News

December 2012

Quantifi Wins Premier Asia Risk Magazine ‘Technology Company of the Year’ Award

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The awards were judged by Asia Risk Magazine’s editorial team who performed lengthy due diligence. Asia Risk Magazine (October 2012) reported how Quantifi has remained at the leading edge of pricing and risk modelling, with a reputation not only for the sophistication of its software, but also for being one of the first off the blocks in solving new challenges as they emerge in the marketplace. In particular, the judges highlighted how Quantifi was among the first-to-market with a high performance CVA solution, which has since been adopted by a number of its Asia clients. Client feedback centred around Quantifi’s speed of implementation, ease of integration as well as its performance, which is underpinned by the use of high performance computing technology. read more

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November 2012

Citing Strong Client and Revenue Growth, Quantifi Expands European HQ

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“The last 12 months have been successful for Quantifi and the opening of our expanded London office is a response to the increased demand we are witnessing across our entire product suite. I’m particularly excited with the uptake in demand for our OIS/CSA analytics and our Counterparty Risk solutions. A strong endorsement of our success in the CVA and Counterparty Risk space is the number of new clients in all regions that went into production in 2012.” ,” states Rohan Douglas, CEO, Quantifi. read more

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Quantifi Releases Whitepaper on Calculating CVA Capital Charges under Basel lll, Co-Authored by Jon Gregory

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The paper explores the difference in capital charges between the simple and more advanced approaches and the capital relief that can be achieved. “To be competitive, OTC businesses need to be able to accurately measure and manage their regulatory capital charges under Basel III. This whitepaper will help banks understand the different approaches allowed under Basel III and the impact that hedging has on these charges.” Jon Gregory, Partner, Solum Financial Partners

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October 2012

KLP Asset Management Selects Quantifi for Front Office Pricing and Analytics of Interest Rate Derivatives using OIS Discounting

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KLP Asset Management, a subsidiary of Norway’s largest insurance company, manages NOK 227 billion assets of KLP Group and the KLP Funds external clients. KLP was seeking to replace their existing vendor solution for interest rate derivatives. They selected Quantifi as they were impressed with its ability to accurately price and risk manage interest rate derivatives in a dual curve environment using the latest market best practice and advanced numerical methods for groundbreaking performance. KLP’s decision to choose Quantifi was based on its ability to seamlessly integrate into the KLP environment, ease of use and broad functionality. read more

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September 2012

Quantifi Expands to Commodity Derivatives with Version 10.3, Bolsters Enterprise Risk Performance

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Quantifi Version 10.3 delivers significant enhancements across Quantifi’s entire product range, responding to current market conditions and client demand for additional asset coverage, improved enterprise performance and the latest innovations in counterparty risk management. “Commodity derivatives are an important and growing asset class with over 10 trillion USD traded each month. This is an asset class with significant valuation and counterparty risk management challenges. Support for commodities is just one of many enhancements in this release that continues a long track record of rapidly translating research into solutions that directly address our clients’ business needs.” Rohan Douglas, CEO, Quantifi read more

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May 2012

Oracle Capital Extends Usage of Quantifi for OTC Risk Management and Reporting

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Oracle Capital, recently nominated New Fund of the Year 2011 by Asia Hedge and Fixed Income/Credit Fund 2012 by Asian Investor, has been a client of Quantifi since 2010. To help support growth in their investor base, Oracle Capital required a solution that would bring efficiencies to their business by automating the pricing and risk management process and provide full transparency to investors and regulators by improving aggregated risk reporting. After careful review, Oracle Capital selected Quantifi as it delivered the most advanced functionality as well as the flexibility to adjust to their changing business requirements. Quantifi was the ideal solution for Oracle Capital given Quantifi’s coverage for a wide range of complex instruments and ability to rapidly implement with minimal disruption to existing workflows. read more

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March 2012

Quantifi Support Release: Using FVA to Calculate Funding Cost Effects on OTC Valuations

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The increasing cost of capital under new financial regulations including Basel III, MiFID II and Dodd-Frank are driving the need to more accurately value the risks of OTC derivatives. The rapidly evolving market best practice now includes calculating FVA along with Credit Valuation Adjustments (CVA) to measure the impact of funding and counterparty risk. Using Quantifi Counterparty Risk, clients now have the ability to measure both the value and sensitivity of FVA at a trade and a portfolio level. Quantifi Counterparty Risk, a next generation counterparty risk system, is designed from the ground up to uniquely satisfy the rapidly evolving needs of regulatory compliance, corporate reporting and CVA trading. Incorporating the market’s most advanced, high performance American Monte Carlo engine combined with scalable grid computing, Quantifi Counterparty Risk supports even the largest, most complex portfolios. read more

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Quantifi Version 10.2 Delivers Broader Asset Coverage and Adds Support for the Latest Counterparty Risk Innovations

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 Quantifi Version 10.2 delivers significant enhancements across Quantifi’s entire product range, including the latest counterparty risk innovations, expanded intra-day risk management, broader asset coverage and simplified data management capabilities.“Funding is a key component in analysing the exposures and profitability of a trade. Funding Valuation Adjustments (FVA) is the latest market innovation that measures this cost for collateralised, uncollateralised and centrally cleared trades. Our support for FVA continues a long track record of partnering with clients to deliver first to market support for the latest market innovations.” Rohan Douglas, CEO, Quantifi read more

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January 2012

Quantifi Wins Risk Magazine’s Coveted Risk Management Technology Product of the Year Award

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The Risk Management Technology Product of the Year award recognises excellence and innovation of technology firms in the fast-changing risk management and OTC derivatives businesses. It identifies firms leading the market with innovative solutions and best-in-class service. The awards were judged by Risk Magazine’s editorial team who performed lengthy due diligence, taking into account the views of industry users. In response to client feedback, Risk Magazine recognised Quantifi’s first-to-market support for OIS discounting, CVA and DVA, speed of implementation, scalability and exceptional client support as key factors. read more

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