CreditSights selects Quantifi pricing tools

Source: Quantifi

Quantifi, a leading provider of analytics and risk management solutions to the global credit markets, today announced it will provide CreditSights, a premier independent research firm, with Quantifi's XL application to enable CreditSights' analysts to assess the impact of changing correlation environments on typical portfolio positions.

CreditSights' Brian Yelvington, Senior Macro Strategist, says, "Our clients have a need for independent, well-informed strategic analysis regarding correlation trading strategies given the high volatility and rapidly changing conditions these markets have been exhibiting since last summer. With Quantifi's advanced pricing tools we will be able to propose and test a variety of strategies in a wide selection of market conditions. Our expertise will allow us to recommend the most robust strategies given the likely scenarios going forward."

Quantifi XL is an extensive suite of add-in functions for Excel. It includes several pricing applications for a wide range of credit products including credit default swaps (CDS), basket default swaps (CDX/iTraxx), single tranche CDOs, and Collateralized Loan Obligations (CLOs). It is a powerful tool for traders, structurers, CDO/CLO managers, and others who need access to advanced pricing and risk analysis of credit and other structured finance products.

Rohan Douglas, Founder and CEO of Quantifi, commented, "We are pleased to be collaborating with the CreditSights team. Their carefully researched conclusions and market acumen complement our experience in this market allowing for delivery of unparalleled research and advice."

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