CAPITAL MARKETS

Structured
Credit

A long track record of delivering the most advanced pricing and structuring solution for funds and dealers

Take control of opportunities

Advanced credit models

The bespoke nature of structured products raises the computational complexities of pricing and valuations activities. For firms investing 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 and provide tools to measure sensitivities, provide what-if-analysis and consistently run stress tests.

Comprehensive credit
product coverage

What-if analysis and stress testing

First and second-order sensitivities, advanced scenario engine

KEY FEATURES

This is How We Do it

Pricing & Structuring Tool

Pricing & Structuring Tool

Quantifi is the leading pricing and structuring tool for the global credit markets. Trusted by start-ups and some of the largest most sophisticated credit focused investment managers.

Advanced Analytics

Advanced Analytics

Quantifi is 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 Coverage

Comprehensive Coverage

Supporting a full range of structured products – including single-name CDS &indices, credit linked notes, options, cash & synthetic CDOs, CLOs and other hybrid products.

Simplified Data Management

Simplified Data Management

Providing tools for managing reference data, market data, and credit curves, including a seamless interface with major data providers. Automate ticker changes, index versioning and rolling, and credit events.

Results That Match the Market

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.

Seamless Integration

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.

Jefferies selected Quantifi for its market leading analytics, including the ability to calculate VaR for complex credit products, strong integration with existing in-house systems, technical flexibility, and high performance computing.

Let's talk!

Speak with one of our solution experts

FEATURED VIDEO

Take Advantage of Opportunities in Relative Value Credit

Leading firms are deploying the latest advancements in technology and the best expertise to assist with the generation and retention of alpha. These firms are adopting technology providers such as Quantifi, which use new technologies and advanced analytics to provide actionable insights.

insights

Innovative thinking

Videos

Trusted models that deliver results

If your analytics are not meeting your needs, it can mean that you are not able to take advantage of opportunities in the marketplace.

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

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.

contact us

Technology tailored to you

Full Name(Required)
Loading...