Quantifi, which provides trade analytics and risk management to the global credit markets, has launched Quantifi Version 8.6, its most advanced toolkit for the pricing and risk assessment of credit derivatives. According to the vendor, the new version includes enhanced functionality and offers the first commercially available models for pricing constant proportional debt obligations (CPDOs). The vendor says the popularity of CPDOs is growing among buy-side investors.
James talks about his trip to Chicago and some of the interesting topics that came up (including a look at disaster recovery demands). Then Anthony and James touch on ISDA's initial margin rules, with Phase 3 going live next year.Subscribe to Weekly Wrap emails