GlobalCapital, foremost information source of the international capital markets, has recognised Quantifi as Technology Provider of the Year at their Global Derivatives Awards 2023.
Browse our selection of news and, events to stay up-to-date on topical and current market-related issues.
Quantifi's annual financial markets conference is designed to facilitate discussion amongst practitioners from buy-side and sell-side firms, clearing houses and industry bodies on how to successfully address the challenges and opportunities arising from regulatory and market forces. Join over 100 senior practitioners from across the industry for an afternoon of unique insights. The networking reception offers a great opportunity to connect with fellow delegates.
This whitepaper explores the debate between single curve bootstrap and global optimisation techniques, emphasising the need to adopt dual curve discounting and global optimisation methods in response to the transformed market dynamics post-2008 financial crisis.
By incorporating climate change modelling into their strategies, firms can attract socially responsible investors and align their activities with global sustainability goals.
Mazars and Quantifi invite you to join our webinar covering how to future-proof credit risk by adapting to market and regulatory shifts.
This whitepaper explores the analytical hurdles, and fixed income implications of adopting SOFR as a replacement rate.
Emerging investment managers face challenges but their opportunities to differentiate themselves and thrive. By navigating these challenges and capitalising on new technology trends, firms can carve a niche in the competitive investment management world.
Risk.net and Quantifi invite you to join our webinar covering how to navigate market turmoil with robust credit risk management.
This paper covers hedging inflation with inflation-linked bonds, an overview of real vs nominal yields and the issues around tackling stubborn inflation.
Join our webinar to explore the dynamic ESG landscape and climate change. Discover how integrating climate considerations into strategies attracts responsible investors and aligns activities with global sustainability goals. Learn to address risks like compliance, reputation, and climate-related financial impacts through effective forecasting and due diligence.
As technology continues to advance at an unprecedented pace, firms face significant challenges in effectively managing risk and safeguarding their operations.
Quantifi's annual New York trading and risk 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 over 100 senior practitioners from across the industry for an afternoon of unique insights and sharing of best practices.
Alongside Counterparty Risk Product of the Year, Quantifi was recognised for Pricing and Analytics: Fixed Income, Currencies, Credit for the third year running, further cementing its position as the leader in analytics.
Palm Lane sought a front-to-back PMS that could deliver the sophistication required by traders, portfolio managers, and operations.
To support its expanding client base, Quantifi also increased its headcount across sales, product development and client services.
The report uses Chartis’ RiskTech Quadrant® to explain the structure of the vendor landscape and assess how the leading solution providers are responding to these new demands.
Since the inception of cryptocurrency markets, crypto assets have carried plenty of risk and risk management concerns. While 2022 has been an awful year for macro sections in equity and fixed income, it has been particularly atrocious for crypto assets.
A growing number of Nomura’s buy-side clients leverage Quantifi. Using the same software, Nomura traders and structurers can help their clients model structured credit and better explain how they themselves are pricing trades. Adoption of Quantifi’s solutions can open up new business avenues for these clients as well as increase distribution opportunities for Nomura’s structured credit team.
Modern alternative asset/credit firms face several challenges in the current market/competitive landscape. Using data wisely can augment your firm’s efforts across several key business functions, from portfolio management and risk management to investor relations and sales efforts.
Quantifi was described as the “standout entry” in both categories by a panel of industry experts from leading firms including Credit Suisse, National Australia Bank, Nomura, ANZ, Prudential, and Maybank.
Quantifi's annual London 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.
Risk.net and Quantifi invite you to join our webinar covering how new technology, machine learning and data science are reshaping the front-office.
The commodity market is constantly evolving. Volatile prices, increased competition, and regulatory change have added to the complexity of the market. It is important for firms to evaluate whether their risk management tools and processes are fit for purpose during these times.
Quantifi was selected by Arini due to its deep understanding of the structured credit market and to support its more complex credit instruments.
When determining the rankings, Chartis were assessing breadth and depth of functionality, technology, customer satisfaction and market presence.
Faster moving and complex markets have increased the demand for sophisticated credit analytics and risk management solutions.
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.
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.
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 […]
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.
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.
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.
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