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.
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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.
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.
Survey: Risk management & technology challenges for banks and investment managers
In today's rapidly evolving business landscape, managing risk has become a paramount concern for organisations across financial services. As technology continues to advance at an unprecedented pace, firms face significant challenges in effectively managing risk and safeguarding their operations.
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.
Forecasting Future Inflation Rates & Managing Risk
Dmitry Pugachevsky, director of research at Quantifi, explores how banks manage inflation risk using inflation swaps and inflation-linked bonds as hedging instruments.
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 is evolving: regulation, volatility, machine learning and AI
Emerging from the impact of the Covid-19 pandemic, the world is now dealing with geopolitical uncertainty, increased concerns over counterparty risk and rising interest rates, all of which present fresh challenges for model risk managers.
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.
Navigating the volatility and complexity of commodity markets
Avadhut Naik, Head of Solutions at Quantifi, explores how firms are reassessing their commodity risk management processes and systems to navigate a volatile and complex market.
The Future of the Front Office
While increased regulatory scrutiny and market volatility continue to put pressure on the front office, new technology, machine learning and data science are reshaping trading.
Leveraging Data Science for Next Generation Risk & PnL
Over the last few years, there has been a step change in the role of data and technology in trading, risk management and investment decision-making. Firms are deploying data science tools to improve risk assessment and business response strategies, and bring more rigour to their operations.
Automating Fixed Income Trading: is it the end for traders?
Alexei Tchernitser, Director, Analytic Solutions, Quantifi and Ersel Korusoy, Executive Director, Standard Chartered Bank discuss the ways in which automation is redefining the front-office and transforming the fixed income market as we know it.
Get to Know Alexei
Meet Alexei, Director of Product Management at Quantifi. Our Employee Spotlight series features the talented individuals that make up our dynamic team and takes a behind the scenes look at what it’s like to work for Quantifi.
Get to Know Les
Meet Les, a Cloud Engineer at Quantifi. Our Employee Spotlight series features the talented individuals that make up our dynamic team and takes a behind the scenes look at what it’s like to work for Quantifi.
Get to Know Jamie
Meet Jamie, Development Manager, Risk Architecture at Quantifi. Our Employee Spotlight series features the talented individuals that make up our dynamic team and takes a behind the scenes look at what it’s like to work for Quantifi.
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.
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).
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.
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.
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.
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. […]
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.
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.
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.
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