Counterparty Risk Solution
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This feature is upgradeable
For Users
You can activate this feature with a VendorMatch Premium subscription.
Please click here for more information on Premium services
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Vendors can upgrade to VendorMatch PRO
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Ask an Analyst
Ask an analyst is the ability to communicate with one of our analysts about this vendor, system or genre of solution.
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The Survey Summary provides a full download of the vendor profile, the solution profile and all survey response information uploaded by the vendor in connection with their VendorMatch directory listing. Note that the directory listing requires only check box responses where the RFX response is more comprehensive.
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This feature is upgradeable
For Users
You can activate this feature with a VendorMatch Premium subscription.
Please click here for more information on Premium services
For Vendors
Vendors can upgrade to VendorMatch PRO
Please click here for more information
Ask an Analyst
Ask an analyst is the ability to communicate with one of our analysts about this vendor, system or genre of solution.
Survey Summary
The Survey Summary provides a full download of the vendor profile, the solution profile and all survey response information uploaded by the vendor in connection with their VendorMatch directory listing. Note that the directory listing requires only check box responses where the RFX response is more comprehensive.
To learn more about subscribing to our service options, please contact us here
This feature is upgradeable
For Users
You can activate this feature with a VendorMatch Premium subscription.
Please click here for more information on Premium services
For Vendors
Vendors can upgrade to VendorMatch PRO
Please click here for more information
Ask an Analyst
Ask an analyst is the ability to communicate with one of our analysts about this vendor, system or genre of solution.
Survey Summary
The Survey Summary provides a full download of the vendor profile, the solution profile and all survey response information uploaded by the vendor in connection with their VendorMatch directory listing. Note that the directory listing requires only check box responses where the RFX response is more comprehensive.
To learn more about subscribing to our service options, please contact us here
Overview
A high performance platform that is intuitive to use, easily implemented and flexible to adapt to rapidly changing markets
Satisfying regulatory pressures and improving techniques for evaluating counterparty risk at an enterprise level are key priorities for banks. Regulatory authorities continue to encourage institutions towards portfolio simulation models that offer a holistic view of counterparty exposures. Quantifi is a high performance platform that can support the largest most complex portfolios, including those with significant wrong-way risk.
Key Features
Integrated Risk Platform - An integrated platform for credit, market and scenario risk calculations that leverages grid computing and data management capabilities
Limits-based Risk Management - Support for limits monitoring and management across all risk measures. Counterparty risk measures includes PFE
American Monte-Carlo Engine - A high performance, scalable engine supports market best practices including wrong-way risk, sensitivities, stress testing and pre-deal CVA
Conduct Pre-Deal Checks - Real-time credit line checks on new trades added to existing portfolios. Exposure calculated on an incremental basis
Calculate Economic Capital - Simulate counterparty exposures conditional on default, taking into account wrong-way risk, netting and collateral agreements
Comprehensive 'what-if analysis' - To all market observables to asses impact on exposures vs limits in stressed market conditions
CCR & Basel Risk Measures - Comprehensive support across a broad range of risk measures including PFE, EEE, EE to satisfy Basel lll regulation
Integrate Seamlessly - An open architecture and robust interfaces allow for seamless integration with existing systems with minimal workflow interruption
Key Benefits
- Seamless integration with existing systems with minimal disruption
- Proven market leading models incorporating industry best-practice and trusted by some of the most sophisticated financial institutions
- Reliable and accurate - market validated at tier one firms
- Full transparency and control for all model inputs, methodologies, data, and results
- Ground breaking performance using multi-core technology and numerical optimisation
- Fully integrated with data vendors for seamless data management
- Intuitive to use
- Execptional training and support