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Tiden Capital implemented Quantifi Risk to help support their complex investment strategy. Quantifi Risk is able to manage multiple funds simultaneously, model the underlying portfolio and aggregate the risk on those trades, as well as analyse individual trades using a robust set of reporting tools. Since the start of the relationship, Quantifi has helped Tiden become highly efficient by scaling and growing with minimal further investment in money and resources.  read more

The Credit Magazine Technology Innovation Awards recognise the achievements of technology firms for their pioneering work in the credit market, particularly in response to the challenges in analytics, risk management, pricing and valuation. Quantifi was the first vendor to develop and introduce to the market a CVA tool that successfully captures all relevant drivers of the exposure, including correlations and volatilities for interest rate swaps, cross currency swaps, CDS and CDOs for both individual trades and/or portfolios. The groundbreaking Quantifi CVA solution was launched in mid-2010. This is the third consecutive year that Quantifi has been acknowledged by Credit Magazine for its innovative tools, having been recognised last year for the Collateralized Loan Obligation (CLO) Pricing Model read more

BTG Pactual is the largest independent investment bank in emerging markets. With over 25 years experience and recognised success in both Brazilian and international markets, it provides comprehensive access to the world’s capital markets. BTG Pactual offers personalised solutions with first-tier services to corporate, institutional and private clients. “We needed an advanced, flexible tool for pricing and structuring to support our growing credit business. Quantifi came highly recommended, and we have been very impressed with the breadth and sophistication of the product. We were able to get up and running immediately, which allowed us to rapidly scale our business.” Alessio Farhadi, Credit Trader at BTG Pactual

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 "With the passage of the Dodd-Frank bill in the US and the potential impact of Basel III, the OTC markets are adapting to increased volatility and regulatory scrutiny. Consequently, the need for accurate, robust, intuitive tools for valuation and risk management has never been higher. V9.4 is a major release and enables our clients to effectively and proactively address rapidly changing market, operational and regulatory requirements." Rohan Douglas, CEO of Quantifi. read more

The recent credit crisis introduced fundamental changes to the way interest rate derivatives are valued. The large basis observed in the market has driven changes to how yield curves are calibrated and used to value all interest rate derivatives. Broker-dealers have been updating their curve construction methodologies to reflect what is now considered market best practice. In addition, these market changes have significant accounting ramifications for IAS 39, FASB 133 and FASB 157 compliance. read more

OFI is one of Europe’s leading asset management firms, with deep experience in structured products and distressed markets. OFI has over €22 billion of assets under management and employs 250 people, of whom 110 are investment professionals committed to portfolio management. OFI was seeking a powerful yet intuitive front-office application that would allow them to deliver meaningful pricing, structuring and sensitivity analysis, and Quantifi was the obvious choice. Ease of use, transparency, speed, sophistication and excellent support were all factors in the decision. read more

Ernst & Young’s Entrepreneur Of The Year® is the world’s most prestigious business award for entrepreneurs. The award makes a difference through the unique way it encourages entrepreneurial activity among those with potential and recognises the contribution of people who inspire others with their vision, leadership and achievement. As the first and only truly global award of its kind, Ernst & Young Entrepreneur Of The Year® celebrates those who are building and leading successful, growing and dynamic businesses, recognising them through regional, national and global awards programs in more than 135 cities in 50 countries. read more

Quantifi is the first vendor to develop and introduce to the market a CVA tool that successfully captures all relevant drivers of the exposure, including correlations (e.g., for wrong-way risk) and volatilities for Interest Rate Swaps, Cross Currency Swaps, CDS and CDO’s for both individual trades and/or portfolios. Advanced semi-analytic models make Quantifi CVA the fastest, most sophisticated and comprehensive CVA pricing tool on the market. It is designed to allow traders and risk managers to price new trades in seconds to help them identify the risk dynamics on the desk at the point of trade and to effectively hedge counterparty risk. read more

Founded in 2009, Oracle Capital is based in Hong Kong and focuses on fixed income products, particularly in the areas of credit, fixed income derivatives and securitization. The initial fund invests in products that reference corporate credit risk, including cash and synthetic CDOs. As the firm was starting up, Oracle explored a range of options to fulfill their needs, including developing an internal solution as well as third-party vendor solutions. After careful review, Oracle selected Quantifi for its robust coverage of a wide range of complex instruments. read more

ARAM Global LP, a leading advisory and management services firm, has selected Quantifi XL for pricing and analyzing stressed credit portfolios. ARAM Global, which advises institutional clients on portfolios of stressed assets, was seeking a flexible, fast solution that would allow them to deliver meaningful pricing and valuation data to their clients. ARAM selected Quantifi XL not only for its flexibility, but also for its ease of use, state-of-the-art models and advanced sensitivity analysis. read more

Pine River, which has offices in Minnetonka, MN, New York, San Francisco, London and Hong Kong, has over $1 billion of assets under management.“We are very pleased to be selected by Pine River, a highly regarded manager that has developed a strong reputation in the relative value space. Quantifi has established itself as the premier pricing and structuring tool for the global credit markets. By working closely with our clients we have succeeded in rapidly evolving our products in ways that closely match their needs. We look forward to working with Pine River’s talented team and providing them with a flexible, robust infrastructure that allows them to focus on asset selection and management.” Rohan Douglas, CEO, Quantifi.

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“We recognised that having access to independent market-tested pricing tools and analytics was important in support of our advisory business. Quantifi is a recognised market leader in this space and had come highly recommended. Quantifi XL offers an interface that we have found to be powerful, flexible and easy.” Olivier Renault, Structurer at StormHarbour Securities

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