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
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
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
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.
Quantifi has been noted in a recent report by Celent, a leading research, advisory, and consulting firm focused on financial services technology.
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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