Banking

Dominate in the credit markets

Seize market opportunities with the most flexible and powerful pricing and risk management solution available today.

Optimise your strategies

An experienced partner for your credit business

Fast moving and complex markets require sophisticated credit analytics and risk management tools. Traders need pricing models to be fast and match the market. Quantifi is the recognised market leader for credit analytics and risk management and offers the most comprehensive credit product coverage available. Optimise your strategies with intra-day sensitivities, what-if analysis , stress testing and detailed portfolio analysis at the aggregated or position level, down to each risk factor.

Covering bonds to credit options, CDOs & bespokes with market leading models

Identify investment opportunities with sophisticated curve construction

Save time & effort with fully automated workflows for credit events & corporate actions

KEY FEATURES

The Leader In Credit

Market Leading Models

Market Leading Models

Quantifi’s best-of-breed models range from vanilla product pricing to the most sophisticated correlated stochastic recovery CDO calibration and pricing. 

Advanced Analytics

Advanced Analytics

The only provider to accurately model credit indices and index tranches and properly handle the data management associated with these products.

Comprehensive Asset Coverage

Comprehensive Asset Coverage

A full range of vanilla and structured products including single-name CDS, CLNs, options, cash & synthetic CDOs, CLOs, and other hybrid products.

Advanced Risk Management

Fully Automated Workflows

Save time and effort by automating complex credit lifecycle events and corporate actions such as  mergers, demergers, acquisitions & defaults.

Simple Data Management

Simple Data Management

Advanced data management techniques designed to manage the complex ‘big data’ sets to produce accurate credit analytics.

 

Open & Scalable

Open & Scalable

Built on .NET technology, our open interfaces and automation tools make integration seamless. Grid computing & TBB™ technology ensure scalability.

CLIENT STORIES

Delivering excellence

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Speak with one of our solution experts

Jefferies selected Quantifi for its market leading analytics, including the ability to calculate VaR for complex credit products, strong integration with existing in-house systems, technical flexibility, and high performance computing.

insights

Innovative thinking

Whitepapers

Gross notional or gross error? A misleading metric in credit derivatives risk assessment

Allocators would benefit from updating their approach to these products to gain clear insights into the associated risks, avoiding misinterpretations driven by inappropriate and flawed numbers.

Blog

From complexity to opportunity in the credit markets

The credit market landscape is analytics driven. Success hinges on the ability to obtain and leverage sophisticated analytics effectively. Having an edge in analytics can be the differentiating factor

Whitepapers

Take Advantage of Relative Value Credit Opportunities with Advanced Bond Analytics

This whitepaper explores the challenges of bond analytics and how access to the right analytics can provide opportunities for more comprehensive trading strategies.

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