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Structured Credit

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Overview

Our solutions are used by leading structured credit funds & dealers. Offering the most comprehensive product coverage and advanced functionality available in the market.

The bespoke nature of structured products raises the computational complexities of pricing and valuations activities. For firms investing in structured credit, cutting-edge analytics that can accurately model complex deals are critical. With traditional systems not fit for such purpose, firms are focussing their efforts on solutions, like Quantifi, that apply dynamic and proven modelling techniques. We also provide advanced tools that measure sensitivities under several scenarios, provide what-if analysis and run stress test in a consistent manner. At Quantifi, we deliver the tools that firms need to succeed in the valuation, pricing and risk management of structured products.

Key Features

Pricing & Structuring Tool - Quantifi is the leading pricing and structuring tool for the global credit markets. Trusted by start-ups and some of the largest most sophisticated credit focused investment managers.

Advanced Analytics - Quantifi is the only provider able to accurately model credit indices and index tranches and properly automate and handle the data management and operational process associated with these products.

Comprehensive Coverage - Supporting a full range of structured products – including single-name CDS &indices, credit linked notes, options, cash & synthetic CDOs, CLOs and other hybrid products.

Simplified Data Management - Providing tools for managing reference data, market data, and credit curves, including a seamless interface with major data providers. Automate ticker changes, index versioning and rolling, and credit events.

Results That Match the Market - Best-of-breed models range from vanilla product pricing to correlated-stochastic-recovery CDO calibration and pricing. These validated models provide stable, fast and accurate results.

Seamless Integration - An open architecture coupled with our experience with interfacing, data mapping, and end-to-end testing allows for the seamless integration of Quantifi into a client’s environment.

Product/Service details

SOLUTION OR SERVICE TYPE