News

November 2013

Quantifi Recognised as ‘Best Technology Solution’ in the Fund Management Industry

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This award recognises best practices and innovations in risk management and is awarded to the technology firm that has best adapted a solution to suit the evolving needs of the fund management industry in the most efficient and beneficial way to clients. "Quantifi clearly demonstrates how a resolution to a complex business issue can be implemented quickly and efficiently. Their adaption of technology to suit the client’s needs and provide a solution that was future-proofed is exemplary." Deborah Benn, Chair of the judging panel, Fund Services Awards 2013 read more

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October 2013

Quantifi Wins ‘Best Risk Management’ Award, FOW Asia

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The FOW Asia Awards are reviewed by a panel of judges, who recognise solution providers that have launched or made enhancements to existing products that solved a problem creatively, opened up new possibilities or changed the way participants approach the market. “Regulators are focussed on mitigating counterparty risk as a method of reducing systemic risk. Our judges agreed that Quantifi has developed a comprehensive platform that supports risk management underpinning several areas including central clearing commitments, Basel III calculations and hedging.” William Mitting, editor and publisher, FOW. “ read more

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August 2013

Quantifi Powers Price-Spread Calculator for ICE Credit Futures

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Reflecting the growing demand for exchange-traded futures contracts as alternatives to OTC derivatives, ICE recently launched the industry’s first credit index futures contract. To support the development of these new and innovative products, Quantifi developed a price-spread calculator to allow market participants to better monitor and manage credit risk exposures. Available on the ICE website, this intuitive, web-based price-spread calculator is designed to convert futures prices into the equivalent forward spreads for any given date. read more

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July 2013

Quantifi and EY Survey Reveals Banks Are Not Ready for Counterparty Risk Elements of Basel lll

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“Determining the fair value of derivatives contracts continues to be one of the key issues for the banking sector. The financial crisis led to significant changes in the valuation of derivatives contracts with a number of banks introducing new valuation methodologies over the last two years as assumptions that held true in the pre-crisis era have lost their validity. The new IFRS accounting standard on fair value measurement and the new charge under Basel III related to valuation adjustments as a result of credit also mean institutions have to fundamentally rethink their approach to managing counterparty credit risk.” Shankar Mukherjee, Senior Manager, Financial Services Advisory, EY read more

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Quantifi and InteDelta Whitepaper Explores Key Requirements for Measuring and Managing Counterparty Risk

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The measurement and management of counterparty risk is a rapidly evolving area. A range of new regulatory requirements is changing the way in which institutions view risk. This affects not only risk quantification but the whole commercial model of an institution. New regulations or risk measures can affect the commercial attractiveness of an institution’s existing product range or client profile. Against a backdrop of discipline in constant evolution, this whitepaper explores some of the key areas associated with the management and measurement of counterparty risk. read more

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June 2013

Quantifi Version 11.0 Delivers Enhancements for Central Clearing, Regulatory Reporting and Exchange Traded Products

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“Performance is always a concern of our clients. With larger portfolios and more complex products being traded, there is a constant demand for faster models to ensure risk managers have the results they need at the start of their day and traders have access to intraday risk reports to make informed trading decisions. Version 11.0 provides significant improvements to enterprise risk performance and scalability allowing for millions of trade valuations per second per processor, providing more accurate valuation and more comprehensive risk management without shortcuts.” Mark Traudt, CTO, Quantifi read more

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May 2013

JC Rathbone Selects Quantifi for CVA Analytics

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JCRA is an innovative consultancy firm that provides financial risk management and structured finance advisory services to a broad range of global clients. JCRA required a comprehensive and intuitive solution that could be rapidly implemented to deliver accurate, transparent and immediate CVA pricing for a range of vanilla and exotic derivatives. After a detailed review, JCRA selected Quantifi based on ease of use, performance, transparency and the high quality of support. read more

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February 2013

Quantifi to Host Webinar ‘Comparing Alternate Methods for Calculating CVA Capital Charges under Basel lll’

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The global financial crisis brought counterparty credit risk and CVA very much into the spotlight. The Basel III proposals first published in December 2009 introduced changes to the Basel II rules and the need for a new capital charge against the volatility of CVA. This “CVA VAR” capital charge was always likely to be punitive since the Basel committee considered that it referenced two thirds of counterparty risk related losses. However, there are two ways for banks to compute CVA VAR, so-called standardised and advanced methods, which depend on their current regulatory approval with respect to other aspects. Furthermore, there is the potential to reduce the capital charges via eligible hedges. This webinar aims to explore the capital charges under the two regimes and the capital relief that can be achieved. read more

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Quantifi and Risk Dynamics Release Whitepaper on ‘Optimising Capital Requirements for Counterparty Credit Risk’

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There is currently a strong market focus on counterparty credit risk and more specifically on Credit Value Adjustment (CVA). The attention is predominantly towards the issue of efficient CVA pricing as opposed to implications in terms of risk management and capital requirements. However, since the recent crisis, another issue has gained prominence; the significant losses that counterparty credit risk can cause if not correctly managed. This paper explores how to deal with counterparty credit risk in the current financial environment by detailing some of the associated aspects and challenges. It also studies the conditions for effective management of counterparty credit risk. read more

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January 2013

Quantifi Delivers Expanded Asset Coverage, Enhanced Regulatory Reporting and Performance Improvements with Launch of Version 10.3.1

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“OIS Discounting is now the market standard, however, this introduces analytical complexity and furthermore the performance impact on calculating risk sensitivities can be significant. Version 10.3.1 is our fourth release with OIS discounting, which significantly increases the speed of calculations without sacrificing accuracy. In addition to performance enhancements, this release continues our expansion of asset coverage and our support of the latest market developments and regulatory guidelines”, Rohan Douglas, CEO, Quantifi. read more

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