The firm helps clients — who include consumers, producers and commodity traders — to hedge market risk by offering derivatives on energy and metals. With the client’s business growing and its operations expanding, they wanted to incorporate more sophisticated methods for pricing counterparty risk (CVA/XVA).
The client wanted a solution provider capable of matching the sophistication in XVA and counterparty risk measurement established by leading investment banks. They sought an enterprise-wide, scalable, high-performance solution that could accommodate many users without sacrificing speed or efficiency. Additionally, the client wanted a partner that could evolve alongside its growing needs, extending beyond XVA and counterparty credit risk to encompass market risk and other areas of risk.
The implementation of Quantifi will mark a significant step for the client’s risk management and trading capabilities and facilitate seamless collaboration across the firm.
Download the case study to learn how Quantifi is saving this client time, while also enhancing their capabilities and competitiveness.
