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.
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?
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.
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’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.
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.
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.
Quantifi has stayed ahead of the competition by continuing to make smart investments in new technology that translate into long-term value for our clients. In this video Quantifi explains how a microservices architecture works and the benefits it provides, compared to a monolithic architecture. Microservices is the next technology innovation that is fundamentally changing the structure of risk technology.
In these days of ever increasing regulation, weighing risk has never been more critical. Measuring and managing risk across multiple systems is complex and can be costly.
The recently published consultative document ‘Review of the credit valuation adjustment (CVA) risk framework’ by the Basel lll Committee introduces new approaches for the calculation of regulatory capital. With focus on XVA stakeholders including desk traders, risk managers, finance and technology professionals, this webinar explores the new CVA risk framework based on FRTB and SA-CCR.
Market reforms have resulted in deep and ongoing structural changes to the markets. While the changes have brought about challenges, they have also ushered in opportunities. The key to success will be the speed with which firms are able to adapt their business models and process to align with these changes.
Rob Goldstein, Director of Client Services talks about Quantifi’s latest release. Version 13 introduces a range of new enhancement including improved and extended front office trading and connectivity, superior data management and second generation margin analytics.
New financial regulations including Dodd-Frank, Basel, MiFID and EMIR are increasing the cost of capital and driving the need to more accurately measure the risks and profitability of OTC derivatives. These regulations significantly increased collateral requirements for cleared trades. This webinar explores the different capital costs arising from clearing and how they compare with costs for OTC trades.
Quantifi and Chappuis Halder & Cie hosted a joint seminar in Paris on ‘Pricing Challenges Ahead: Turning XVAs into Competitive Advantage. This seminar focused on business challenges and how CVA has evolved, the introduction of XVA and how firm are practically looking at what is require to manage XVA
Quantifi and Deloitte’s joint seminar ‘The World Post-XVA Implementation’ focussed on the impacts of XVA on OTC markets including the influence on daily business management and how pricing for OTC derivatives has been transformed
Quantifi & Deloitte examine the influence of CVA and DVA on hedge effectiveness, the different approaches for testing hedge effectiveness and best practice for inclusion or exclusion of CVA and DVA in setting up hypothetical derivatives.
Financial institutions are making substantial progress in improving their Counterparty Credit Risk management practices. This is in response to changes in accounting rules and new prudential and market regulations, which have tightened substantially following the financial crisis. Collectively, these changes are having a deep impact on the market and the way firms price and manage the risk associated with derivatives.
With the introduction of IFRS 13, the requirements for calculating complex variables including CVA and DVA remain. In this webinar Deloitte and Quantifi talk about the challenges, risk factors, calculation techniques, and concepts for measuring financial instruments under IFRS13
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