Multinational commodity firm selects Quantifi for XVA trading & counterparty risk management

The client is a leading market maker specialising in energy and metals derivatives that provides comprehensive coverage across physical commodities, listed derivatives and OTC derivatives in oil, gas, power, emissions and metals.

With the client’s business growing and its operations expanding, it wanted to incorporate more sophisticated methods for pricing counterparty risk (CVA/XVA); however, the existing systems lacked the essential functionality.

Despite not being regulated as a bank, the client operates in a similar way to a bank’s commodity division. The client’s aim is to achieve the same level of sophistication as other derivatives market makers by incorporating practices such as XVA, which, while not commonly used in commodity trading houses, will enhance its capabilities and competitiveness. Another key challenge was the time required to calculate PFE. This proved particularly frustrating for the client’s sales teams, who were eager to execute trades swiftly and seize market opportunities.

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 the client time, while also enhancing their capabilities and competitiveness.

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