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 is a client driven company with a long track record of keeping up to date with market 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

Whitepapers

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.

Videos

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?

Whitepapers

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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