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.
Webinars on-demand, interviews, videos from Quantifi’s conferences & more
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.
How Can Cloud Computing Transform Your Business?
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.
Trends Shaping Portfolio and Investment Risk Management
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.
How Technology is Transforming the Future of Business
New technologies including AI, big data, Cloud, microservices, Modern CPUs, In-Memory Computing, Lambda Architectures and blockchain are reshaping how firms operate. Quantifi is at the forefront of these changes and our advanced architecture provides clients with significant value and competitive advantage. New technology brings significant benefits in usability, flexibility, scalability, and performance.
Quantifi Enhances Performance with Intel
Rohan Douglas, CEO, talks about how Quantifi is leveraging Intel to enhance performance. Performance is critical to our clients being able to accurately measure their risks. For example, calculating the counterparty exposure for a mid-size bank’s trades may involve over 25 trillion trade valuations, each of which requires significant computation.
The Dynamics Driving Financial Markets, New York, 2018
Quantifi’s 5th annual risk conference, at The Yale Club, New York, attracted delegates from across the industry for a compelling afternoon of unique insights and discussion on the dynamics driving financial markets including AI/machine learning for investment managers, funding costs (KVA, FVA, MVA) for derivatives trading and impact of blockchain on the global financial markets.
The Dynamics Driving Capital Markets, London, 2018
Quantifi’s 6th annual risk conference, at Salters’ 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 IM requirements for cleared and bilateral trades, market changes post MiFID and the role of AI/Machine learning in financial services.
FRTB: Moving Towards a Practical Implementation
FRTB is set to revolutionise current market risk practices, placing emphasis on the coordination of operational, risk and data management processes as well as systems and technology. To best respond to these new demands, banks need to make the right strategic and technology decisions and assess the impact on operations and processes across risk, front office, finance and IT.Co-hosted by Quantifi & Monocle Solutions
Intel Coffee Chat: AI, Analytics & Risk Analysis
Quantifi recently took part in Intel’s Coffee Chat series to discuss their partnership with Intel. In this video, Intel Vice President, Pete Baker discusses risk analysis, analytics and artificial intelligence on Intel architecture in the financial services sector with Sebastian Hahn, AI Lead, Quantifi.
Quantifi Portfolio Management System
What if you could increase alpha by trading across a range of asset classes, grow AUM while satisfying investor and regulatory demand for transparent and detailed risk reporting, and reduce costs by simplifying data management and operations – all within a next generation system that is open, flexible and simple to implement?
Quantifi FRTB Survey
Quantifi breaks down the results from its recent survey on the Fundamental Review of the Trading Book (FRTB). 106 banking practitioners were surveyed to measure opinion on how prepared their firms are for dealing with the impact of FRTB and their approach to addressing implementation challenges.
Applying Vectorisation to CVA Aggregation
New challenges in the financial markets driven by changes in market structure, regulations and accounting rules like Basel III, EMIR, Dodd Frank, MiFID II, Solvency II, IFRS 13, IRFS 9 and FRTB have increased demand for higher performance risk and analytics. Problems like XVA can be extremely computationally expensive to solve accurately. This demand for higher performance has put a focus on how to get the most out of the latest generation of hardware.
The Dynamics Driving Capital Markets, NYC, 2017
Quantifi’s 4th annual risk conference, at The Harmonie Club, New York attracted 100+ delegates from across the industry for an afternoon of unique insights. Speakers representing Bank of America Merill Lynch, Citi, PGIM, Magnetar, and others discussed buy-side investment trends (passive vs active) and the impact of FRTB on capital and liquidity from a front-office and risk management perspective.
Quantifi Commodities Counterparty Risk Management (CCRM)
Commodities are one of the fastest growing markets and over the past two decades have become truly globalized. Trading in commodities requires firms to enter into complex credit arrangements for the sale and transport of goods across multiple regions.
The Dynamics Driving Capital Markets, London, 2017
Quantifi’s 5th annual risk conference, at One Moorgate Place, London, attracted delegates from across the industry for a compelling afternoon of unique insights and discussion on the dynamics driving capital markets including passive vs active investment strategies, Brexit and FRTB.
Identifying Liquidity Risk for Financial Stability
Quantifi, OTC Partners and BlackRock discuss liquidity risk. This webinar explores the importance of liquidity in the functioning of financial markets and the increasing regulatory pressures on buy side firms to ensure strong liquidity risk management practices are being carried out.
FRTB: Strengthening Market Risk Practices?
In July 2015, the Basel Committee proposed the FRTB-CVA framework which replaces the current CVA risk Capital calculations. Six months later it published the final rule of the FRTB framework designed to address the undercapitalisation of trading book exposures witnessed during the financial crisis. This webinar explores both frameworks in their historical context and takes an in-depth look at the challenges and implications of FRTB.
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