BANKING
Accurately Measure
Market Risk
Improve your edge with a complete view of market risk and results that match the market.
Navigate complexity
Gain insight into your market risk exposures
With growing market complexity, evolving risk standards, and shifting market dynamics, access to quality risk models is important. Stay ahead with Quantifi’s high-performance risk models, supporting a full complement of market risk measures along with complex scenarios and stress tests. Benefit from comprehensive ‘what-if’ analysis, regulatory stress tests like HVaR, and expected shortfall tail measures.
Thorough risk management with full support for market risk measures
Advanced models deliver accurate pricing for all asset classes
Prepare for market downturns with stress tests like 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
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
Satisfy 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.
COMPLEXITY to clarity
A complete view of your risk
To be confident in your risk numbers, you need a clear view of your risk. With Quantifi’s reporting framework, full transparency is achieved with interactive drilldown, slicing and aggregation across all data.
YOUR CHALLENGES
A clear vision
At Quantifi, we understand the challenges banks face, and we offer solutions that can help you transform your 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?
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.
CLIENT STORY
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
Innovative thinking
Quantifi Named Best Market Risk Product at the WatersTechnology Asia Awards
Quantifi secures Best Market Risk Product at the WatersTechnology Asia Awards, in recognition of its ability to unify an organisation on a single cross-asset solution for front office and risk.
Banking on Stability: Evaluating Resilience in Market Shocks
By analysing WWR and jumps-at-default, the Fed aims to gain a deep understanding of the potential vulnerabilities within the banking system.
Pepper Global Selects Quantifi for Market Risk Management
Pepper Money UK is an award-winning UK specialist mortgage lender which is part of Pepper Global. Since inception in 2016 Pepper Money UK had deployed internally developed solutions designed to manage market and interest rate risk and had identified the need to enhance these systems to support planned growth.
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