Quantifi Tapped for ICE Futures Price-Spread Calculator

The analytics provider has released a new tool for pricing credit index futures listed by IntercontinentalExchange (ICE) Futures U.S., backing increased demand for exchange-traded futures, which trade more cheaply than OTC derivatives under new global…

Counterparty Credit Models Herald New Workflows

Initial cost and hardware limitations are often tallied as potential problems for sell-side firms complying with new capital-charge requirements by optimizing netting strategies and collateral usage. Now those firms face a different challenge: where to…

JC Rathbone Taps Quantifi for CVA Analytics

The risk management and advisory services consultancy firm, JC Rathbone Associates (JCRA), has selected Quantifi’s credit valuation adjustment (CVA) product as its primary solution for counterparty risk analytics.

Art and Science: Credit Valuation Challenge II

Although the technical requirements for calculating credit valuation adjustment can be significant, other factors also need to be considered in order for an efficient counterparty risk management operation to be established. The second part of this…

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