Invesco Worldwide selects Quantifi for investment grade structured credit

December 10, 2007
  • Quantifi chosen to provide element of competence and confidence in the active management of Invesco's portfolios

London and New York (10th December 2007) - Quantifi, a leading provider of analytics and risk management solutions to the global credit markets, today announced that Invesco Worldwide Fixed Income selected Quantifi XL for their Investment Grade structured credit business.

Tony Semak, Senior Director Investment Grade Structures for Invesco said, "We continue to accumulate a complementary array of resources to augment our platform that enhance our ability to independently value and risk manage our various synthetic structures. Quantifi software improves our capabilities in monitoring tranche valuations in the market, evaluating each structure's risk profile and expected performance, and efficiently assessing prospective relative value substitutions. In essence, employing Quantifi provides an additional element of competence and confidence in the active management of our portfolios."

Quantifi XL is an extensive suite of add-in functions for Excel which includes a substitution analysis tool that allows CDO managers to evaluate the economic impact of collateral trades. It is a powerful yet flexible tool for traders, structurers, CDO managers, and others who need access to advanced pricing and risk analysis of credit products.

 


 

"In essence, employing Quantifi provides an additional element of competence and confidence in the active management of our portfolios."

Tony Semak, Senior Director Investment Grade Structures at Invesco


 

Rohan Douglas, Founder and CEO of Quantifi, commented, "We are delighted that Invesco has partnered with Quantifi for their investment grade structured credit business. They have chosen a product that is well suited for CDO asset managers since it fulfills their need to both structure new issues and value the impact of potential substitutions on their CDO portfolios."

 


 

About Invesco

Invesco is an independent investment global manager. With more than 740 dedicated investment professionals worldwide and on-the-ground presence in 20 countries, serving clients in more than 150 countries.

For further information, please visit Invesco