News

November 2011

Quantifi Provides New FX Coverage and Support for Latest OTC Market Initiatives with Release of QX.1

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Driven by client needs and transformations in the OTC markets, QX.1 (V10.1) includes a broad range of enhancements across Quantifi’s entire product range. These enhancements include new foreign exchange coverage, expanded coverage for interest rate products, support for the latest regulatory initiatives, enhanced risk reporting, additional data management capabilities and a new plug-and-play API for client integration. read more

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VTB Capital selects Quantifi for OTC Analytics, Pricing and Portfolio Valuation

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VTB Capital, the investment business of VTB Group, is a leader in global investment banking. VTB Capital offers a full range of investment banking products and services. The company focuses on arranging operations in the debt, equity, global commodities markets, developing investment and asset management and advising clients on M&A and ECM deals in Russia and abroad. To support their recently formed credit derivatives and hybrids trading desks, VTB Capital needed access to market-validated models and analytics. VTB Capital selected Quantifi for ease of use and the firm’s established track record. read more

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Quantifi releases paper 'CVA, DVA and Bank Earnings' in response to Q3 results

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The paper provides an overview of DVA and highlights some of the results reported by larger banks, along with potential implications going forward. “DVA is not only driven by the bank’s credit spread but also by the underlying market risk factors of the portfolio. The volatilities of the individual risk factors contribute substantially to the volatility of DVA. We expect more banks to look more closely at hedging DVA to mitigate earnings volatility.”  Dmitry Pugachevsky, Director of Research, Quantifi read more

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October 2011

Quantifi Launches Counterparty Risk and CVA Portal

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CounterpartyRiskManagement.org is a community site devoted to providing timely industry news, research and information on important issues surrounding counterparty risk. “We are very excited about the launch of this unique service. CVA is one of the hottest topics in derivatives financing at present whilst counterparty risk management will continue to be a top priority for banks and regulators over the next few years. This information portal has been designed to enable market participants to be better informed of the rapidly changing regulatory environment and market conditions.” Rohan Douglas, CEO, Quantifi read more

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Former JP Morgan Head of CCR Modelling Joins Quantifi

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Dr. Pugachevsky brings more than 18 years’ counterparty credit and cross-asset modeling experience to Quantifi. He joins Quantifi from JP Morgan where he was Head of Counterparty Credit Modeling and was responsible for developing new models for calculating CVA across different asset classes and supporting credit portfolio trading. Before starting with JP Morgan in 2008, Dr. Pugachevsky was Global Head of Credit Analytics at Bear Stearns for seven years where he was responsible for modeling the whole spectrum of credit instruments. Prior to that, he worked for eight years with the analytics groups of Bankers Trust and Deutsche Bank, developing models for credit, fixed income and equity derivatives. read more

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September 2011

Investment Manager Prosiris Selects Quantifi for Risk Management and Reporting

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Driven by increasing need for timely risk analysis, Prosiris, led by former Goldman Sachs Managing Director Reza Ali, sought a proven risk management solution to provide comprehensive scenario and risk-sensitivity reporting. “Given the sophistication of our trading strategy, the key factors in selecting Quantifi Risk are industry leading analytics combined with flexibility and usability. We were impressed with Quantifi’s extensive product coverage as well as the speed and accuracy of their models. It’s important for us to obtain a solid infrastructure for managing and reporting risk. As a recognised leader, Quantifi provides the level of accuracy and sophistication we need to trade and effectively manage our risks. By partnering with Quantifi we now have the opportunity to focus our capital and time on our core business rather than spend time and resources developing an internal solution.” Jerry Chang, Chief Financial Officer, Prosiris.  read more

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August 2011

Counterparty Risk Management Workflows: Challenges & Trends

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CVA pricing and counterparty risk management workflows require extensive amounts of data, as well as a scalable, high-performance technology infrastructure. Whilst the most sophisticated global banks have implemented CVA desks and clearing workflows, along with supporting technology infrastructures, it is expected that regional banks will follow suit over the next few years in order to manage risk more effectively and comply with new regulations. read more

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July 2011

Varden Pacific Selects Quantifi to Power OTC Trading and Regulatory Compliance

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Given the rapid pace of evolution in the OTC markets, Varden Pacific’s key objectives when selecting a partner were to find an advanced, flexible and intuitive solution that could be implemented in a short timeframe, deliver strong analytics and be flexible enough to adapt quickly to changing requirements. Quantifi was selected over a number of alternate vendor products as it demonstrated superior functionality and flexibility as well as providing the transparent risk reporting necessary for accounting and regulatory compliance. read more

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June 2011

French Banking Group CM10-CIC Selects Quantifi XL

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“As we looked to expand our business, it was important for us to have access to a market-validated pricing and analytics tool. Sophisticated pricing models, un-matched asset coverage and an intuitive interface were all key drivers behind CM-CIC’s decision for choosing Quantifi XL. Quantifi has a strong track record in this space and we expect to see significant benefits as we now have access to a proven solution that matches prices in the market combined with responsive support.” Senior Derivatives Trader Linda Kessour, CM-CIC Marchés  read more

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May 2011

Quantifi Survey Reveals Industry-Wide Move to Overhaul Counterparty Risk Systems

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“Regulatory and market changes are driving an overhaul of how all banks calculate and manage counterparty credit risk. The standard is being set by the largest global banks which now actively manage counterparty risk, calculate sensitivities, and price CVA for new trades using integrated solutions based on netting and collateral agreements. Given the portfolio level scope and the analytical complexity, existing technology infrastructures have constrained many banks from achieving best practices.” Rohan Douglas, CEO, Quantifi read more

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April 2011

Quantifi's Latest Whitepaper Explores the Challenges in Implementing a Counterparty Risk Management Process

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This paper ‘Counterparty Risk Management Process’ explores the key challenges for banks in the implementation of counterparty risk management, focusing on data and technology issues, in the context of current trends and best practices. In lieu of new regulation requirements, many banks face the challenge of consolidating their central counterparty risk groups or CVA desks across asset classes and business lines. In short, the data, technological, and operational challenges involved in implementing a counterparty risk management process can be overwhelming. read more

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Quantifi to Provide Leading ASEAN Investment Bank With Pricing and Analysis Solutions

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CIMB Group is Malaysia’s second largest financial services provider and one of Southeast Asia’s leading universal banking groups. As ASEAN’s leading investment bank, CIMB would be using Quantifi to complement its in-house analytics, particularly with respect to credit products. The selection was made based on Quantifi’s comprehensive coverage of credit instruments and the speed, accuracy and flexibility of Quantifi. read more

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Quantifi Enhances CDS Index Option Models to Support Market Growth

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These enhancements to its credit index options models are in response to client demand for more sophisticated analysis and to support for the latest market developments. The market has witnessed dramatic growth in the CDS index options market over the last year. As liquidity has grown, bid/offer spreads have shrunk and the market has developed to the point where most major banks now actively provide quotes over a range of strikes and expirations. This increased market depth and liquidity has driven a need for more sophisticated models that capture the dynamic of the full volatility surface and observed skew. read more

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March 2011

Leading North American Broker-Dealer Sterne Agee Selects Quantifi

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Sterne Agee, one of the oldest and largest privately owned brokerage firms in the United States has selected Quantifi as its front-office tool for pricing and analysing credit products. Sterne Agee provides retail and institutional brokerage services, investment banking and underwriting services, secondary trading of securities, and market making in over-the-counter stocks. To support its expansion into the structured products market, Sterne Agee was seeking a sophisticated and powerful front office tool for complex pricing and deal analysis on Collateralised Synthetic Obligations (CSOs), hybrid CSOs, and similar structures that could be seamlessly and rapidly implemented. read more

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February 2011

Quantifi Announces 2010 Success in New Markets

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“2010 was a busy and exciting year for Quantifi with significant new product initiatives and success in new markets. We witnessed significant uptake in demand for our products and added our first clients in France, Hong Kong, and Singapore. Furthermore, I was delighted to welcome BTG Pactual, WestLB, OFI Asset Management, StormHarbour Securities, Oracle Capital, Pine River Capital, and ARAM Global, among many others, to our list of clients.” Rohan Douglas, CEO, Quantifi. read more

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January 2011

Channel Capital Select Quantifi Risk for OTC trading and risk

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Channel Capital was seeking a platform that could scale with the firm’s growth in terms of volume and product range and deliver timely trade processing, valuations and comprehensive risk analysis. Channel Capital has been a client of Quantifi since 2007, when they selected Quantifi as their front-office pricing tool.“Our decision to choose Quantifi Risk was based on its relatively short implementation time, ease of use and broad functionality. We have worked closely with Quantifi for the past several years and during this period, they have been very responsive to our needs and have provided us with exceptional support,” commented Brian Naini, Chief Risk Officer and Partner, Channel Capital read more

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Quantifi Releases Version 10.0 to Satisfy OTC Market Demand for Counterparty Risk Management and Regulatory Compliance

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“2010 will be seen as a watershed year for the OTC markets. It has presented unique challenges as well as opportunities for our clients. With the release of V10.0 we are addressing demand for broader asset coverage, enhanced counterparty risk management, improved valuation, simplified operations and regulatory compliance. By evolving rapidly we continue to provide our clients with solutions they can depend on, allowing them to respond rapidly to opportunities and more effectively manage their risks.” Rohan Douglas, CEO, Quantifi read more

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