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Quantifi Insights

Navigate the major trends & developments shaping the industry with Quantifi’s in-depth research and analysis.

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FEATURED INSIGHT

Quantifi’s 20th Anniversary: An Interview with CEO Rohan Douglas

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Videos

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.

Videos

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.

Blog

Rohan Douglas Reflects on Quantifi’s 20th Anniversary

We sat down with Quantifi CEO, Rohan Douglas to learn about how Quantifi has grown over the last 20 years and what the future holds for the company.

Whitepapers

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.

Client Stories

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.

Client Stories

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."

Client Stories

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.

Client Stories

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.

Client Stories

Bunge Selects Quantifi’s Credit and 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. Bunge buys, sells, stores and transports oilseeds and grains to serve customers worldwide; processes oilseeds to make protein meal for animal feed and edible oil products for commercial customers and consumers; produces sugar and ethanol from sugarcane; mills wheat, corn and rice to make ingredients used by food companies; and sells fertilizer in South America.

Videos

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.

Videos

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.

Client Stories

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.

Client Stories

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.

Whitepapers

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.

Blog

Bond Analytics for Relative Value Strategies

Relative value trading is a popular investment strategy for firms looking to achieve high returns while minimising risk. This blog explores the challenges of bond analytics and how access to the right analytics can provide opportunities for more comprehensive trading strategies.

Whitepapers

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.

Client Stories

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.

Blog

Accelerate Derivatives Valuation by 700X

Portfolio managers and traders that use over the counter (OTC) derivatives often lack an accurate real-time view of the valuations and risk of their derivative positions, especially when trading exotic derivatives. Unlike liquid securities or exchange traded products, there is not always a market price available for OTC derivatives.

Videos

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.

Client Stories

COFCO International Selects Quantifi to Support Global Commodities Operations

COFCO International is the overseas agriculture business platform for COFCO Corporation, China's largest food and agriculture company. COFCO International is focused on being a leader in the global grains, oilseeds and sugar supply chains, with assets across the Americas, Europe and Asia-Pacific. COFCO International trades with more than 50 nations, handling over 100 million tonnes of related commodities with revenues of $31bn (figures from 2019).

Client Stories

MidOcean Partners Selects Quantifi’s Single Solution to Replace Existing External Provider

MidOcean Credit Partners specializes in alternative credit strategies including credit hedge funds, collateralized loan obligations (CLOs) and other customized credit strategies including separately managed accounts.

Client Stories

LFIS Capital Selects Quantifi for Broader Asset Coverage in Front-office Analytics & Risk Management

LFIS Capital (LFIS) is a leading Paris-based quantitative asset manager. Launched in 2013, LFIS has $11 billion of assets under management for a global client base. LFIS combines investment banking and asset management expertise to deliver innovative cross-asset, cross-instrument alternative, multi-asset and dedicated funds and solutions.

Blog

What are the Requirements for Advanced Credit Analytics?

Credit trading is changing - does your firm have the data, analytics and technology required to take advantage of this new environment?

Blog

The Evolution of Credit Trading: Industry Survey

With the growth in bond issuance in 2020, credit is playing an increasingly important role in investment portfolios. The international bond market represents over $128 trillion in debt outstanding. The current credit market environment, characterised by uncertainty and persistent structural inefficiencies, is rich in relative value credit investment opportunities.  Over the past five years, there has been robust growth in the […]

Blog

Exploring Opportunities in Relative Value Credit

Relative value credit analytics has been the subject of investor attention over the last 12 months, due to the surge of issuance seen in the bond market and the volatility within the credit sector during COVID-19. Both created opportunities for realisation of value, and whilst the markets calmed down from the turbulence 12 months prior, the party is not over.

Whitepapers

The Growth of Relative Value Credit Strategies

Although markets are less volatile than they were in the teeth of the COVID-19 gale that blew in March and April 2020, there are still plenty of factors which could introduce new volatility.

Videos

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. […]

Whitepapers

Intel & Quantifi Accelerate Derivative Valuations by 700x Using AI on Intel Processors

This paper demonstrates that accurate, real-time pricing for a portfolio of derivatives can be generated locally or in the cloud using AI technology.

Whitepapers

The IBOR Transition: Challenges and the Road Ahead

Operational readiness is specific to each institution and has to be complemented by technological and regulatory developments and fine-tuned to the ongoing changes in market infrastructure.

Videos

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.

Whitepapers

How to Accelerate XVA Performance

As banks look to reduce, mitigate, and optimize XVA and other capital charges, they are making investment in XVA capabilities in an attempt to solve the computational challenge of simulating a full universe of risk factors.

Videos

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.

Videos

Data Science Enabled Portfolio Management Solution

Quantifi's data science platform provides clients with the ability to do complex data analysis and flexible reporting using Python, Jupyter Notebooks and other popular data science tools. Integrated with Quantifi’s proven portfolio management solution, users benefit from complex client-driven analysis, strategy back-testing, ad-hoc portfolio what-if analysis - all using mixed data sets from diverse sources.

Videos

Quantifi Leverages Intel Hardware to Accelerate XVA Calculations

In this presentation, experts from Quantifi and Intel explain how leveraging Intel’s latest hardware can accelerate the performance of largescale XVA workloads by increasing performance of the CPU and improving the efficiency of I/O.

Videos

Navigating the IBOR Transition

The IBOR reform represents one of the biggest challenges facing financial services firms. Successful management will require significant change and strategic risk management. Preparing for the transition will require firms to establish a strategy to assess the impact and navigate transition risks. Is your firm ready?

Videos

Next Generation Risk Technology Powered by Data Science

Regulators, internal stakeholders, customers, and investors are demanding more transparency with understanding of front office, risk, and capital models - from trading algos, capital models to counterparty risk models that incorporate statistical learning approaches.

Videos

The Dynamics Driving Capital Markets, New York, 2019

Quantifi's 6th annual risk conference, at The Harmonie Club, New York, attracted delegates from across the industry for a compelling afternoon of unique insights and discussion on the dynamics driving capital markets. Topics covered included navigating the IBOR transition, concept drift in machine learning and the rise of fixed income ETFs.

Videos

The Dynamics Driving Capital Markets, London, 2019

Quantifi's 7th annual risk conference, at Armourers' Hall, London, attracted delegates from across the industry for a compelling afternoon of unique insights and discussion on the dynamics driving capital markets. Topics covered included navigating the IBOR transition and the rise of fixed income ETFs.

Videos

Trends in Structured Credit Markets Webinar

Following the credit crisis of 2008, tranche trading all but disappeared; it is now back with gusto. For example, bespoke tranche trading reached $80 Billion issuance in 2018, and continues to grow rapidly. Although a far cry from pre-crisis level, there are encouraging signs for the market’s revival.

Videos

How Can Cloud Computing Transform Your Business?

With the increasing demands from customers, greater regulatory requirements and cost efficiency pressures, more and more firms are embracing cloud strategies to address the modern business imperatives of performance, flexibility, scalability and agility.

Videos

Trends Shaping Portfolio and Investment Risk Management

Forward-looking investment management firms are searching for ways to outperform their peers. The firms that we see succeeding are executing based on a combination of focused business models, agile operational competency, and strong cost discipline, especially around core investment and risk functions.

Videos

How Technology is Transforming the Future of Business

New technologies including AI, big data, Cloud, microservices, Modern CPUs, In-Memory Computing, Lambda Architectures and blockchain are reshaping how firms operate. Quantifi is at the forefront of these changes and our advanced architecture provides clients with significant value and competitive advantage. New technology brings significant benefits in usability, flexibility, scalability, and performance.

Client Stories

Haven Cove Selects Quantifi to Scale for Growth

Haven Cove is a multi-strategy alternative investment management firm, based in London. Haven Cove wanted the ability to structure portfolios and implement strategies across the credit spectrum.

Client Stories

Piraeus Bank Addresses XVA Requirements with Quantifi’s Single Solution

Piraeus Bank (Piraeus) is the largest bank in Greece, in terms of assets, and is considered the most innovative in the Greek market.

Client Stories

Helaba Enhances Enterprise-Wide Derivatives Counterparty Risk Management

Helaba, one of the leading German banks, with a workforce of approximately 6,300 and a balance sheet total of around EUR 180 billion, offers financial services to companies, banks, institutional investors and the public sector, both within Germany and internationally. The bank also acts as central clearing institution and service provider for 40% of German savings banks.

Client Stories

CQS Selects Quantifi’s Best-of-Breed Analytics to Replace Internal Systems

CQS selected Quantifi to provide enhanced pricing and risk management analytics, and to improve operational efficiencies.

Client Stories

OeKB selects Quantifi to Replace Existing Front-to-Middle Solution

Oesterreichische Kontrollbank AG (OeKB) is a specialised institution owned by commercial banks located in Austria. OeKB’s mandate is to support the Austrian economy, offering a uniquely broad variety of services to Austria´s industry and capital market participants. These include services for exports and foreign investments and capital and energy markets services. As of June 2016, OeKB had total assets of €29 billion and employed over 400 people.

Client Stories

Global Asset and Wealth Manager Selects Quantifi for Portfolio Management

The client is one of the largest global asset and wealth managers in the world, trading across a broad range of asset classes, with AUM of over $1trillion.

Client Stories

CVA Pricing Analysis for Global Financial Institution

A global financial institution operating in over 50 countries with over 10 million customers, the client manages a large portfolio of both vanilla and exotic OTC derivatives across multiple currencies and asset classes including credit, interest rates and foreign exchange. The client is also a customer to the street and is charged CVA by dealer banks on derivative transactions.

Whitepapers

The Impact of COVID-19 on Credit Markets

With COVID-19 continuing to negatively affect the global economy, trading HY indices in the near future is not for the fainthearted and requires best-in-class models and systems.

Whitepapers

Managing Liquidity Risk in Times of Stress

Proper evaluation and provision of liquidity risk is not a quick fix; it requires diligent contemplation of needs, and a reliable partnership with the right technology and data provider.

Whitepapers

How to Manage Cryptoasset Credit Risk

The Global Financial Crisis (GFC) of 2008 underscored the importance of credit risk in the financial markets. Since 2008, regulatory reform has been introduced to restore stability and confidence in the banking industry.

Whitepapers

Understanding the Cryptoasset Market

Cryptoassets are digital assets which use cryptographic techniques to generate a medium of exchange of financial transactions. Cryptocurrencies, utility coins, security tokens are all different types of cryptoassets.

Whitepapers

Part 2: How Blockchain Could Change the Financial Markets

One of the most talked about topics in the financial markets today is blockchain. The global financial markets are investing in blockchain technology to revolutionise many aspects of financial products and services.

Whitepapers

Part 1: Blockchain Technologies

Over the last 20 years, there have been significant technology advancements in the financial markets. Most recently, the interest in blockchain has been huge.

Whitepapers

Portfolio Diversification in FRTB

FRTB impacts financial institutions across all functions as it poses operational, methodology and technology challenges. To meet the requirements financial institutions will need to rethink their business and technology strategies with a view to streamlining their processes and architecture.

Whitepapers

FRTB: Moving Towards a Practical Implementation

FRTB heralds a new era in bank risk management, making it one of the most critical items on a bank’s to-do list for the immediate future and beyond.

Whitepapers

Vectorisation: The Rise of Parallelism

A particularly good example is the aggregation of Credit Value Adjustment (CVA) and other measures of counterparty risk.

Whitepapers

FRTB: Strengthening Market Risk Practices?

This paper explores both FRTB frameworks in their historical context and how they affect bank balance sheets.

Whitepapers

Identifying Liquidity Risk for Financial Stability

This whitepaper explores the importance of liquidity in the functioning of financial markets and the increasing regulatory pressures on capital market firms to ensure strong liquidity risk management practices are being carried out.

Blog

Quantifi Targets Broader Markets: An Interview with Avadhut Naik, Head of Solutions, Quantifi

The process of trading, procuring and selling commodities has always been risky and intricate, and it’s only becoming more complex. Market structures have shifted, and so risk management solutions must respond to that change. Avadhut Naik, Head of Solutions at Quantifi talks to Commodity Technology Advisory about Quantifi's strong track record in the risk management space and how they've extended this capability to cover the needs of the commodity trading sector.

Blog

How Can Artificial Intelligence Be Used To Accelerate Derivatives Valuations?

Quantifi recently took part in Intel's Coffee Chat series to discuss their partnership and collaboration with Intel. This Q&A was taken from the video series where Intel Vice President, Pete Baker, discusses risk analysis, analytics and artificial intelligence on Intel architecture in the financial services sector with Sebastian Hahn, AI Lead, Quantifi.

Blog

Accelerating the Performance of Large-scale XVA Workloads

In the post-crisis world, an increasing number of banks have set up a centralized XVA desk. With the introduction of new regulations to ensure banks are adequately capitalized, it has become common practice to include certain costs in the pricing of OTC derivatives that, in many cases, had previously been ignored. To assist in the […]

Blog

Growing Success in Commodities

This article first appeared on Commodity Technology Advisory’s CTRMCenter™ and is written by Patrick Reames, Founder of Commodity Technology Advisory. We recently visited with the team at Quantifi, including Sachvir Cheema, Director of Business Development, to get a briefing and a demo covering the firm’s activities and solutions in the commodities markets. Originally founded in […]

Blog

How has COVID-19 Impacted the Credit Derivatives Market?

The COVID-19 (C19) pandemic has severely affected global markets, causing economic disruption at unprecedented speed and on a hitherto unknown scale. With the spread of the virus accelerating by mid-March 2020, the US economy has been severely impacted and there are understandable concerns about the damage caused to the worldwide economy. Unemployment continues to shake […]

Blog

Preparing for the IBOR Transition: Technology and Models

The IBOR transition impacts almost every part of the financial services industry including banking, capital markets, insurance and asset management. The imminent retirement of IBOR has forced financial institutions to conduct an end-to-end inventory of IBOR exposure. This should cover the full range of processes, models and systems, including pricing, valuation, risk management and booking. […]

Blog

The Challenges and Risks of the IBOR Transition

Interbank Offered Rates (IBORs), including the London Interbank Offered Rate (LIBOR), serve as widely accepted benchmark interest rates, and the forthcoming transition is one of the most significant changes for the financial services industry. The unparalleled scale of this industry-wide transition presents considerable challenges, including potential financial, legal, operational, conduct and reputation risks. This blog […]

Blog

Survey: How are Firms Navigating the IBOR Transition?

Interbank Offer Rates (IBOR) play a pivotal role in the functioning of financial markets. The transition away from IBOR represents one of the biggest challenges facing financial services firms. The reform has been ongoing for more than two years, during which market-infrastructure providers, regulators, buy- and sell-side firms, and trade associations have been assessing and […]

Blog

What are the Main Challenges Facing Buy-Side Firms?

Quantifi won Best buy-side Pricing/Valuation Service, Best Integrated Middle-Office Platform and the most highest-profile category of the night; Best Overall Buy-Side Product at the Waters Buy-Side Technology Awards. In this Q&A with WatersTechnology, Rohan Douglas, CEO, discusses the challenges facing buy-side firms and how Quantifi can help clients respond rapidly to market shifts, minimise risk […]

Blog

How to Manage Liquidity Risk in a Volatile Market

Historically, liquidity risk has been the poor cousin of market risk and credit risk. While the global financial crisis of 2008/2009 first pushed the issue of liquidity risk to the forefront of attention, the most recent market dislocation due to the COVID-19 pandemic has once again highlighted the salient significance of the topic. This is […]

Blog

Quantifi Survey Measures Adoption of Data Science in Finance

Data has a huge influence on the financial services industry. The volumes of data accumulated are so large that traditional evaluation and analysis methods are no longer suitable. Firms are now recognising that big data technologies, like data science, are the way forward. Using data science can help them focus their resources efficiently, make smarter […]

Blog

What are the Use Cases for Data Science in the Financial Markets?

This blog post explores how Quantifi is leveraging data science and summarises the key trends shaping data science practices within a trading and risk management context. The Use of Data Science Data science applications are used across multiple industries. Obvious power users are high-tech web-based firms like Google, Netflix, Uber and Amazon. Bricks-and-mortar industries like […]

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