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

Cross-asset Support

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

Analyse Sensitivities

Analyse Sensitivities

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

Satisfy Compliance & Limits

Satisfy Compliance & Limits

Mitigate your exposure with a full suite of compliance, limit checks, what-if analysis and regulatory features.
Support for Basel III

Support for Basel III

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

Conduct 'What-if' Analysis

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

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

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

Perform Stress Testing

Perform Stress Testing

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

Limit Management

Limit Management

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


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?
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.

Let's talk!

Speak with one of our solution experts

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


Innovative thinking


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.


Mastering Interest Rate Curve Construction

Banks, investment firms, and other market participants value and manage large notionals of interest rate derivatives, bonds, loans, structured products, and other cash instruments that are sensitive to changes in interest rates.


FRTB: Strengthening Market Risk Practices?

This paper explores both FRTB frameworks in their historical context and how they affect bank balance sheets.

contact us

Technology tailored to you

Full Name(Required)