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.
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
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.
client stories
Why companies choose Quantifi
“We were impressed by Quantifi’s leading expertise in the structured credit sector and their ability to provide a complete end-to-end solution was the key factor in our decision.”
Michael Hattab
Senior Portfolio Manager, LFIS
“Participants in the credit markets from investors to dealers are always looking for solutions that will give them an edge over their competitors. We have been impressed with Quantifi’s ability to remain at the cutting edge of pricing complex securities and building out scalable, easy to integrate technology.”
Sukho Lee,
Executive Director, Structured Credit Trading
“Quantifi comes with great Excel add-ins and APIs that allow us to quickly prototype new analytics and integrate with our proprietary models. We can also leverage on Quantifi’s existing reporting capabilities and user interfaces, which saves us time and money. “
Laurence Penn
Vice Chairman and COO, Ellington Management Group
“As our structured credit business is expanding, we wanted a more powerful set of models and analytics. Our decision to work with Quantifi was driven by its strong track record as well as the flexibility and ease of use of the solution.”
David Benamou
Chief Investment Officer at Axiom Alternative Investments
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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.
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
Navigate major trends & developments shaping the industry
Arini Selects Quantifi to Support its Advanced Credit Strategies using Python
Quantifi was selected by Arini due to its deep understanding of the structured credit market and to support its more complex credit instruments.
The Acceleration of Electronic Credit Trading
The adoption of algorithmic trading, systematic market-making strategies and advanced trading protocols requires firms to embrace new technologies.
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.
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