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
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. 
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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
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.
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.
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.
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