Whitepapers

As a recognised thought leader, Quantifi publishes whitepapers and articles that offer valuable insight on key topics related to the financial markets. Stay up-to-date with our latest whitepapers by following us on LinkedIn 

January 2016

Managing Credit Risk by Counterparty Selection

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by Dmitry Pugachevsky, Quantifi

In cases where counterparties, e.g., prime brokers, do not post collateral and CDS protection is prohibitively expensive, hedge funds tend to manage credit risk through counterparty selection. This typically entails choosing the counterparty with the lowest aggregate current exposure (mark-to-market value) for the next OTC transaction. The problem with this approach is that it doesn’t take into account the potential level of current exposure on future dates. This whitepaper will step through an example where choosing a counterparty with lower current exposure can result in greater counterparty risk.

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The Buy vs. Build Dilemma

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 by Robert Goldstein, Quantifi

The financial service industry has changed significantly over the last decade. This rapidly changing environment requires significant investments in technology. There is no question that technology investment is increasingly a strategic rather than an operational decision. The question is not whether to use technology, but rather which one to use. Is it better to attempt to build a proprietary application or is a vendor system the more viable and sensible option?

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