Quantifi, a leading provider of analytics and risk management solutions to the global OTC markets, today announced the latest release of its award-winning pricing and risk analysis software, Quantifi Version 10.3 (V10.3). This release delivers significant enhancements across Quantifi’s entire product range, responding to current market conditions and client demand for additional asset coverage, improved enterprise performance and the latest innovations in counterparty risk management.
Rohan Douglas, CEO of Quantifi, comments, “Commodity derivatives are an important and growing asset class with over 10 trillion USD traded each month. This is an asset class with significant valuation and counterparty risk management challenges. Support for commodities is just one of many enhancements in this release that continues a long track record of rapidly translating research into solutions that directly address our clients’ business needs.”
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Key enhancements in V10.3 include:
- Support for Commodities including the most commonly traded Energy, Agriculture and Metal derivatives
- Improved enterprise scalability of millions of trade valuations per second per processor core, allowing clients more accurate valuation and more comprehensive risk management without shortcuts
- The latest market innovation in CVA and Counterparty Risk Management that dramatically simplifies calibration, transparency and accuracy for institutions with illiquid counterparties
- New models for Callable Bonds, Quanto hybrids and CLNs and expanded support for Equity Derivative Exotics
- The third release of our support for OIS/CSA discounting with more intuitive interfaces and 82% faster sensitivities
- Over 100 other individual enhancements and additional features
Mark Traudt, CTO of Quantifi, says, “V10.3 is another significant release for Quantifi and one that demonstrates the benefits of our technology choices with steady improvements in scalability, reliability and speed. In this release, we significantly raise the standard for enterprise risk management performance.”
Oil and Gold are popular instruments traded on retail platforms, the surge in Gold pricing has diverted traders attention from FX. Gold is one of the most popular instruments traded by Chinese retail investors, nearly 60% of flow is on Gold.