CAPITAL MARKETS

Structured
Credit

Our solutions are used by leading structured credit funds & dealers. Offering the most comprehensive product coverage and advanced functionality available in the market.

Market Leader In Structured Credit

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. 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.

The most comprehensive credit
product coverage

Fast, accurate pricing and risk management

First and second-order sensitivities, advanced scenario engine

KEY FEATURES

This is How We Do it

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

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

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

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

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

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.

WHITEPAPER

The Growth of Relative Value Credit Strategies

The use of relative value credit analytics is not new, but the importance of this methodology has come into sharper focus and has been the subject of increased investor attention over the last 12 months. There are two main reasons why relative value credit strategy has become a hot topic in the last year. The first is an extraordinary surge of issuance seen in bond market. The second is the extreme volatility within the credit sector in the face of COVID-19.

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

Navigate major trends & developments shaping the industry

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.

Videos

Trends in Structured Credit Markets Webinar

Following the credit crisis of 2008, tranche trading all but disappeared; it is now back with gusto. For example, bespoke tranche trading reached $80 Billion issuance in 2018, and continues to grow rapidly. Although a far cry from pre-crisis level, there are encouraging signs for the market’s revival.

News

Quantifi Voted Pricing & Structuring Firm of the Year in the Finance Monthly Fintech Awards

The Finance Monthly Fintech Awards acknowledge companies who are recognised as innovators and thought leaders in their area of expertise. Winners are selected based on the number of nominations received by the Finance Monthly readership and research conducted by the Finance Monthly editorial team and judging panel.

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