Counterparty & Limit Management
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
A Single View of Risk
Interactive Risk Reporting
Satisfy Regulatory Measures
Limits-Based Risk Management
Credit Analytics Calculations
Comprehensive set of credit risk analytics including mark to market, potential future exposure, receivables & credit VaR.
Simplify Data Management
Conduct Pre-Deal Checks
Real-time credit line checks on new trades added to existing portfolios. Exposure calculated on an incremental basis.
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.
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 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.
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.
Piraeus Bank (Piraeus) is the largest bank in Greece, in terms of assets, and is considered the most innovative in the Greek market.
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.
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.’