With the increase in bond issuance in 2020, credit is playing an important role in portfolios. The current credit market environment, characterised by uncertainty and persistent structural inefficiencies is rich in relative value credit investment opportunities. The panellists will be discussing how firms can take advantage of this new environment with the right data, analytics and technology.
NEWS & EVENTS
As a recognised thought leader, Quantifi publishes whitepapers and articles that offer valuable insight on key topics related to the financial markets.
19 Oct, 2021. Online | Event
This is a 3-day event focusing on the latest developments, challenges and opportunities that lie ahead within quant finance. With the increased expectation of some IBORs discontinuation and the increasing regulatory requirements related to benchmarks, a more robust fallback provision and a clear transition plan for benchmark-linked derivatives is becoming paramount for the interest rate […]
21 Apr, 2021. Webinar | Event
The calculation of XVAs is highly complex. One of the key challenges of XVAs is that adjustments need to be calculated on a portfolio basis rather than trade by trade. This requires dealing with a large number of computations and orders of magnitude more calculations for accurate results. A number of factors influence the speed of XVA computations, including the size of the portfolio, the amount of market data, and the configuration of the Monte Carlo simulations themselves.
16 Nov, 2020. Online | Event
Every year, the Quantitative Finance Conference organized by WBS brings together professionals, researchers, academics, and leading experts in quantitative finance from all over the world to share and discuss their knowledge and experiences, new perspectives, and innovations in the industry.
9 Sep, 2020. Webinar | Event
The IBOR reform represents one of the biggest challenges facing financial services firms. Successful management will require significant change and strategic risk management. Preparing for the transition will require firms to establish a strategy to assess the impact and navigate transition risks. Is your firm ready?
6 May, 2020. Webinar | Event
Regulators, internal stakeholders, customers, and investors are demanding more transparency with understanding of front office, risk, and capital models - from trading algos, capital models to counterparty risk models that incorporate statistical learning approaches. Transparency demands are required not only at an analytical level, but also in development workflows and lifecycle activities associated with risk models and data. With these developments, one imperative that we believe to be significant in the coming years is the emergence of next-generation risk technology powered by data science approaches.
14 Nov, 2019. NYC | Event
Quantifi's annual New York capital markets conference is designed to facilitate discussion amongst delegates from banks, asset managers, hedge funds, clearing houses and industry bodies on how to successfully address the competing challenges arising from regulatory and market forces. Join senior practitioners from across the industry for an afternoon of unique insights and sharing of best practices.
6 Nov, 2019. London | Event
Quantifi's annual London capital markets conference is designed to facilitate discussion amongst delegates from banks, asset managers, hedge funds, clearing houses and industry bodies on how to successfully address the competing challenges arising from regulatory and market forces. Join senior practitioners from across the industry for an afternoon of unique insights and sharing of best practices.
19 Sep, 2019. Webinar | Event
Following the credit crisis of 2008, tranche trading all but disappeared; it is now back with gusto. For example, bespoke tranche trading reached $80 Billion issuance in 2018, and continues to grow rapidly. Although a far cry from pre-crisis level, there are encouraging signs for the market’s revival.
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