Quantifi unveils version 9.1

• The Quantifi correlated recovery (QCR) model incorporating correlated stochastic recovery within the market-standard Gaussian copula framework, enabling users to price and calibrate reliably even in times of extreme market volatility

• Support for syndicated loans

• A top-down model for pricing CDOs incorporating information from the tranche markets for pricing and risk analysis

• Support for distributed processing beyond grid computing with multi-core/multi-CPU optimised distributed processing

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