Delve into the latest market trends and regulatory developments with Quantifi’s INsight newsletter.


Reflections from Quantifi CEO, Rohan Douglas

One of the key roles of leadership is to establish and uphold a culture that reinforces the core values of the company. At the start of this year our global managers gathered in London for a transformative week of offsite meetings for training and discussion of our culture, leadership, challenges, and team dynamics. Creating an environment of trust and accountability has helped us drive our long-term strategy forward and enhance the overall workplace experience for our people. Beyond professional development, it was also a great opportunity for team bonding and cross-cultural exchange.


Corporate culture plays a crucial role in risk management. A robust risk culture fosters transparency and accountability which helps enhance resilience and long-term viability in a dynamic financial landscape. The theme of risk culture ties in nicely with the cover story on the Fed’s annual stress tests as well as the featured article on bank credit risk. Both are examples of the importance of having strong governance and a risk culture centred on proactive risk management.

Also in this issue is an article on the emergence of the CVA swap market, between XVA desks and hedge funds. While SRT (Significant Risk Transfer) and CRT (Capital Relief Trade) transactions are established practices for banks in transferring counterparty credit risk to hedge funds, CVA swaps have only recently entered the trading arena.

Technology can both enhance and challenge a firm’s risk culture. While automation and data analytics improve risk identification and management, reliance on outdated and complex systems introduces risks. Firms must adapt their risk culture to technology advancements. With a demonstrated history of executing enterprise risk projects, Quantifi offers a proven path for firms seeking business transformation. Testament to this is winning Best System Support and Implementation at the Markets Technology Awards for the third time.

2023 was another year of profitable growth for Quantifi. Despite a difficult global economic environment, we had strong client growth, high client retention, key project go-lives and significant product innovations. In the past year, efficiency and flexibility appeared as primary topics in conversations with clients and prospects about modernising outdated technology, migrating to the cloud, and the adoption of data science. As markets evolve, clients increasingly value our partnership and commitment to helping them navigate disruption and drive sustainable growth. We started 2024 with a strong pipeline, reflecting a positive outlook for continued growth and innovation.


Assessing bank resilience in market shock scenarios

As non-bank entities gain significance in financial markets, regulators must adjust supervision to tackle emerging risks effectively. This involves enhancing data collection, stress testing and scenario analysis to gauge resilience to adverse market conditions. Firms benefit from integrating counterparty credit and market risk management, and are urged by regulators to use portfolio simulation models for a comprehensive view of exposures, considering netting and collateral agreements.
Bank credit risk
Bank credit risk: how well do you know your counterparties?

Financial institutions are now reassessing risk management frameworks and enhancing oversight in response to the Archegos crisis. While reforms may address some vulnerabilities, the event serves as a reminder of the ongoing challenges in maintaining financial stability amid a complex and interconnected landscape.

CVA Swaps
Traxys adopts Quantifi for market and counterparty risk management
Traxys is a physical commodity trader and merchant in the metals and natural resources sectors. The firm has streamlined its counterparty risk management process with Quantifi’s comprehensive solution, encompassing counterparty grading, limit assignment, and ongoing exposure monitoring.
best system support and implementation
Quantifi wins risk markets technology award: best system support and implementation
Quantifi wins Best System Support and Implementation at the Markets Technology Awards for the third time. Judged by a panel of technology users, the awards focus on traded risk technology, front-office regulation, pricing/trading technology and buy-side technology, as well as data and other specialist back-office and innovation categories.
CVA Swap: a new type of capital relief trade
Quantifi has noticed a very interesting development – the emergence of CVA swap market. The nature of these transactions closely resembles the interaction typically observed between an XVA desk and a trading desk within a bank when adding a new derivative trade. We anticipate that the CVA swap market will play a pivotal role in financial markets, offering participants a means to mitigate counterparty credit risk in OTC derivatives.


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