How firms trade and manage risk is changing. Quantifi understands these market complexities and the transformative power of technology. By redefining what is possible, we are shaping a future where your innovation knows no bounds.
With hundreds of implementations for banks, asset managers, hedge funds, pension funds, and commodity trading firms, Quantifi is committed to ensuring clients achieve a long-term positive return on investment as well as a strong foundation for growth.
This webinar explained why building issuer CDS curves from bond prices matters, highlighting differences between bond-implied spreads and Z-spreads, and the added challenges of constructing consistent curves, particularly for callable bonds.
Quantifi's annual trading and risk conference at The Yale Club in New York brought together delegates from across the industry to discuss significant risk transfer, credit risk transfer and the current macroeconomic trends.
In this video, the panel discuss the opportunities emerging in synthetic risk transfers, while also considering the broader SRT developments and structural innovations.
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