BANKING

Counterparty & Limit Management

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

A holistic view of credit risk

Integrated Risk Management

Quantifi  support limits monitoring and management across all risk measures and provide enterprise-wide consolidation of counterparty exposures. Quantifi provides comprehensive support for credit risk measures including, EE, PFE, RWA, economic capital, trade profitability analytics, alternate clearing venue analysis, and regulatory reporting.

With Quantifi, our clients can automate their credit management and credit approval processes. We provide counterparty relationship modelling, counterparty grading and limits assignment workflows that are flexible and fully customizable. With our custom reporting and drill-down of credit risk metrics, you can evaluate the creditworthiness of your counterparties and gain a holistic view of credit risk across your organisation.

Counterparty credit risk management across your banking & trading book

Advanced limit management across all risk measures
Results that match the market for even the largest & most complex portfolios

KEY FEATURES

A Single View of Risk

Integrated Risk Platform

Interactive Risk Reporting

Gain full transparency with interactive drill-down (down to the trade level), slicing and dicing, and aggregation.
Satisfy Basel III Economic Measures

Satisfy Regulatory Measures

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

Counterparty Onboarding

Counterparty relationship modelling, counterparty scoring, limits assignment using configurable workflows.
Limits-based Risk Management

Limits-Based Risk Management

Support for limits monitoring and management across all risk measures. Enterprise-wide consolidation of counterparty exposures.
Credit Analytics Calculations

Credit Analytics Calculations

Comprehensive set of credit risk analytics including mark to market, potential future exposure, receivables & credit VaR.

Simplified Data Management

Simplify Data Management

An ETL framework for managing data feeds and a NoSQL database environment for high-performance and agile processing of information.
Conduct Pre-Deal Checks

Conduct Pre-Deal Checks

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

Rating Scorecard

Rating Scorecard

Rule-based configurable rating system based on qualitative information, financial statements & external ratings, with workflow control & overrides.
Calculate Economic Capital

View Your Risk in Real-Time

Assess and manage risk effectively with a system designed to calculate both trade and portfolio level risk in real-time.

YOUR CHALLENGES

A clear vision

At Quantifi, we understand the challenges banks face, and we offer solutions that can help you transform your business.

Managing and maintaining multiple systems?

Open and flexible architecture seamlessly integrates with existing systems, giving firms the option to unify processes. Quantifi’s single, fully integrated solution provides enterprise-wide risk, trading, valuation and regulatory reporting

Quantifi’s broad functionality reduces the need for multiple systems.

Difficult to integrate new solutions and/or implement upgrades?

New technology combined with outstanding support ensure a fast, seamless implementation with minimal disruption to existing processes.

Dealing with high infrastructure costs?

Quantifi reduces infrastructure cost with exceptional performance on standard hardware.

Quantifi’s cloud enabled solution ensures lower upfront investment and maintenance costs. This allows for a more efficient use of capital investment.

Difficulty keeping up-to-date with markets and regulatory changes?
Quantifi is a client driven company with a long track record of keeping up to date with market and regulatory changes.

Quantifi provides open APIs and tools that give clients the flexibility they need, not just a black box.

Difficulty managing data?

Quantifi integrates with data science technology to provide cloud native, scalable performance for large data sets.

Rich ETL capabilities seamlessly integrated with existing data repositories and third-party data providers.

Let's Talk!

Speak with one of our solution experts

During the due diligence process, Quantifi’s single solution for the calculation of xVA measures proved to be more sophisticated, flexible and scalable compared to other solutions we considered.

Volker Wittemann, Head of Credit Products & Bonds, Risk Control, Helaba

FEATURED VIDEO

Enhance Performance

Performance is critical to our clients being able to accurately measure their risks. For example, calculating the counterparty exposure for a mid-size bank’s trades may involve over 25 trillion trade valuations, each of which requires significant computation.

insights

Innovative thinking

Client Stories

Piraeus Bank Addresses XVA Requirements with Quantifi’s Single Solution

Piraeus Bank (Piraeus) is the largest bank in Greece, in terms of assets, and is considered the most innovative in the Greek market.

Client Stories

Quantifi Supports Counterparty Risk Management at Global Bank

The client, one of the largest financial institutions in Asia Pacific, operates across multiple countries, serving over 10 million banking, consumer and wealth management customers. The client wanted to establish a CVA desk along with the necessary infrastructure to support their Credit, Rates and FX business globally. To do this they required an accurate and sophisticated solution that would allow them to price CVA on trades immediately.

News

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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