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
RESOURCES
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: enhancing market risk strategies
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.
The Dynamics Driving Capital Markets, New York Conference, 2016
Quantifi’s 3rd annual risk conference, at The Harmonie Club, New York attracted delegates from across the industry for an afternoon of unique insights and discussion around the latest trends and developments in liquidity risk management.
Dynamics Driving Capital Markets, London, 2016
Quantifi’s 4th 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 regulation, clearing, counterparty risk and liquidity.
Quantifi: Microservices Explained
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.
Microservices: Building Blocks of Financial 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.
Impact of the New CVA Risk Capital Charge
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.
Dynamics Driving OTC Markets, NY, 2015
Regulations in the form of Basel lll, EMIR, Dodd-Frank, MiFID, IFRS and IOSCO have altered the structure of the OTC markets. This has led banks to focus on pricing and managing costs in a consistent fashion at a trade, desk and business level. These changes are not just impacting sell-side firms.
Dynamics Driving OTC Markets, London, 2015
Quantifi’s 3rd annual risk conference, at the Vintners’ Hall, London, attracted delegates from across the industry for a compelling afternoon of unique insights and discussion on ‘The Dynamics Driving OTC Markets’ including regulation, clearing, pricing and valuation, and risk management
Emerging Trends in the Global Buy-Side Community
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.
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