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

A High-Performance 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

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

NEWS

Quantifi Wins Counterparty Risk Product of the Year at the Risk Markets Technology Awards

These are the flagship annual technology awards hosted by Risk.net and reflect the contribution made by technology providers that support risk, front-office regulation, pricing/trading and buy-side technology.

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

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

Helaba Enhances Enterprise-Wide Derivatives Counterparty Risk Management

Helaba, one of the leading German banks, with a workforce of approximately 6,300 and a balance sheet total of around EUR 180 billion, offers financial services to companies, banks, institutional investors and the public sector, both within Germany and internationally. The bank also acts as central clearing institution and service provider for 40% of German savings banks.

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.

Let's Talk!

Schedule a personalised demo today

Loading...