News

V12.1 incorporates a number of enhancements spanning technology, data management, trading, risk management and reporting. Equipped to support the latest regulatory and market changes, V12.1 significantly improves client’s analytics, trading and risk management capabilities, improves profitability and enhances operational efficiencies. With growing demand for fast, independent and accurate pricing, Quantifi has further developed its analytics library to dramatically reduce time-to-market with seamless integration to clients existing proprietary systems and superior configurability. read more

To satisfy the increasing demands of both clients and industry regulators, asset management firms are re-inventing their approach to risk management. There is a greater focus on accurate analytics and more detailed risk analysis to help enhance performance, strengthen risk and improve operational controls. Buy-side firms are increasingly relying on Quantifi for accurate and sophisticated analytics across a growing range of asset classes. read more

Over 140 delegates, from across the industry including banks, asset managers, hedge funds, clearing houses and industry bodies, gathered for a compelling afternoon of unique insights and sharing of best practices on ‘The Dynamics Driving OTC Markets’. Chaired by Prof. Moorad Choudhry, Department of Mathematical Sciences, Brunel University, the conference explored the impact of regulations, the changing landscape of the OTC Derivatives market with respect to valuation and risk management, the role of central clearing, and the trend towards centralised XVA desks. read more

The Norwegian bond market has expanded rapidly in recent years, with the Norwegian corporate bond market the most advanced within the Nordic countries. Further growth is expected as tougher capital requirements are imposed on banks. This, in turn, will see a drive by capital seeking companies into the bond market, as an alternative source of funding. NBP is leveraging Quantifi’s extensive pricing and analytics functionality to address this growing demand for independent third-party bond pricing for the Nordic market. read more

“Like many market participants, Asia-Pacific financial institutions are struggling to keep pace with the multitude of regulatory changes. Quantifi continues to address key client issues with support for XVA, Central Counterparty Clearing (CCP), margin replication, OIS Discounting, regulatory reporting, PFE limit management, and funding costs analysis such as FVA and CVA”. Rohan Douglas, CEO, Quantifi read more

This joint whitepaper explore the challenges, risk factors, calculation techniques, and concepts for measuring financial instruments under IFRS 13. IFRS13 has significant implications for all firms, including corporates that measure financial assets at fair value. With the introduction of IFRS 13, the requirements for calculating complex variables including CVA and DVA remain. According to IFRS 13, model-based fair value measurements have to take into account all risk factors that market participants would consider, including credit risk. In order to reflect the credit risk of the counterparty in an OTC-derivative transaction, an adjustment of its valuation has to be made. read more

Agence Française de Développement (AFD), a public development finance institution, has selected Quantifi as its enterprise portfolio management system (PMS). The client was looking to replace their existing front and middle office systems with a cost-effective, single solution to comply with EMIR and IFRS 13 (CVA) regulatory requirements, address market changes and support calculations related to OTC derivatives clearing obligations. Quantifi’s offering proved to be the most comprehensive for complex pricing and valuations, and the monitoring of risk more dynamically. read more

“Given the still-evolving regulatory requirements and the changes in accounting standards, banks are continuing to upgrade the methodologies and operating processes around the fair value adjustments for derivatives collectively described as XVA. Some of the issues faced by banks relate to the observability of both inputs and secondary market prices for OTC derivatives required in order to validate the valuations. This is particularly true of some of the valuation adjustments which are not, as yet, widely reported such as the Funding Valuation Adjustment. In an environment where banks are increasingly capital and liquidity constrained these questions assume even greater importance: banks need to measure returns on businesses in order to determine which are consistently producing the appropriate returns on the financial resources required to support them.” Shankar Mukherjee, Director, EY read more

V12.0 includes over 100 individual enhancements incorporating expanded asset coverage, modelling and regulatory updates as well as improved data management. Quantifi has an open, service-oriented architecture (SOA), which can be implemented using multi-core or grid computing, or through the cloud. This is part of Quantifi’s overall strategy for reducing the total cost of ownership for users and making the solution open and flexible. The light-touch architecture is easier to support and to integrate into a firm’s existing technology stack and 3rd party applications. read more

“Buy side firms face significant new market and regulatory challenges including new asset classes, new valuation methodologies, new operational processes including central clearing, increased counterparty risk, increased liquidity risk, cost pressures and new regulatory reporting. We have been impressed by the depth and breadth of functionality provided by Quantifi as it addresses these challenges with a holistic, integrated approach that breaks down barriers between front, middle, and back office functions. A key differentiator for Quantifi is its open, service-based technology architecture which makes the solution easier to integrate, more flexible, and easier to support.” ,” Peyman Mestchian, Managing Partner, Chartis. read more