Risk.net and Quantifi invite you to a webinar covering how data science will help transform decision making to maximize value across the capital market.
Browse our selection of news and, events to stay up-to-date on topical and current market-related issues.
The whitepaper explores the key drivers that influence the convertible bond market and how it provide unique opportunities for both investors and issuers.
The fixed income market is experiencing a wave of increased automation. In turn, the tides of technology have reconfigured the operating landscape. Going forward, a firm’s success will be tied to how well prepared they are to respond and participate in the wake of these changes. This webinar explores the evolution of fixed income, the dynamics driving change, and the tools needed to facilitate electronic trading.
These are the flagship annual technology awards hosted by Risk.net and reflect the contribution made by technology providers that support risk, front-office regulation, pricing/trading and buy-side technology.
Quantifi was selected by Mizuho Americas for its responsive service and extensive model library to help supplement its proprietary, in-house technology.
Quantifi’s Latest Whitepaper Explores the Use of Bond Analytics for Relative Value Credit Strategies
This whitepaper explores how firms can take advantage of relative value credit opportunities with the right bond analytics.
To support the launch of its new investment strategy, Sona has chosen to enhance its existing risk infrastructure with Quantifi’s sophisticated risk analytics.
Quantifi Continues Strong Growth Momentum with Double-Digit Revenue Growth and Significant New Client Wins
Despite the unprecedented environment caused by the global pandemic, Quantifi saw broad growth across its entire product range covering the sell-side, buy-side and corporate markets.
Hosted by WatersTechnology, the awards recognise the leading technologies and third-party technology providers in their areas of expertise.
Version 19 provides clients with next-generation Value-at-Risk, cloud-based live risk, high performance integration with AI/ML and tools to seamlessly navigate the IBOR transition.
This is a 3-day event focusing on the latest developments, challenges and opportunities that lie ahead within quant finance. With the increased expectation of some IBORs discontinuation and the increasing regulatory requirements related to benchmarks, a more robust fallback provision and a clear transition plan for benchmark-linked derivatives is becoming paramount for the interest rate […]
Quantifi & Intel Demonstrate How Artificial Intelligence Can Be Used to Accelerate Derivatives Valuations
This joint whitepaper explores how Artificial Intelligence can be used to accelerate derivatives valuations by 700x.
With the increase in bond issuance in 2020, credit is playing an important role in portfolios. The current credit market environment, characterised by uncertainty and persistent structural inefficiencies is rich in relative value credit investment opportunities. The panellists will be discussing how firms can take advantage of this new environment with the right data, analytics and technology.
The calculation of XVAs is highly complex. One of the key challenges of XVAs is that adjustments need to be calculated on a portfolio basis rather than trade by trade. This requires dealing with a large number of computations and orders of magnitude more calculations for accurate results. A number of factors influence the speed of XVA computations, including the size of the portfolio, the amount of market data, and the configuration of the Monte Carlo simulations themselves.
Every year, the Quantitative Finance Conference organized by WBS brings together professionals, researchers, academics, and leading experts in quantitative finance from all over the world to share and discuss their knowledge and experiences, new perspectives, and innovations in the industry.
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?
Regulators, internal stakeholders, customers, and investors are demanding more transparency with understanding of front office, risk, and capital models - from trading algos, capital models to counterparty risk models that incorporate statistical learning approaches. Transparency demands are required not only at an analytical level, but also in development workflows and lifecycle activities associated with risk models and data. With these developments, one imperative that we believe to be significant in the coming years is the emergence of next-generation risk technology powered by data science approaches.
Quantifi's annual New York capital markets conference is designed to facilitate discussion amongst delegates from banks, asset managers, hedge funds, clearing houses and industry bodies on how to successfully address the competing challenges arising from regulatory and market forces. Join senior practitioners from across the industry for an afternoon of unique insights and sharing of best practices.
Following the credit crisis of 2008, tranche trading all but disappeared; it is now back with gusto. For example, bespoke tranche trading reached $80 Billion issuance in 2018, and continues to grow rapidly. Although a far cry from pre-crisis level, there are encouraging signs for the market’s revival.
To date, the players enabling the market for crypto assets have been primarily FinTech startups. As the market is maturing customers are looking to traditional financial institutions to provide access to this asset class.
Forward-looking investment management firms are searching for ways to outperform their peers. The firms that we see succeeding are executing, based on a combination of focused business models, agile operational competency, and strong cost discipline, especially around core investment and risk functions.
In today's environment, market participants need to be able to respond to new regulatory processes and technological change. Regulatory reform in the shape of MiFID and Basel lll is increasing the cost of capital, impacting operations and profitability, and driving the need to more accurately measure risk. By effectively responding to a changing environment, firms can take advantages of new opportunities.
In today's environment, market participants need to be able to navigate and respond to new regulatory processes and technological change. Regulatory reform in the shape of MiFID and Basel is increasing the cost of capital, impacting business models, operations and profitability, and driving the need to more accurately measure risk.
Hosted by WatersTechnology, Waters Rankings recognise leading technology providers as determined exclusively by industry specialists from the global capital markets community. Qualified voters participating in the Waters Rankings are from buy- and sell-side firms as well as exchanges and interdealer brokers.
Quantifi has been named to FinTech Global’s WealthTech100 list of the most innovative technology solution providers for asset managers, private banks and financial advisors. The standout companies were chosen by a panel of industry experts and analysts who reviewed an analysis of over 1,000 WealthTech companies undertaken by FinTech Global, a data and research firm.
Quantifi Wins Best Pricing & Analytics: Fixed Income, Currencies and Credit at the Risk Markets Technology Awards
Quantifi has won at the Risk.net Markets Technology Awards for the second time. These awards reflect the contribution made by technology providers that support enterprise risk management, credit and operational risk for the listed, OTC derivatives and cash markets.
These awards recognise leading market participants across the financial services industry, and the Best Portfolio Analytics System category is one of this year’s most competitive.
This London based environmental asset management firm's mission is to raise awareness about climate change and to provide solutions directly related to the capping and reduction of carbon dioxide emissions.
Quantifi has won three awards at the Waters Buy-Side Technology Awards 2020. This is the second consecutive year that Quantifi has won Best Buy-Side Pricing/Valuation Service and the coveted Best Overall Buy-Side Product. In addition to these awards, Quantifi also picked up the title of Best Buy-Side Portfolio Analysis Tool.
Version 18 includes 304 new features and enhancements, providing superior performance, new BI reporting capabilities and includes the next-generation of risk analytics powered by data science. Version 18 also introduces features to help clients accelerate their IBOR transition programme with confidence.
Quantifi recently hosted a webinar on ‘Navigating the IBOR Transition’. After the webinar, delegates were invited to take part in a survey about how prepared their firms are for the transition and the key challenges and activities they will be addressing ahead of implementing the new risk free rates.
These awards recognize overall quality of service in 30 categories and are voted for exclusively by WatersTechnology’s readership of over 10,000 industry practitioners.
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