BANKING
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
KEY FEATURES
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.
CHALLENGES
Why Quantifi?
At Quantifi, we understand the challenges banks face, and we offer solutions that can help them transform their business.
Managing and maintaining multiple systems?
Open and flexible architecture seamlessly integrates with existing systems, giving firms the option to unify processes. Quantifi’s single, fully integrated solution provides enterprise-wide risk, trading, valuation and regulatory reporting
Quantifi’s broad functionality reduces the need for multiple systems.
Difficult to integrate new solutions and/or implement upgrades?
New technology combined with outstanding support ensure a fast, seamless implementation with minimal disruption to existing processes.
Dealing with high infrastructure costs?
Quantifi reduces infrastructure cost with exceptional performance on standard hardware.
Quantifi’s cloud enabled solution ensures lower upfront investment and maintenance costs. This allows for a more efficient use of capital investment.
Difficulty keeping up-to-date with markets and regulatory changes?
Quantifi provides open APIs and tools that give clients the flexibility they need, not just a black box.
Difficulty managing data?
Quantifi integrates with data science technology to provide cloud native, scalable performance for large data sets.
Rich ETL capabilities seamlessly integrated with existing data repositories and third-party data providers.
NEWS
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.
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
insights
Navigate major trends & developments shaping the industry
Quantifi Wins Investment/Market Risk Category in Chartis BuySide50
The commodity market is constantly evolving. Volatile prices, increased competition, and regulatory change have added to the complexity of the market. It is important for firms to evaluate whether their risk management tools and processes are fit for purpose during these times.
The IBOR Transition: Challenges and the Road Ahead
Operational readiness is specific to each institution and has to be complemented by technological and regulatory developments and fine-tuned to the ongoing changes in market infrastructure.
FRTB: Strengthening Market Risk Practices?
This paper explores both FRTB frameworks in their historical context and how they affect bank balance sheets.
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