Structured Credit

Structured Credit: Capital Markets

Quantifi is the market leader for credit analytics and risk management. Our solutions are used by leading structured credit funds as well as dealers. We offer the most comprehensive product coverage and advanced functionality available in the market.

The bespoke nature of structured products raises the computational complexities of pricing and valuations activities. For firms making markets in structured credit, cutting-edge analytics that can accurately model complex deals are critical. With traditional systems not fit for such purpose, firms are focussing their efforts on solutions, like Quantifi, that apply dynamic and proven modelling techniques. We also provide advanced tools that measure sensitivities under several scenarios, provide what-if analysis and run stress test in a consistent manner. At Quantifi we deliver the tools that firms need to succeed in the valuation, pricing and risk management of structured products.

Modern, light system for fast, seamless implementation

Extensive Product Coverage

Scalable technology to support future business growth

A Single Integrated Solution

Proven track record of successful implementations

Results That Match the Market

Key Features

Built on the most advanced and powerful credit models, Quantifi delivers time-to-market
advantages along with independent market-validated pricing.

	Leading Pricing & Structuring Tool Quantifi has established itself as the leading pricing and structuring tool for the global credit markets. We are trusted by start-ups and some of the largest most sophisticated credit focused investment managers for our new technology, advanced functionality and responsive client service.			Advanced Analytics Quantifi's pricing library is built with a consistent, credit centric set of models. We are the only provider able to accurately model credit indices and index tranches and properly automate and handle the data management and operational process associated with these products.
	Comprehensive Product Coverage Quantifi provides the most comprehensive structured product coverage. We are trusted by leading firms that trade a full range of structured products - including single-name CDS and indices, credit linked notes, options, cash and synthetic CDOs, CLOs and other hybrid products.			Simplified Data Management Designed to manage the complex ‘big data’ sets required to produce accurate credit analytics. We provide tools for managing reference data, market data, and credit curves, including a seamless interface with major data providers. Our solution automates ticker changes, index versioning and rolling, and credit events.
	A Single Solution Quantifi offers a single solution for valuation and risk management, giving clients an integrated view of risk across their portfolio. This allows clients to reduce the operational risk, inherent in maintain multiple systems, without compromising front-office analytics.			Seamless Integration An open architecture coupled with our experience with interfacing, data mapping, and end-to-end testing allows for the seamless integration of Quantifi into a client’s environment, with minimal disruption to their existing workflows and business processes.
	Results that Match the Market Best-of-breed models range from vanilla product pricing to correlated-stochastic-recovery CDO calibration and pricing. These validated models provide stable, fast and accurate results. Our models, coupled with an institutional quality infrastructure, mean clients can rely on consistent accurate analytics enterprise-wide.			Open & Scalable Built on next-generation .NET technology our open and intuitive interfaces and automation tools make integration with existing workflows seamless. Grid computing and TBB™ technology ensure scalability and performance for high volume and/or structured portfolios.

What Our Clients Say

"We believe that Quantifi will allow us to continue rapidly developing our credit business as we seek new opportunities in this space"

"Quantifi rates high on ease-of-use, its unique modelling capabilities and the flexibility to define custom workflows"

"We have been particularly impressed with the enhanced level of functionality and flexibility to configure the solution to our needs"

Featured Video

Insight on the Structured
Credit Markets

Speakers from Nomura and Brigade Capital Management discuss the latest trends in structured credit markets. Topics covered include index or bespokes, CSOs vs. CLOs, most popular tenor in bespokes & more

Watch video

Related Resources

Q&A with Vasily Strela

Global Head of FICC Quantitative Strategies, RBC Capital Markets, talks about market developments, regulation and technology.

Blog >

Winner of Risk.net Technology Award

Quantifi wins the 'pricing and analytics: fixed income, currencies and credit' in Risk.net market technology awards

Press Release >

Why are firms rethinking their Risk Technology?

Survey reveals the trends shaping portfolio and investment risk management

Blog >

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Structured Credit