BANKING

Proactively Manage
Counterparty Risk

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

Counterparty Credit Risk & XVA

An Integrated Approach to Counterparty Risk

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

This is How We Do it

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.

Satisfy Basel lll Regulatory Measures

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

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

MODERN TECHNOLOGY

Leveraging next-generation technology

Microservices, big data and the cloud to give our clients the advantages of speed, scalability, flexibility and usability

FEATURED VIDEO

Calculating Counterparty Exposure in Financial Markets

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

Navigate major trends & developments shaping the industry

Whitepapers

The Growth of Relative Value Credit Strategies

The use of relative value credit analytics is not new, but the importance of this methodology has come into sharper focus and has been the subject of increased investor attention over the last 12 months.

Whitepapers

Intel & Quantifi Accelerate Derivative Valuations by 700x Using AI on Intel Processors

Portfolio managers and traders that use over the counter (OTC) derivatives often lack an accurate real-time view of the valuations and risk of their derivative positions, especially when trading exotic derivatives. Unlike liquid securities or exchange traded products, there is not always a market price available for OTC derivatives. These products therefore need to be valued according to models that accurately calculate their theoretical fair value.

Whitepapers

The IBOR Transition: Challenges and the Road Ahead

The London Interbank Offered Rate, is often referred to as ‘the world’s most important number’, as it is a global benchmark interest rate upon which trillions of financial contracts rest, including mortgages, consumer loans and credit cards.

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