Quantifi provides valuation based on the latest industry best-practices with a flexible framework for model parameterisation and selection that is audited and permissioned.
The firm has a range of valuation methodologies including sophisticated and comprehensive yield-curve, exposure and capital calculations under the new Basel lll regime including risk weighted average calculations and exposures. All risk and market factors can be taken into consideration.
It offers comprehensive cross-asset coverage across
all major asset classes. Deep functional capabilities cover fixed income, money
markets, rates, inflation, foreign exchange, credit, equities and commodities.
Out of the box interfaces are provided to a wide
range of market data providers, trading systems, back-office systems,
settlement and clearing systems, prime brokers, administrators and custodians.
Quantifi has been designed to be open and flexible with tools that make it easy
to integrate within a client’s existing environment and to be maintained going
forward. It also provides comprehensive trade data coverage out of the box.
Comprehensive data validation is provided for all
data fields including booking mark to market, large notional tests and booking
sensitivities. Valuation, sensitivities, and other analysis can be performed
pre-trade to facilitate the validation process.
From the evaluation stage to production, the firm
is available to assist clients every step of the way. With extensive experience
in the financial services sector, staff have the knowledge and expertise to
help clients address their business challenges.
Regular product development is conducted in consultation with clients. Three major releases are targeted for each year. Each release is backward compatible with the previous release and comes with scripts and programs that automate the upgrade process.