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.
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The Evolution of Credit Trading – Technology, Analytics & Data
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...
Accelerating Derivative Valuations Using AI
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.
Optimising & Accelerating XVA Performance
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.
Data Science Enabled Portfolio Management Solution
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.
Quantifi Leverages Intel Hardware to Accelerate XVA Calculations
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.
Navigating the IBOR Transition
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?
Next Generation Risk Technology Powered by Data Science
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.
The Dynamics Driving Capital Markets, New York, 2019
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.
The Dynamics Driving Capital Markets, London, 2019
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.
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.
Preparing for FRTB
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
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