KLP Taps Quantifi for Interest Rate Derivative Pricing, Risk

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Norwegian asset manager KLP Kapitalforvaltning, the asset management subsidiary of insurer KLP Group with NOK (Norwegian Krone) 227 billion ($40 billion) under management, is to use solutions from New York-based over-the-counter analytics and risk management software vendor Quantifi to perform pricing and risk management for its interest-rate derivatives trading , using a dual curve environment instead of overnight index swap discounting.

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