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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

Navigating the PMS/OMS Maze: A Buyer’s Guide

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Client Stories

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.

Client Stories

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.

Blog

The Rise of 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.

Whitepapers

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.

Blog

Tackling Interest Rate Curve Construction Complexity

Optimise your interest rate curve construction and overall market and counterparty credit risk management.

Blog

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.

Blog

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.

Blog

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.

Blog

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

Blog

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.

Client Stories

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.

Blog

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.

Videos

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.

Blog

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.

Blog

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.

Blog

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.

Blog

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.

Whitepapers

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.

Videos

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.

Whitepapers

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.

Client Stories

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.

Blog

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.

Videos

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.

Whitepapers

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.

Whitepapers

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.

Blog

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.

Whitepapers

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.

Blog

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.

Whitepapers

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.

Whitepapers

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.

Blog

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.

Videos

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.

Blog

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.

Blog

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.

Videos

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.

Client Stories

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.

Whitepapers

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.

Whitepapers

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.

Client Stories

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.

Videos

Crypto Credit Risk – Lessons Learnt

Since the inception of cryptocurrency markets, crypto assets have carried plenty of risk and risk management concerns.

Client Stories

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.

Client Stories

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.

Videos

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.

Videos

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.

Videos

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.

Whitepapers

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.

Client Stories

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.

Whitepapers

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.

Videos

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.

Whitepapers

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.

Whitepapers

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.

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.

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 & 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.

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.

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.

Client Stories

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.

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.

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. […]

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.

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.

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