BANKING
Counterparty Credit Risk Management
Manage your counterparty credit risk across your banking & trading book with an intuitive, flexible solution.
Take control of risk
Counterparty Risk & Limits
Consolidate your counterparty exposure enterprise-wide with a solution that supports limits monitoring and management across all risk measures. Quantifi provides comprehensive support for credit risk measures including, EE, PFE, RWA, economic capital, trade profitability analytics, alternate clearing venue analysis, and regulatory reporting.
Automate your credit management and credit approval processes with counterparty relationship modelling, counterparty grading and limits assignment workflows that are flexible and fully customisable. 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.
Manage credit risk across your banking & trading book
Advanced limit management across all risk measures
Get results that match the market for even the largest & most complex portfolios
KEY FEATURES
A Single View of Risk
Interactive Risk Reporting
Gain full transparency with interactive drill-down (down to the trade level), slicing and dicing, and aggregation.
Satisfy Regulatory Measures
Comprehensive support across a broad range of risk measures including PFE, EEE, EE to satisfy Basel lll regulation.
Counterparty Onboarding
Counterparty relationship modelling, counterparty scoring, limits assignment using configurable workflows.
Limits-Based Risk Management
Support for limits monitoring and management across all risk measures. Enterprise-wide consolidation of counterparty exposures.
Credit Analytics Calculations
Comprehensive set of credit risk analytics including mark to market, potential future exposure, receivables & credit VaR.
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
Real-time credit line checks on new trades added to existing portfolios. Exposure calculated on an incremental basis.
Rating Scorecard
Rule-based configurable rating system based on qualitative information, financial statements & external ratings, with workflow control & overrides.
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!
Schedule a personalised demo today
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
Bank Credit Risk: How Well Do You Know Your Counterparties?
As non-bank entities gain significance in financial markets, regulators must adjust supervision to tackle emerging risks effectively.
CVA Swap: An Innovative Approach to Hedging CVA
The CVA swap market is predicted to play a key role in financial markets in the imminent future. While significant risk transfer and capital relief trade transactions have become established practices, CVA swaps have only recently entered the trading arena.
Survey: How Banks Are Managing Credit Risk in a Volatile and Dynamic Landscape
In an era of economic uncertainty and rapid technological advancements, staying ahead of credit risk is essential for financial institutions to protect their assets and maintain stability.
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