Quantifi, the NY-based provider of credit analytics and risk management systems, has launched Quantifi Version 8.7, its most advanced toolkit for the pricing and risk assessment of credit derivatives. The new release supports the mixing of base correlation surfaces on a name-by-name basis for bespoke pricing tasks. The vendor says name-by-name surface assignment is becoming a market-standard approach for choosing a correlation in the pricing and risk analysis of CDOs.
Bill Murphy, CTO of Blackstone, once again joins the podcast to discuss the private equity firm's new offices, designed to house its innovations team.Subscribe to Weekly Wrap emails
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