FtF bonds are among some of the most challenging fixed income instruments. While most banks tend to develop FtF models in-house, hedge funds trading FtFs may find the implementation challenges too difficult to tackle.
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Navigate the major trends & developments shaping the industry with Quantifi’s in-depth research and analysis.
Navigating the PMS/OMS Maze: A Buyer’s Guide
This guide explores the key factors to consider so you can select the right solution that aligns with your firm’s requirements and supports your investment strategies.
Sona Seamlessly Transitions to Quantifi’s Enterprise Grade Risk Management Solution
With Quantifi’s data science-enabled solution, Sona can create custom analytics by utilising Quantifi’s pricing models in Python and integrating the trade, market and reference data from Quantifi’s risk system.
Traxys Adopts Quantifi for Market & Counterparty Risk Management
Built specifically for commodity firms to achieve optimal trading and risk management outcomes, Quantifi offers a powerful and adaptable solution that delivers exceptional performance.
Maximising alpha with CVA swaps
Quantifi anticipates that CVA (Credit Valuation Adjustment) swaps will be crucial in financial markets, providing the means for participants to manage counterparty credit risk in over-the-counter derivatives.
CVA Swap: An Innovative Approach to Hedging CVA
The CVA swap market is predicted to play a key role in financial markets in the imminent future. While significant risk transfer and capital relief trade transactions have become established practices, CVA swaps have only recently entered the trading arena.
Tackling Interest Rate Curve Construction Complexity
Optimise your interest rate curve construction and overall market and counterparty credit risk management.
Why Technology Choices Matter for Start-up Hedge Funds
Firms that do not make the right choices are likely to end up having to replace systems that are not flexible enough to meet the needs of the market.
Be complimented for complementing your risk infrastructure
The key to effective risk management lies not necessarily in scrapping existing systems but in enhancing them with complementary solutions that offer accurate and sophisticated analytics.
Credit Risk Management: Integrating ESG Factors
The integration of ESG factors into credit risk functions is reshaping the way financial institutions assess and manage credit risks. Firms need to understand the impact ESG considerations can have on the creditworthiness and performance of borrowers.
From Complexity to Opportunity in the Credit Markets
The credit market landscape is analytics driven. Success hinges on the ability to obtain and leverage sophisticated analytics effectively. Having an edge in analytics can be the differentiating factor
ESG: The challenges faced by front-office and enterprise risk functions
In light of emerging legislation centred around ESG, financial firms must employ robust risk strategies to address the multifaceted challenges posed by the ESG landscape.
Pepper Global Selects Quantifi for Market Risk
Pepper Money UK is an award-winning UK specialist mortgage lender which is part of Pepper Global. Since inception in 2016 Pepper Money UK had deployed internally developed solutions designed to manage market and interest rate risk and had identified the need to enhance these systems to support planned growth.
Setting you up for Success: 4 Key Elements to a Successful Implementation
The value of any technology solution is dependent on the team put in place to implement, maintain, and support your investment.
The Dynamics Driving Capital Markets, London Conference, 2023
Quantifi's 9th London trading and risk conference, brought together delegates from across the industry to discuss opportunities, challenges and strategies in fixed income and best practices in counterparty and credit risk management.
Survey: Risk Outlook & Priorities for APAC Banks Over the Next 12 Months
As banks confront the many challenges of the ever-evolving landscape of finance, understanding and effectively managing risks have become paramount for success and sustainability.
How to Validate AI & ML Risk Models
Financial institutions are increasingly relying on artificial intelligence and machine learning (AI/ML) for critical decision-making and efficient client services. However, validating these models presents unique challenges beyond traditional validation practices. This blog provides an overview of additional requirements for model validation in the context of AI/ML.
Beyond Libor: the impact of SOFR on rates, bonds and loans
The transition from Libor to SOFR has presented several challenges in the market. During the transition, financial institutions and market participants have been working to develop and adopt new products and contracts based on SOFR as a replacement for those previously linked to Libor.
Survey: How Banks are Managing Credit Risk in a Volatile and Dynamic Landscape
In an era of economic uncertainty and rapid technological advancements, staying ahead of credit risk is essential for financial institutions to protect their assets and maintain stability.
Integration of ESG: Front Office and Enterprise Risk Synergy
Collaboration, data-driven insights, and strategic alignment between these functions is crucial to navigate the multifaceted ESG landscape successfully.
Future-Proofing Credit Risk: Adapting to Market and Regulatory Shifts
In this video the panel discuss the credit risk management failures in Archegos case, key regulatory & market developments and future credit risk developments.
Mastering Interest Rate Curve Construction
Banks, investment firms, and other market participants value and manage large notionals of interest rate derivatives, bonds, loans, structured products, and other cash instruments that are sensitive to changes in interest rates.
APAC Investment Bank Selects Quantifi’s Integrated Capital Markets Platform
Headquartered in Sydney, the client provides corporate and strategic advisory, equity and debt capital market underwritings, cash equities, research, prime brokerage and traditional fixed income services.
An Introduction to Managing Model Risk
When implementing an MRM policy, the core questions that arises centres around how much external assistance is required to support governance and validation.
Navigating Market Turmoil with Robust Credit Risk Management
In this video the panel discuss the impact of regulatory and macro-environment factors on global credit risk management, credit risk assessment, establishing credit risk limits and monitoring through PFE & XVA in volatile markets.
Validating and Monitoring AI & ML Financial Models
Financial institutions are increasingly relying on artificial intelligence and machine learning (AI/ML) for critical decision-making and efficient client services. However, validating these models presents unique challenges beyond traditional validation practices.
Mastering Interest Rate Curve Construction in the Australian Market
Building an accurate and robust interest rate curve has significant implications for setting benchmark rates to managing risk.
Implementing ESG Principles in Trading and Risk Management
Embracing ESG requires a holistic approach that combines innovative data analytics and ethical considerations to optimise returns while managing risks responsibly.
Farewell LIBOR, Hello SOFR: Analytical Hurdles & Fixed Income Implications
The main hurdles in transitioning from LIBOR to SOFR are the fundamental difference between the two rates and the need for increased liquidity in the SOFR derivatives market.
Launching a New Fund? Survey Reveals Emerging Managers’ Top Priorities
The present economic challenges have altered the landscape of technology investments in the investment services sector this year. Firms are now allocating greater resources towards technologies that yield substantial business benefits.
Commodity Markets: Managing Risk During Times of Volatility
This paper examines the distinctive challenges in risk management that commodity trading firms face and how they are responding to such risks to endure market disruptions.
Navigating the PMS/OMS Maze: A Buyer’s Guide
This guide explores the key factors to consider so you can select the right solution that aligns with your firm’s requirements and supports your investment strategies.
10 Factors Driving Hedge Funds to Implement a New PMS/OMS
Investment managers are constantly striving to optimise their processes, improve accuracy, and bolster investor trust. As funds expand and adapt, the need for a reliable and effective Portfolio/Order Management System (PMS/OMS) becomes increasingly apparent.
Navigating ESG & Climate Change: opportunities, challenges, and modelling strategies
In this video the panel discuss strategies for achieving net zero, embedding ESG considerations across investment, credit and trading decisions & how climate forecasts impact risk measurement and valuation models.
Wrong-Way Risk: Insights on the Credit Suisse and Archegos Case
The Archegos incident highlights the importance of implementing comprehensive risk management frameworks that consider not only individual counterparty risk, but also the broader implications of market conditions and concentration of trades.
Out With the Old, in With the New: Replacing Your Portfolio Management Solution
Replacing a legacy PMS is a strategic move that can transform your firm’s ability to manage portfolios efficiently.
The Dynamics Driving Financial Markets, NYC Conference, 2023
Quantifi's annual trading and risk conference, at The Harmonie Club in New York, brought together delegates from across the industry to discuss inflation, rising rates and the effect of geopolitics and macroeconomics.
Arini Transforms Trading and Risk Management with Quantifi
Quantifi is highly customisable, which allows Arini to tailor the solution to its specific investment needs. This flexibility was essential for a firm like Arini, which manages a diverse range of assets and investment strategies.
Managing Inflation Risk with Hedging Strategies
Inflation can erode the value of investments and reduce the purchasing power of cash flows, which can be particularly detrimental to fixed-income investments.
Model Risk Management: Strengthening Model Governance
This paper explores the key reasons why financial firms establish MRM frameworks and describes the transition from ad hoc individual model analysis to formal firmwide model governance and validation functions.
Palm Lane Capital Selects Quantifi’s Portfolio Management Solution
Palm Lane Capital is a London based alternative credit asset manager that applies both quantitative and fundamental analysis to generate returns from relative value opportunities arising from inefficiencies and dislocations in credit markets.
Crypto Credit Risk – Lessons Learnt
Since the inception of cryptocurrency markets, crypto assets have carried plenty of risk and risk management concerns.
Nomura Selects Quantifi for its Advanced Structured Credit Models
Nomura is a global financial services group with an integrated network spanning over 30 countries and regions. By connecting markets East & West, they service the needs of individuals, institutions, corporates and governments.
Foundation Credit Selects Quantifi as Core Pricing & Risk Management Replacement
Foundation Credit (originally founded as FCO Advisors) is a leading alternative asset manager dedicated to the multi-trillion dollar municipal credit and infrastructure debt markets in the United States.
The Dynamics Driving Capital Markets, London Conference, 2022
Quantifi's 8th annual trading and risk conference, at Ironmongers' Hall in London, brought together delegates from across the industry to discuss inflation, rising rates and recession and evolution of electronic fixed income trading.
Do you have the right risk analytics to support your LDI strategy?
LDI managers require powerful, flexible risk and valuation technology. At Quantifi, we provide the tools you need to optimise your strategy, take control of risk and improve business performance.
Front-office reboot: how new technology, machine learning and data science are reshaping trading
Learn how traders are structuring trades using new technology, how cloud is impacting trading and how machine learning is driving market making and decisioning.
How Data Science is Transforming Finance
The past decade has seen the rise of emerging technologies across the financial industry and beyond. There are now synergistic groups of technologies that are operating at scale and will further accelerate digitisation, boost resilience and drive operational efficiencies.
Mizuho Americas Partners with Quantifi to Support its Robust Equity Derivatives Platform
Mizuho Americas markets its US equity derivatives capabilities to US corporates, providing solutions including accelerated share repurchases, collars, convertible call spreads, and equity forwards.
Managing Equity Volatility
In 2022, after several years of largely benign macro-economic conditions, aided by the soothing drip feed of government stimulus, equity markets woke up to a new reality. As investors gazed in horror at vertiginous descents in value, there was a rebirth of interest in listed and OTC instruments with payouts indexed to volatility.
How Data Science is Revolutionising Risk Management & Finance
Data science is playing an increasingly pivotal role across capital markets, with the potential to transform decision-making across trading and risk, banking and investment.
The Acceleration of Electronic Credit Trading
The adoption of algorithmic trading, systematic market-making strategies and advanced trading protocols requires firms to embrace new technologies.
How to Get the Most Out of Your Liability-Driven Investment (LDI) Strategy
Liability-driven investment (LDI) is a core investment strategy for many life insurers, pension schemes and asset managers. It is an approach to investment in which all or part of the strategy is designed to match a scheme’s liabilities. This paper explores how, with the right technology, firms can achieve better results to get the most out of their LDI strategy.
Derivatives Valuation Software
Derivatives valuations can be resource-intensive and complex. Quantifi gives you accurate, timely valuations, as well as the performance and flexibility to build operational efficiency.
Evolution of the Fixed Income Landscape
This webinar explores the evolution of fixed income, the dynamics driving change, and the tools needed to facilitate electronic trading.
A Primer on the Equity Derivatives Market
Over time, the range of pricing models has grown steadily, both as new types of derivatives have been introduced and as weaknesses in previous models have been identified.
Sona Asset Management Selects Quantifi to Support Growth Strategy
Sona has chosen to enhance its existing risk infrastructure with Quantifi’s sophisticated risk analytics. Quantifi was selected for its rich functionality, modern technology and ability to scale.
Selwood Asset Management Selects Quantifi’s Single Integrated Portfolio Management System
"Quantifi is the core of our infrastructure and is implemented across our front, middle and back office for intra-day pricing, pre-trade analytics, stress testing and intra-day and end-of-day risk runs."
New Zealand Superfund Takes an Advanced Approach to Credit & Liquidity Risk Management
New Zealand Superannuation Fund (NZSF) is the sovereign wealth fund of NZ. It’s purpose is to help pre-fund the future pension/superannuation liabilities of an increasingly aging NZ population. Since it was established in 2001, the Fund has grown in size to NZD 45 billion. It is a long-term, growth-oriented fund that invests globally, both directly and through external managers, into a wide range of asset classes and investment products.
AFD Treasury Leverages Quantifi’s Integrated Trading and Risk Management Solution
Agence Française de Développement (AFD), is an established and specialised financial institution that has been working to fight poverty and foster economic growth by financing sustainable development projects in developing countries across five continents. AFD is a regulated bank with 40 offices around the world and operating in more than 60 countries.
Bunge Selects Quantifi’s Credit & Counterparty Risk Management Solution
Bunge is a leading agribusiness and food company with integrated operations that circle the globe, covering over 40 countries with approximately 35,000 employees.
Quantifi’s 20th Anniversary: An Interview with CEO Rohan Douglas
Rohan Douglas, CEO, explains how he founded Quantifi, the journey to where the company is now and his plans for the next 20 years.
Take Advantage of Opportunities in Relative Value Credit
Today’s credit investors need reliable data and powerful analytics to help them gain actionable insights for better portfolio outcomes. The ability to anticipate and respond to market and portfolio changes are key motivators for investment managers to maintain a strong risk function.
Axiom Alternative Investments Selects Quantifi’s Cloud Portfolio Risk Management Solution to Support its New Credit Fund
Quantifi was selected for its sophisticated analytics and out of the box implementation approach.
Ellington Management Group Selects Quantifi to Help Grow their Credit Business
With a proven track record of delivering the most sophisticated models with advanced functionality, Ellington Management Group is just one of several new funds using Quantifi.
What Drives the Convertible Bond Market?
This whitepaper provides an overview of the exigencies of this instrument, the reasons for its resurgence and whether the trend will continue in light of the current inflationary environment.
Take Advantage of Relative Value Credit Opportunities with Advanced Bond Analytics
This whitepaper explores the challenges of bond analytics and how access to the right analytics can provide opportunities for more comprehensive trading strategies.
Carbon Cap Selects Quantifi to Support Carbon Emissions Investment Strategies
Carbon Cap Management (Carbon Cap) is a London based environmental asset management firm. To support the growth of its fund, Carbon Cap has replaced their existing core risk software with a more sophisticated solution.
Leading Global Valuations Service Leverages Quantifi’s Analytics Library
A subsidiary of a global leader in financial services, the client is a trusted source of independent, reliable and unbiased valuations and analytics services.
Calibrating the SOFR Term Structure & Other Modelling Challenges
With the increased expectation of some IBORs discontinuation and the increasing regulatory requirements related to benchmarks, a more robust fallback provision and a clear transition plan for benchmark-linked derivatives is becoming paramount for the interest rate.
The Evolution of Credit Trading – Technology, Analytics & Data
With the increase in bond issuance in 2020, credit is playing an important role in portfolios. The current credit market environment, characterised by uncertainty and persistent structural inefficiencies is rich in relative value credit investment opportunities. The panellists discuss how firms can take advantage of this new environment with the right data, analytics and technology. […]
Accelerating Derivative Valuations Using AI
Traditional valuation techniques often use expensive methods like numerical integration and Monte Carlo simulation. In this video, Sebastian Hahn, AI Lead, explains how Quantifi & Intel have taken a conventional model for the valuation of credit options and trained an Artificial Neural Network (ANN) to perform the same valuations achieving a speedup of 700x.
How to Accelerate XVA Performance
The calculation of XVAs is highly complex. One of the key challenges of XVAs is that adjustments need to be calculated on a portfolio basis rather than trade by trade. This requires dealing with a large number of computations and orders of magnitude more calculations for accurate results.
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