Accurately Measure
Market Risk

A powerful, high-performance platform that supports a full complement of measures for accurately managing market risk

Enhance risk management

Gain insight into your market risk exposures

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 full complement of market risk measures are supported

Sophisticated cross-asset modelling and consistent pricing

Support for stress testing i.e. CCAR, HVAR and expected shortfall


Enterprise Market Risk

Cross-asset Support

Market tested and validated models (fixed income, credit, rates, FX, equities, loans & commodities).

Analyse Sensitivities

Comprehensive sensitivity analysis to all market observables and underlying names within an index or basket. 

Satisfy Compliance & Limits

 A full suite of compliance features designed to mitigate exposure and a limit management framework with built-in workflow.

Support for Basel III

Full support for Basel Market Risk calculations and reporting requirements. Consistent with the new regulatory standards.

Conduct ‘What-if’ Analysis

A powerful and flexible risk engine provides advanced ‘What-If’ analysis to all market observables for accurate management of risk.

Comply with FRTB Requirements

Support for all of the main requirements of FRTB for both the Standardised Approach (SA) and Internal Model Approach (IMA).

Calculate VaR

Calculate VaR across an entire portfolio using historical or Monte-Carlo methodologies.

Perform Stress Testing

Stress product attributes or market risk factors. Portfolio can be stress tested at future time points.

Limit Management

A fully integrated, event-driven limit management framework to meet regulatory and capital requirements.


Leveraging next-generation technology

Microservices, big data and the cloud to give our clients the advantages of speed, scalability, flexibility and usability

With Quantifi now live for market risk, OeKB has a consolidated view of credit and market risk within a single integrated solution. Quantifi is a strategic part of the I.T. infrastructure at OeKB.

Stefan Strehle, Director, Treasury, OeKB


Navigate major trends & developments shaping the industry


Quantifi Voted Best Market Risk Solution Provider at Waters Rankings Awards

Hosted by WatersTechnology, Waters Rankings recognise leading technology providers as determined exclusively by industry specialists from the global capital markets community. Qualified voters participating in the Waters Rankings are from buy- and sell-side firms as well as exchanges and interdealer brokers.


Navigating the IBOR Transition

The IBOR reform represents one of the biggest challenges facing financial services firms. Successful management will require significant change and strategic risk management. Preparing for the transition will require firms to establish a strategy to assess the impact and navigate transition risks. Is your firm ready?


FRTB: Strengthening Market Risk Practices?

One of the largest overhauls by the Basel Committee on market risk regulatory capital in recent times is close to completion. FRTB is intended to address the undercapitalisation of trading book exposures witnessed during the financial crisis.

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