Enhance risk governance and management with advanced tools designed to accurately measure market risk
The complexity of market risk has increased significantly in recent years, driven by increased regulation, focus on internal risk standards, and changing market conditions. Having access to high quality data and risk models is important. Quantifi supports a full complement of market risk measures along with complex scenarios and stress tests. Key features include sensitivities to all market factors, comprehensive “what-if” analysis, regulatory stress tests, such as HVaR, and tail measures like expected shortfall.
A single view of market, liquidity
and counterparty risk
modelling and consistent pricing
Support for stress testing i.e. CCAR, HVAR and expected shortfall