Press

February 2017

Quantifi Recognised as Category Leader in the XCelent FRTB Solutions Awards 2017

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Quantifi has been positioned as ‘Category Leader’ in the XCelent Awards for the Fundamental Review of the Trading Book (FRTB) Solutions. Quantifi has been positioned in the Ecosystem Component Specialists (Risk) category based on its comprehensive level of coverage and functionality for FRTB. This category distinguishes pricing and risk analytics providers with the core components to support a bank's FRTB programme in terms of more complex derivatives analytics or front-office-centric capital optimization capabilities.  read more

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7Chord Seamlessly Integrates Quantifi’s Advanced Model Library

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“At 7Chord it is important for us to monitor and respond to market conditions using accurate, real-time low latency pricing analytics. We therefore needed an analytics provider that offered a stable technology platform with tried-and-tested functionality. We chose Quantifi because of its extensive coverage of credit and fixed income instruments which we can leverage to support future trading strategies. Equally important was Quantifi’s commitment to implementing on time and budget." Kristina Fan, Co-Founder, 7Chord read more

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Quantifi Shortlisted for HFM US Hedge Fund Technology Award 2017

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Quantifi has been shortlisted for ‘Best Risk Management Software’ and ‘Best Risk Management Product’ in the HFM US Hedge Fund Technology Awards. These awards recognise technology providers serving the hedge fund sector that have demonstrated exceptional customer service and innovative product development over the past 12 months. read more

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Quantifi Wins Technology Award for its Microservices Architecture

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Quantifi has been named Operational Risk Technology of the Year at the CIR Risk Management Awards, for its investment in microservices. This is Quantifi’s third CIR Risk Management award in four years. Judged by an independent panel of experts, the awards distinguish organisations and teams that have significantly added to the understanding and best practice of risk management.  read more

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January 2017

Quantifi Recognised in Commodity Business Awards for Trading, Risk & Portfolio Management

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Quantifi has been shortlisted in the Commodity Business Awards 2016 for Trading, Risk & Portfolio Management (Excellence in Agricultural & Softs) and Commodity Market Development (Excellence in Risk Mitigation). The awards, run by Commodities Now magazine, identify commodity firms and technology providers that have had a significant impact on the commodity markets. read more

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Piraeus Bank Seamlessly Modernises Core Systems with Quantifi’s Next-Generation Risk, Analytics and Reporting

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With Quantifi’s next-generation valuation, analytics and reporting functionality Piraeus now has a flexible and performant capability to address and support computationally intense calculations including xVA, perform accurate valuations on cross-asset portfolios taking into account various risk metrics comprising PFE, VaR, wrong-way-risk, stress testing, sensitivities etc., and generate flexible reports to aid business decisions across their trading user base. read more

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FRTB Whitepaper Explores the Impact of Basic CVA Framework vs FRTB-CVA Framework

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Quantifi, a provider of risk, analytics and trading solutions, and Kauri Solutions, a specialist financial consultancy firm, today announced the release of their whitepaper titled ‘FRTB: Strengthening Market Risk Practices?’. In July 2015, the Basel Committee proposed the FRTB-CVA framework which replaces the current CVA Risk Capital calculations. Six months later it published the final rule of the FRTB framework designed to address the undercapitalisation of trading book exposures witnessed during the financial crisis. This paper explores how these frameworks affect bank balance sheets. read more

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