Quantifi’s Latest Release Strengthens Front-to-Middle Performance, Transparency and Scalability
Quantifi, a provider of risk, analytics and trading solutions, has announced the release of Quantifi Version 15 (V15). This release leverages the latest technology and introduces a broad range of enhancements and support for the latest regulatory requirements including expanded product coverage, advanced data management and next generation analytics. With over 100 new features, this release is designed to further enhance front-to-middle performance, transparency and scalability.
Significant regulatory initiatives, including FRTB, Basel III, MiFID and IFRS, have been developed to provide greater stability to the financial markets via increased capital requirements and new leverage and liquidity rules. These reforms have a major bearing on the industry's capital, costs, operations and competitive dynamics. V15 incorporates a broad range of new functionality to support these latest reforms to help our clients optimise capital, costs and resources.
“To be successful in today’s regulatory environment, firms need flexibility to pursue multiple trading strategies while effectively managing risk and capital requirements,” comments Avadhut Naik, Head of Solutions, Quantifi. “Quantifi V15 is the result of close collaboration with our clients to address their analytics, trading and risk management needs. This latest release leverages Quantifi’s modern technology architecture, cross-asset coverage and sophisticated pricing and analytics functionality to deliver an integrated, high-performance solution. ” continues Avadhut.
Key enhancements include:
New Product Coverage
- Expanded product coverage for FI asset class including ABS (CLO, CMBS and RMBS)
- Enhanced interface with INTEX security master and cashflow engine for ABS securities
Analytics
- Support for multiple XVA models
- New diagnostic tools to provide greater transparency and minimize model risk
- Expanded support for modelling of distressed securities
Risk and Reporting
- Additional support for regulatory risk requirements, including FRTB, SA-CCR (BCBS 279) and SIMM
- Enhanced stress testing and scenario analysis capabilities
- New framework for investor and regulatory reporting
Architecture, Performance and Connectivity
- microservices based open and flexible architecture
- Significant improvements to Risk and Reporting engine for enhanced performance and transparency
- Expansion of out-of-the-box interfaces to external data providers
“Firms require dynamic, multi-faceted trading and investment strategies to navigate complex and interdependent regulations. To innovate and create advantages, firms need responsive analytical technologies,” comments David Easthope, SVP Securities & Investment, Celent.