Reflections from Quantifi CEO, Rohan Douglas
The cover story in this issue looks the complex problem of calibrating interest rate curves post IBOR transition. It also provides insight into strategies for risk management and investment decision-making in a world of higher rate volatility. The cover story ties in nicely with the feature article on the impact of SOFR on rates, bonds and loans. Additionally, there is an article on integrating ESG principles into trading strategies and risk management processes, and another on the key factors driving investment managers to adopt a new PMS/OMS.
Quantifi was recently named ‘Derivatives Technology Provider of the Year’ at the GlobalCapital awards. This significant award reaffirms our commitment to innovation and excellence in technology. It is a testament to the team and all the great work they have done as we continue to re-invest in our platform.
As we approach the end of the year, it has been a period of significant progress for Quantifi – with major new client wins across the buy side, sell side, and commodity markets. I look forward to working with both our existing and new clients to help them succeed during these volatile times of increased geopolitical risks when the importance of accurate and timely market and credit risk could not be more important.
Calibrating Interest Rate Curves for a New Era
As firms navigate the evolving landscape of the ESG implications of climate change, they are presented with opportunities and challenges. By incorporating climate change modelling into their strategies, firms can attract socially responsible investors and align their activities with global sustainability goals..
Beyond LIBOR: Impact of SOFR on Rates, Bonds and Loans
During the transition, financial institutions and market participants have been working to develop and adopt new products and contracts based on SOFR as a replacement for those previously linked to Libor.
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