INVESTMENT MANAGEMENT

Market Leader in
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.

FEATURED VIDEO

Insight on the
Structured Credit Markets

Following the credit crisis of 2008, tranche trading all but disappeared; it is now back with gusto.  Although a far cry from pre-crisis level, there are encouraging signs for the market’s revival. 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.

We were impressed by Quantifi’s leading expertise in the structured credit sector and their ability to provide a complete end-to-end solution was the key factor in our decision. The advanced functionality and flexibility has made it easier for us to engage in price discovery and be innovative with the product design of our portfolio.

insights

Navigate major trends & developments shaping the industry

Whitepapers

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.

Whitepapers

Intel & Quantifi Accelerate Derivative Valuations by 700x Using AI on Intel Processors

Portfolio managers and traders that use over the counter (OTC) derivatives often lack an accurate real-time view of the valuations and risk of their derivative positions, especially when trading exotic derivatives. Unlike liquid securities or exchange traded products, there is not always a market price available for OTC derivatives. These products therefore need to be valued according to models that accurately calculate their theoretical fair value.

Whitepapers

The IBOR Transition: Challenges and the Road Ahead

The London Interbank Offered Rate, is often referred to as ‘the world’s most important number’, as it is a global benchmark interest rate upon which trillions of financial contracts rest, including mortgages, consumer loans and credit cards.

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