In this paper, we explore the overlap between PFE and CVA (the core of XVA), review the Basel Committee’s consultative and final documents, and assess whether banks should, and ultimately will, move toward a single unified system for calculating both PFE and XVA.
RESOURCES
Choosing the Right Model Library: Open Source vs. Commercial Solutions
In this blog, we compare open-source and commercial model libraries for financial analytics. Open-source tools may initially appear cost-effective but often incur hidden long-term costs, while commercial solutions like Quantifi offer quicker deployment, expert support, and industry-aligned models.
Risk Transfer and Macroeconomic Trends Conference Recap
Quantifi's annual trading and risk conference at The Yale Club in New York brought together delegates from across the industry to discuss significant risk transfer, credit risk transfer and the current macroeconomic trends.
Unlocking Opportunities in the Synthetic Risk Transfer Boom
In this video, the panel discuss the opportunities emerging in synthetic risk transfers, while also considering the broader SRT developments and structural innovations.
Risk System Buyer’s Checklist for Energy & Commodity Firms
A next-generation risk system must provide automation, flexibility, and real-time data to empower both credit analysts and risk managers. Use this in-depth checklist to make sure you're getting the most out of your search for a new risk system.
Respond in Real-time with Live Risk
In this blog we look at how Quantifi's Live Risk is a transformative tool that brings real-time visibility into market dynamics, allowing users to stay ahead of the curve.
Why Quantifi Clients Love Using P&L Explain
Quantifi’s P&L Explain feature stands out for its ability to provide granular insights into market data changes and their impact on P&L, making it a favourite among our clients.
Financial P&L: Bridging the Gap Between Front & Back Office
In this blog we delve deeper into another critical component of P&L management: Financial P&L.
Understanding Quantifi’s Credit by Obligor Report: A Powerful Tool for Credit
We sat down with Nate Cross, a Senior Consultant on Quantifi’s North American Professional Services team, to delve deeper into the capabilities and benefits of this powerful tool.
Significant Risk Transfer: From Niche to Mainstream
SRT refers to financial mechanisms through which banks transfer part of their credit risk on a specified portfolio to external investors. In this paper, we’ll explore the foundational concepts of SRT, examine the historical evolution, discuss why the market is growing rapidly and highlight the role of regulation and global expansion in shaping this growth.
A Good Crisis: Analytics, Regulation and Resilience
This whitepaper, written by Quantifi and Alba Partners, examines effective crisis management and highlights the importance of investing in resilient systems and reliable analytics.
Achieving a Holistic View of Credit Risk and XVA: Aligning Strategy, Regulation and Technology
In this video the panel discuss the future of credit risk management and valuation adjustments (XVAs). As markets become more complex, mastering credit risk and XVA integration is key to staying competitive.
Providing Comprehensive Counterparty Risk Management for an APAC Investment Bank
The full-service investment bank, sought to strengthen its counterparty risk management capabilities.
Organise Your Portfolio How You Want to See It
Tired of sticking to the pre-defined ways of organising your portfolio? Quantifi has a feature called “Groups” that is very flexible. This means you can organise your portfolio in as many hierarchies as you want, many levels deep and you can even have multiple hierarchies.
London Conference: Risk Transfer and Macroeconomic Trends
Quantifi's annual trading and risk conference, at Barber-Surgeons' Hall in London, brought together delegates from across the industry to discuss significant risk transfer, credit risk transfer and the current macroeconomic trends.
How Advanced is your Credit Risk System? A Benchmark for Energy & Commodity Trading Firms
Learn how the best credit risk systems are having a transformative effect on proactive counterparty risk management by addressing key challenges and providing innovative solutions.
Balancing Risk, Reputation, and Regulation: New Considerations for Trading & Risk in 2024
In this video the panel discuss the methods and tools that organisations in the APAC region are using to anticipate and manage the risks associated with new regulatory mandates effectively.
The Cost of Outdated Analytics for Traders and Risk Managers
Outdated analytics can be a major obstacle for traders and risk managers. In this blog, Alexei Tchernitser, Director of Product Management, discusses how Quantifi's advanced analytics give firms a competitive edge in the market.
Stuck With Old Technology? Why Modernisation Is a Must: Insights From Quantifi’s CEO
Modern technology opens a world of possibilities for financial institutions. Rohan Douglas, CEO of Quantifi, shares his insights into modern risk management.
Supplementing Your E/CTRM With Advanced Counterparty Risk, Market Risk & XVA
Quantifi's CCRMS addresses the lack of specialised risk analytics in most CTRM solutions, with a growing list of clients across softs, metals and energy markets.
From Silos to Synergy: Integrating XVA as Part of Resolution Planning
Several major banks have faced challenges in accurately calculating resolution liquidity and capital needs (RLEN and RCEN). To address these challenges, banks are turning to advanced technology providers, such as Quantifi.
The Cost of Legacy Risk Systems in Banking: CRO Perspectives
Banks often find themselves dependent on legacy solutions that were implemented years, if not decades ago. These solutions, while reliable in the past, can become a significant liability as newer, more sophisticated technologies emerge.
Risk Management Systems: From Traditional Practices to Future-Ready Solutions
To forge a more dynamic risk management environment, Chief Risk Officers and Heads of Trading require scalable, adaptable, and resilient risk management technology.
Internal Tech Expertise: Top 3 Concerns for CROs
With the right investment, banks can ensure agility and competitiveness, and more easily navigate shifting business demands. A recent survey by Quantifi underscores concerns voiced by Chief Risk Officers and Heads of Risk Systems at tier-2 banks regarding their in-house technology expertise.
The Rising Complexity in Bank Credit Risk: Understanding Counterparties
As financial markets evolve, evaluating the complex credit risk exposures of non-bank counterparties is crucial for effective risk management.
Generative AI in Finance: Market Insight Extraction
This paper covers the fundamental concepts of the RAG Workflow and it illustrates particular examples where this technology can be applied effectively in
trading scenarios and analysis.
Technology Investments in Global Banks: Exploring Regional Dynamics
In the world of banking, figuring out how much to spend on technology is a big decision. A recent Quantifi survey of global banks highlights the importance of technology in the banking sector.
Gross Notional or Gross Error? A Misleading Metric in Credit Derivatives Risk Assessment
Allocators would benefit from updating their approach to these products to gain clear insights into the associated risks, avoiding misinterpretations driven by inappropriate and flawed numbers.
One Investment Management Selects Quantifi’s PMS for Public & Private Credit Strategies
As a recently launched fund, OneIM was interested in a PMS to support its liquid credit strategy.
Onboarding & Operating Made Simple
Quantifi sets itself apart through exceptional support and finely tuned implementations refined with each project delivery.
Complex Data, Transformed
Data management and integration is a major challenge in most implementations. Quantifi's intuitive tools and adaptable features streamline data integration and get you up running in no time.
Get Better Answers Faster With Quantifi’s Advanced Analytics
Achieve higher performance standards and accurate results with the fastest, most sophisticated, and comprehensive library of pricing and risk models available in the market today.
One Platform for All Your Strategies
Run new strategies and find new sources of alpha with the flexibility to trade any asset class you want.
Implementation Myths vs Reality
Firms are oftern hesitant about taking on a new product or the prospect of ugrades. With Quantifi, this doesn't have to be the case.
Embrace the Future of Banking With Quantifi – Accelerate Your Transformation
Are your legacy systems difficult to maintain, difficult to integrate and require huge effort in managing your data?
Analytics That Match the Market
Quantifi provides the most comprehensive, accurate and intuitive financial development library available.
Client Story: A Strong Foundation for Growth
Staying ahead of the competition requires constant innovation and adaptation. To thrive, investment managers need to harness the latest technology.
Taking an Investment Bank From Zero To Live in 8 Months
Raise your expectations of what is possible. Our collaborative, client-centric business model puts you in control.
Client Story: Launching a New Fund
As a start-up, you want to get up and running in a fast, predicatable timeframe and finding the right technology partner is crucial.
How Quantifi Empowers Commodity Trading Firms – Putting You in Control
Are you relying on traditional, manually intensive methods to evaluate and respond to risk?
Open APIs: Achieve More, With Less Code
Foster innovation with a powerful, low-code development environment that empowers traders, risk managers, and quants to run complex analysis and extend functionality.
Experience the Difference With Quantifi
Quantifi's next-generation technology has been built for the way you work. Unlock your potential to transform your business with technology that helps you better trade, value and manage risk.
Risks and Resilience: A Global Perspective on Banking Challenges
The journey towards competitiveness and resilience in the banking industry is an ongoing one. It requires not only a keen awareness of the present challenges but also a forward-looking mindset that anticipates the challenges of tomorrow.
Banking Risk Management System Trends
This research looks at future influences and trends for banking risk management systems covering investment, system environment, regulatory influence, effect of AI, and current and future financial and non-financial risk priorities.
Rethinking Risk: The Role of XVA in Commodity Markets
Commodity trading firms face heightened complexity amidst volatility in today's market. Holistic credit risk management is crucial and firms have been prompted to reassess practices to navigate risks effectively.
Multinational Energy Firm Selects Quantifi for XVA Trading & Counterparty Risk Management
The client is a leading market maker specialising in energy and metals derivatives that provides comprehensive coverage across physical commodities, listed derivatives and OTC derivatives in oil, gas, power, emissions and metals.
Banking on Stability: Evaluating Resilience in Market Shocks
By analysing WWR and jumps-at-default, the Fed aims to gain a deep understanding of the potential vulnerabilities within the banking system.
Bank Credit Risk: How Well Do You Know Your Counterparties?
As non-bank entities gain significance in financial markets, regulators must adjust supervision to tackle emerging risks effectively.
Hybrid Bonds: The Interplay of Fixed and Floating
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.
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
This implementation enhances the monitoring and management of commodity market and counterparty credit risk across Traxys's global operations.
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.
Pepper Global Selects Quantifi for Market Risk Management
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.
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
After decades of experience in the financial services industry, the client’s founding partners saw an opportunity to create a unique and different kind of business. Unrestrained by legacy systems and processes, they began with a blank page and an aggressive timeline to launch.
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.
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.
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.
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.
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.
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.
Mizuho Americas Partners with Quantifi to Support Pricing & Structuring of Equity Derivatives
Mizuho Americas markets its US equity derivatives capabilities to US corporates, providing solutions including accelerated share repurchases, collars, convertible call spreads, and equity forwards.
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.
AFD Treasury Leverages Quantifi’s Integrated Trading and Risk Management Solution
Agence Française de Développement (AFD) required a next-generation multi-asset treasury, front office and risk management system to provide complete risk management and accurate valuations taking into consideration OIS discounting and advanced counterparty risk analytics.
Bunge Selects Quantifi’s Credit & Counterparty Risk Management Solution
Bunge was looking for an enterprise-wide credit and counterparty risk management solution to support their business across 40 countries.
Axiom Alternative Investments Selects Quantifi’s Cloud Portfolio Risk Management Solution
Quantifi was selected for its sophisticated analytics and out of the box implementation approach.
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