Data science is playing an increasingly pivotal role across capital markets, with the potential to transform decision-making across trading and risk, banking and investment.
Webinars on-demand, interviews, videos from Quantifi’s events & more
Derivatives valuations can be resource-intensive and complex. Quantifi gives you accurate, timely valuations, as well as the performance and flexibility to build operational efficiency.
This webinar explores the evolution of fixed income, the dynamics driving change, and the tools needed to facilitate electronic trading.
Rohan Douglas, CEO, explains how he founded Quantifi, the journey to where the company is now and his plans for the next 20 years.
Today’s credit investors need reliable data and powerful analytics to help them gain actionable insights for better portfolio outcomes. The ability to anticipate and respond to market and portfolio changes are key motivators for investment managers to maintain a strong risk function.
With the increased expectation of some IBORs discontinuation and the increasing regulatory requirements related to benchmarks, a more robust fallback provision and a clear transition plan for benchmark-linked derivatives is becoming paramount for the interest rate.
With the increase in bond issuance in 2020, credit is playing an important role in portfolios. The current credit market environment, characterised by uncertainty and persistent structural inefficiencies is rich in relative value credit investment opportunities. The...
Traditional valuation techniques often use expensive methods like numerical integration and Monte Carlo simulation. In this video, Sebastian Hahn, AI Lead, explains how Quantifi & Intel have taken a conventional model for the valuation of credit options and trained an Artificial Neural Network (ANN) to perform the same valuations achieving a speedup of 700x.
The calculation of XVAs is highly complex. One of the key challenges of XVAs is that adjustments need to be calculated on a portfolio basis rather than trade by trade. This requires dealing with a large number of computations and orders of magnitude more calculations for accurate results.
Quantifi’s data science platform provides clients with the ability to do complex data analysis and flexible reporting using Python, Jupyter Notebooks and other popular data science tools. Integrated with Quantifi’s proven portfolio management solution, users benefit from complex client-driven analysis, strategy back-testing, ad-hoc portfolio what-if analysis – all using mixed data sets from diverse sources.
In this presentation, experts from Quantifi and Intel explain how leveraging Intel’s latest hardware can accelerate the performance of largescale XVA workloads by increasing performance of the CPU and improving the efficiency of I/O.
The IBOR reform represents one of the biggest challenges facing financial services firms. Successful management will require significant change and strategic risk management. Preparing for the transition will require firms to establish a strategy to assess the impact and navigate transition risks. Is your firm ready?
Regulators, internal stakeholders, customers, and investors are demanding more transparency with understanding of front office, risk, and capital models – from trading algos, capital models to counterparty risk models that incorporate statistical learning approaches.
Quantifi’s 6th annual risk conference, at The Harmonie Club, New York, attracted delegates from across the industry for a compelling afternoon of unique insights and discussion on the dynamics driving capital markets. Topics covered included navigating the IBOR transition, concept drift in machine learning and the rise of fixed income ETFs.
Quantifi’s 7th annual risk conference, at Armourers’ Hall, London, attracted delegates from across the industry for a compelling afternoon of unique insights and discussion on the dynamics driving capital markets. Topics covered included navigating the IBOR transition and the rise of fixed income ETFs.
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.
With the increasing demands from customers, greater regulatory requirements and cost efficiency pressures, more and more firms are embracing cloud strategies to address the modern business imperatives of performance, flexibility, scalability and agility.
Forward-looking investment management firms are searching for ways to outperform their peers. The firms that we see succeeding are executing based on a combination of focused business models, agile operational competency, and strong cost discipline, especially around core investment and risk functions.
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