This release includes significant improvements across Quantifi's entire product suite. Continuing Quantifi's on-going commitment to clients, V11.0 delivers the tools needed to stay abreast of regulatory and accounting demands including central clearing, Basel III, EMIR, Dodd-Frank and IFRS 13.

"Key drivers for V11.0 have been the rapidly changing regulatory and market environments, as well as the increasing demand we are experiencing across our product suite including our analytics, risk management, portfolio management system and counterparty risk solutions. Version 11.0 addresses timely issues that many of our clients are facing including OIS discounting, data management, central clearing and regulatory reporting. We work hard to ensure our migration process is smooth and simple to allow clients to leverage new features immediately," comments Rohan Douglas, CEO of Quantifi.

Version 11.0 has 100+ individual enhancements including:

Expanded Asset Coverage
- Expanded support for equity derivatives
- Expanded support for exchange traded products across commodity, equity and fixed income markets
- Expanded support for exotics and hybrids
Modelling & Regulatory Updates
- Significant performance improvements for OIS/CSA sensitivity calculations
- Expanded scenario calculations covering CCAR and EBA stress tests
- Expanded limit management functionality
Data Management
- New data management technology based on big-data techniques for improved scalability and performance
- New out-of-the-box ETL framework for large-scale real-time data integration with automated validation
- Improved connectivity with additional out of the box data feed support

Mark Traudt, CTO of Quantifi, comments, "Performance is always a concern of our clients. With larger portfolios and more complex products being traded, there is a constant demand for faster models to ensure risk managers have the results they need at the start of their day and traders have access to intraday r risk reports to make informed trading decisions. Version 11.0 provides significant improvements to enterprise risk performance and scalability allowing for millions of trade valuations per second per processor, providing more accurate valuation and more comprehensive risk management without shortcuts."