Banking

A Comprehensive Credit Solution

Quantifi addresses the challenges of the credit markets with the most flexible and powerful pricing and risk management solution available today.

Recognised leader in credit

An Experienced Partner for Your Credit Business

Faster moving and complex markets have increased the demand for sophisticated credit analytics and risk management solutions. Traders expect pricing models, including those for structured products, to be fast and match the market. They need tools that provide intra-day sensitivities and what-if analysis. Risk managers require additional stress capabilities and the ability to analyse a portfolio at the aggregated or position level down to each risk factor. Quantifi is the recognised market leader for credit analytics and risk management and offers the most comprehensive credit product coverage available.

Comprehensive Product Coverage and Market Leading Models

The Fastest, Most Accurate Pricing
and Risk Management

Seamless Integration with
Popular Data Vendors

KEY FEATURES

The Leader In Credit

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

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

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

A single solution for position keeping, market and counterparty risk. The reporting environment can display results at any level of aggregation.

Simple Data Management

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

 

Open & Scalable

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

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.

WHITEPAPER

The Growth of Relative Value Credit Strategies

Relative value credit strategy depends on the isolation of a pair of similar credit instruments, one of which is assessed to be comparatively undervalued or overvalued. These might be bonds issued by the same borrower but at different points of the yield curve. Or they might be bonds issued by different but similar borrowers.

FEATURED VIDEO

Take Advantage of Opportunities in Relative Value Credit

Leading firms are deploying the latest advancements in technology and the best expertise to assist with the generation and retention of alpha. These firms are adopting technology providers such as Quantifi, which use new technologies and advanced analytics to provide actionable insights.

SURVEY

The Evolution of Credit Trading

The current credit market environment, characterised by uncertainty and persistent structural inefficiencies, is rich in relative value credit investment opportunities.  This survey was conducted during a webinar on “The Evolution of Credit Trading: Technology, Analytics, and Data,” hosted by Quantifi, featuring Celent and 7Chord Inc. More than 100 individuals from the financial services industry were invited to participate in the survey.

insights

Navigate major trends & developments shaping the industry

Whitepapers

What Drives the Convertible Bond Market?

This whitepaper provides an overview of the exigencies of this instrument, the reasons for its resurgence and whether the trend will continue in light of the current inflationary environment.

Blog

The Evolution of Credit Trading: Industry Survey

With the growth in bond issuance in 2020, credit is playing an increasingly important role in investment portfolios. The international bond market represents over $128 trillion in debt outstanding. The current credit market environment, characterised by uncertainty and persistent structural inefficiencies, is rich in relative value credit investment opportunities.  Over the past five years, there has been robust growth in the […]

Whitepapers

The Impact of COVID-19 on Credit Markets

With COVID-19 continuing to negatively affect the global economy, trading HY indices in the near future is not for the fainthearted and requires best-in-class models and systems.

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