A fast, scalable
FRTB solution

Satisfy the demands of FRTB with an advanced, scalable platform designed to help front and middle-office meet the new capital requirements.

Easy to Implement & Support

Achieve FRTB compliance

Address the challenges of the Fundamental Review of the Trading Book (FRTB) with Quantifi. Meet the new capital requirements for market risk with our fully integrated front-to-accounting solution or adaptable component-based approach compatible with other 3rd party and internal solutions.

Ensure compliance with support for Basel ll & Basel lll capital calculations

Strong data management for Non-Modellable Risk Factors (NMRF)

Seamlessly integrates with existing 3rd party & internal systems


This is How We Do it

Market Leading Models

Market Leading Models

Advanced front-to-back risk & analytics models for market risk FRTB & CVA FRTB. Full support for both standardised approach & internal model approach frameworks.

Capital Attribution Tests

Capital Attribution Tests

Carry out capital and P&L attribution test to desks, trades and other dimensions.

Measure Market & Credit Risk

Measure Market & Credit Risk

Measures include market risk and CVA FRTB, RWA’s, current CVA VaR as well as methodologies for EAD calculations.

High Performance & Flexible Architecture

High Performance & Flexiblity

A modern technology stack, leveraging multi-core optimisation, delivers scalable risk & analytics. Available as an integrated front-to-accounting or as a component solution that integrates with existing 3rd party & internal systems.

Advance Data Management

Advanced Data Management

Strong data management for NMRF requirements, including an ETL framework for managing data feeds. Flexible limit management framework, including a workflow engine to set-up customised process flows and control mechanisms.

Real Run-time Reports

Real Run-time Reports

A pre-configured reporting component with required sensitivities and stress tests at the firm, desk and position level. Scenario & what-if analysis to optimise capital charges across standardised and internal model approaches.


With Quantifi now live for market risk, OeKB has a consolidated view of credit and market risk within a single integrated solution. Quantifi is a strategic part of the I.T. infrastructure at OeKB.

Stefan Strehle, Director, Treasury, OeKB

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Innovative thinking


FRTB: Moving Towards a Practical Implementation

FRTB heralds a new era in bank risk management, making it one of the most critical items on a bank’s to-do list for the immediate future and beyond.


FRTB: Strengthening Market Risk Practices?

This paper explores both FRTB frameworks in their historical context and how they affect bank balance sheets.


Survey Reveals Banks Are Not Ready to Deal with the Impact of FRTB

Quantifi and Kauri Solutions, a specialist financial consultancy firm, recently co-hosted a webinar on ‘FRTB: Strengthening market risk Practices?’. The 100+ delegates were invited to take part in a survey on how prepared their firms are for dealing with the impact of FRTB and their approach to addressing implementation challenges.

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