Market Leader in
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
Fast, accurate pricing and risk management
First and second-order sensitivities, advanced scenario engine
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.
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.
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.
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.
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.
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.
Navigate major trends & developments shaping the industry
This whitepaper explores the challenges of bond analytics and how access to the right analytics can provide opportunities for more comprehensive trading strategies.
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