home

Articles

Blog

Books

Tools

Links

FAQ Page


Quantifi Risk



From the publisher website or publicity

Quantifi Risk is a suite of pricing and risk applications which leverage the Quantifi Toolkit. These applications provide pricing and extensive risk analysis for all the products supported by the toolkit. These applications are designed from the ground up using the latest object-oriented multi-tiered architecture.

Quantifi Risk is architected by a team of professionals who have had many years experience building mission-critical risk and proprietary trading systems for top-tier Wall Street firms such as Salomon Brothers/Citigroup, Goldman Sachs, JP Morgan, and Sumitomo Bank.

Quantifi Risk is designed to provide extensive risk reporting using a proprietary scenario analysis feature which allows for extensive what-if analysis - critical for effective credit risk management.

The proprietary scenario analysis feature is Quantifi Risk’s strength. This feature allows users to specify any credit, FX, or interest rate scenario and analyze what-if cases.

Full support for a wide range of credit products including:


 *Credit default swaps
 *Amortizing structures
 *Quanto credit
 *Contingent credit
 *Credit options
 *Baskets
 *Spread products
 *Total return swaps
 *Structured notes
 *Global bonds
 *FI Derivatives

A small sample of the risk measures include:


 *Spread risk by tenor bucket
 *Counterparty risk
 *Correlation risk
 *Risk to Zero
 *Risk to Recovery
 *IR Risk by bucket
 *FX Risk

Keywords
amortizing structures
banking risk
baskets
bonds
contingent
contingent credit
correlation risk
counterparty risk
credit default
credit default swaps
credit options
credit products
credit risk
credit risk management
derivatives
derivatives risk
financial risk
FX
FX risk
global bonds
interest rate
interest rate risk
interest rates
IP risk
IP risk by bucket
options
pricing risk
quanto
quanto credit
risk
risk analysis
risk management
risk measures
risk reporting
risk to recovery
risk to zero
spread products
structured notes
swaps
total return
total return swaps
trading systems
what-if


Related Articles
RiskWatch On IT Risk
Fannie Mae Risk
Corporate Risk Insurance
Protiviti Boosts Operational Risk Offering
Wells Fargo and Reveleus for Basel II
Archer Sarbanes-Oxley Launched

Other tools that may interest you by area:-

Risk Management tools

Finance tools

Markets tools

Investment Banking tools

Banking tools

Vendor: Quantifi Solutions


See our Sarbanes-Oxley compliance, load testing and Financial Glossary pages.
Articles   Books   FAQ Page   home   Jobs   Links   Reviews Page   Tools  
Booklist   books   Measurement   Testing   Tools