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

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

Limits-based Risk Management

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

 

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 Checks

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

Calculate Economic Capital

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

Perform 'What-if' Analysis

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

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

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