disruption

Intuitive to use and flexible to adapt to changing markets


Key Features

Reflecting industry best practices, Quantifi helps firms proactively manage
counterparty risk and address regulatory and accounting requirements


Integrated risk platform

Integrated Risk Platform

An integrated platform for credit, market and scenario risk calculations that leverages grid computing and data management capabilities
  Limits-based risk management

Limits-based Risk Management

Support for limits monitoring and management across all risk measures. Counterparty risk measures includes PFE

American monte-carlo engine


American Monte-Carlo Engine

A high performance, scalable engine supports market best practices including wrong-way risk, sensitivities, stress testing and pre-deal CVA

Conduct pre-deal cheks

Conduct Pre-Deal Checks

Real-time credit line checks on new trades added to existing portfolios. Exposure calculated on an incremental basis

Calculate economic capital

Calculate Economic Capital

Simulate counterparty exposures conditional on default, taking into account wrong-way risk, netting and collateral agreements

Perform 'what-if' analysis

Perform 'What-if' Analysis

Comprehensive 'what-if analysis' to all market observables to assess impact on exposures vs limits in stressed market conditions

Satisfy Basel III regulatory measures

Satisfy Basel lll Regulatory Measures

Comprehensive support across a broad range of risk measures including PFE, EEE, EE to satisfy Basel lll regulation

Integrate seamlessly

Integrate Seamlessly

An open architecture and robust interfaces allow for seamless integration with existing systems with minimal workflow interruption



 “The complexity in all aspects of counterparty risk
management has driven Helaba to implement an xVA risk
solution, with Quantifi, that covers the requirements of
both the trading department and risk control”

Matthias Rapp, Head of Trading, Helaba


Case Study 


Modern Technology

Leveraging next-generation technology based on microservices, big data and the cloud to give our clients the advantages of speed, scalability, flexibility and usability


Quantifi Technology Architecture Diagram

Find Out More 

Featured Video


Making Strides in
Counterparty Credit Risk

Citigroup, Commonwealth Bank of Australia, EY and Quantifi discuss counterparty risk related topics including accounting standards, developments of OIS discounting, regulatory change and technology best practices.  

Watch video