Powerful, sophisticated and flexible risk management tools that are up to date with the latest market innovations.
Make the right business decisions
The implementation of new regulations including MiFID II, Solvency ll and IFRS13 changes the way almost all products are priced, traded and reported. This complex financial environment requires more comprehensive accurate and transparent risk management. There is growing demand for solutions that provide a holistic picture of risk across multiple-asset classes. Quantifi provides a consistent view of risk, along with best-of-breed models incorporating industry best-practice that generate results that match the market for even the most complex product.
Advanced functionality accurately monitors and measures risk
A single risk view across multiple asset classes
Results that match the market for even the most complex products
This is How We Do it
Advanced models (fixed income, rates, FX, credit, equities & commodities) trusted by start-ups and the largest investment managers.
Next generation reporting that includes interactive drill down and aggregation across even the largest data sets.
Monitor & Measure Risk
Risk engine built on modern technology that generates results that match the market for even the most complex products.
An ETL framework for managing data feeds and a NoSQL database environment for high-performance and agile processing of information.
Sensitivities, Scenarios & VAR
A powerful and flexible risk engine that provides rapid historical and what-if scenarios and a full complement of cross-asset class risk measures.
Intuitive to Use
Even our most complex models are intuitive and usable. Numerous pre-defined templates and sample worksheets make getting started simple.
The benefit of using Quantifi is very apparent to the interest rate derivatives team as we now have the ability to make better decisions, place better trades and enhance risk management, which ultimately improves return for our clients.
Arne Løftingsmo, Portfolio Manager at KLP Kapitalforvaltning AS
Trends Shaping Portfolio &
Investment Risk Management
Forward-looking investment management firms are searching for ways to outperform their peers. The firms that we see succeeding are executing based on a combination of focused business models, agile operational competency, and strong cost discipline, especially around core investment and risk functions.
Navigate major trends & developments shaping the industry
Historically, liquidity risk has been the poor cousin of market risk and credit risk. While the global financial crisis of 2008/2009 first pushed the issue of liquidity risk to the forefront of attention, the most recent market dislocation due to the COVID-19 pandemic has once again highlighted the salient significance of the topic. This is particularly so for institutional investment managers who have to meet margin calls, perform regular fund rebalancing, execute redemptions, among other potentially liquidity-threatening activities. Failure to afford liquidity risk management the focus and priority jeopardizes the health of an institution, perhaps fatally so.
The global financial crisis highlighted the importance of liquidity in functioning financial markets. Pre-2008, market participants received easy access to readily available funding and were ill-prepared for events that transpired during the credit crisis. Failure to adequately assess and manage liquidity underpinned major market turmoil, triggering unprecedented liquidity events and the ultimate demise of Bear Stearns, Lehman Brothers and other financial institutions previously thought too big to fail.
Quantifi Recognised as Best Risk and Technology Firm in the Insurance Investment Exchange Awards 2017
Quantifi, a provider of risk, analytics and trading solutions, today announced it has been awarded ‘Best Risk and technology Firm’ in the Insurance Investment Exchange Awards 2017.
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