Reliable portfolio and risk management tools that improve valuation, increase transparency and simplify operations.
Efficiently Manage Assets & Liabilities
& Consistent Pricing
Risk management is at the core of the insurance industry. A complex and volatile financial environment requires more comprehensive, accurate and transparent risk management capabilities. In an environment where accounting and regulatory requirements are evolving, firms need the ability to efficiently manage their assets and liabilities. Quantifi helps insurance companies with enhanced trade processing, sophisticated modelling and consistent pricing across assets and liabilities to develop effective hedging strategies. The insurance industry can rely on Quantifi’s valuation and risk management solution to remain up to date with the latest regulatory and accounting requirements.
Portfolio Management →
Designed to help firms identify and evaluate risk with greater accuracy, granularity and timeliness
A suite of cross-asset models that generate timely, accurate and consistent analytics enterprise-wide
Risk Management →
A powerful sophisticated and flexible risk engine that is up to date with the latest market innovations
This is How We Do it
Comprehensive cross-asset coverage across all major asset classes: fixed income, money markets, equities, FX, rates, credit, commodities.
Calculated in real time, including options to value using different currencies, sensitivity-based and revaluation explanations and audit.
A Structured Product Framework (SPF), to model complex liabilities and financial payoffs as well as conditions under which payoffs become effective.
Compliance & Limits
Compliance, limit checks, what-if analysis and regulatory features designed to mitigate a firm’s exposure.
Asset Liability Management
Full support for complex scenario analysis for effective asset liability management.
Real-time Risk & Reporting
Market risk measures, including VaR, sensitivities, ‘what if’ analysis and complex scenarios.
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
How to Get the Most Out of
Your LDI Strategy
A Complete Solution for LDI Decision-Making
LDI managers need powerful, flexible risk and valuation technology. Quantifi makes it easy for firms to achieve their funding targets while successfully navigating business, market and regulatory change.
Identifying Liquidity Risk for
Quantifi, OTC Partners and BlackRock discuss liquidity risk. This webinar will explore the importance of liquidity in the functioning of financial markets and the increasing regulatory pressures on buy side firms to ensure strong liquidity risk management practices are being carried out.
Navigate major trends & developments shaping the industry
Optimise Your LDI Strategy
The key objective for a life insurer, pension scheme or asset manager is to ensure there is sufficient cash flow to fund future payment obligations to clients. However, achieving this goal in a low-rate environment with increasing regulatory oversight and capital requirements is becoming ever more challenging. As a result, many insurance and pension providers are turning to LDI strategies to more readily attain their funding target.
New Zealand Superfund Takes an Advanced Approach to Credit & Liquidity Risk Management
New Zealand Superannuation Fund (NZSF) is the sovereign wealth fund of NZ. It’s purpose is to help pre-fund the future pension/superannuation liabilities of an increasingly aging NZ population. Since it was established in 2001, the Fund has grown in size to NZD 45 billion. It is a long-term, growth-oriented fund that invests globally, both directly and through external managers, into a wide range of asset classes and investment products.
Managing Liquidity Risk in Times of Stress
Proper evaluation and provision of liquidity risk is not a quick fix; it requires diligent contemplation of needs, and a reliable partnership with the right technology and data provider.