Quantifi, a leading provider of analytics, trading and risk management solutions to the global OTC markets, today announced the latest version release of its award-winning pricing and risk analysis software, Quantifi Version 10.2 (V10.2).
This release delivers significant enhancements across Quantifi's entire product range, including the latest counterparty risk innovations, expanded intra-day risk management, broader asset coverage and simplified data management capabilities.
Rohan Douglas, CEO of Quantifi, comments, "Funding is a key component in analysing the exposures and profitability of a trade. Funding Valuation Adjustments (FVA) is the latest market innovation that measures this cost for collateralised, uncollateralised and centrally cleared trades. Our support for FVA continues a long track record of partnering with clients to deliver first to market support for the latest market innovations."
Key enhancements in V10.2 include:
• First to market support for the latest counterparty risk innovations including FVA
• Significant additional improvements to counterparty risk management including CVA VaR, AMC pricing of exotics and improved marginal pricing tools
• Broader support for money market securities, global bond futures and credit notes with defaultable funding
• Product enhancements for FX option modelling, hybrids modelling and customised cashflow support
• Expanded and simplified intra-day risk generation and reporting
• Enhanced data management capabilities to simplify data integration
Mark Traudt, CTO of Quantifi, says, "Quantifi upholds a longstanding commitment to innovation and technical leadership. This latest release is just three months after our last major release. V10.2 includes enhancements to both the analytical framework and risk management infrastructure and is designed to allow clients to perform faster pricing and risk analysis. A strong endorsement of our success in breaking new ground in technology and support for the OTC markets is the 'Risk Technology Product of the Year' award Quantifi received in Risk Magazine's 2012 Risk Awards. Our award-winning solutions continue to make a difference to our clients' competitiveness and bottom lines."
"As regulatory requirements including Basel III, Dodd-Frank, MiFID II and EMIR become a reality; more firms are reaching the tipping point where significant investments need to be made in valuation and risk management infrastructure. This is an environment where Quantifi provides even more value to clients by providing tools that seamlessly address these challenges, allowing clients to focus on and respond immediately to market opportunities as well as risk," continues Douglas.