InFocus February 2025
A Powerful Tool for Credit: Quantifi’s Credit by Obligor Report
At its core, the Credit by Obligor report provides a consolidated view of risk per issuer or obligor. “At the most basic level, it can tell you by name if this issuer goes bust, how much would I lose?,” explains Nate. The report consolidates risk from multiple sources—bonds, CDS, CDX, CDOs—into a single, unified view. This makes it easier for users to see their exposure to any particular issuer, regardless of where the risk is coming from.
The report is specifically designed for credit, breaking down credit exposure by obligor and assessing the associated risks. It provides insights into key metrics such as jump to default probability and credit spread shifts, offering a quick and clear visualization of the potential impacts on a portfolio. Nate highlights, “You get a pretty good graphic on which of the top 10 obligors have the biggest swings, and you can also delve into all the credit obligors to see the positions tied to each one.”
How Advanced is your Credit Risk System? A Benchmark for Energy & Commodity Trading Firms
In this paper we explore how modern systems can help credit teams improve risk management efficiency and also help overcome some of the main challenges such as integrating new technology with legacy architectures, data quality, complex counterparty relationships, geopolitical risks, and portfolio diversification. It is also essential that systems can deliver a holistic view of risk across multiple asset classes and multiple trading locations.
Quantifi Named Buy-Side Market Risk Leader by Chartis
Quantifi has been named as a category leader in Chartis’ Buy-Side Enterprise Market Risk Solutions 2024 Report. This report covers Chartis’ assessment of the enterprise market risk technology vendor landscape, scoring providers across UX, data management, risk support, application access and visualisation.
Quantifi’s advanced analytics, trusted by two of the three largest investment managers and leading hedge funds, are built to handle a level of complexity unmatched by other providers. Quantifi’s Live Risk application offers tick-by-tick risk and P&L analytics across a full range of asset classes, providing users with an accurate and timely view of their portfolios’ performance.
New Zealand Superfund Enhances Risk Management with Quantifi
NZSF was looking for a solution with proven credit and liquidity risk management functionality. NZSF wanted a single view of risk across multiple public and private asset classes. With a complex portfolio, the fund also wanted to improve efficiencies around business intelligence and strategic analysis as they were relying on manual processes for generating risk reports for senior management.
Download the complete case study to see how New Zealand Superfund has strengthened its risk management across risk disciplines and improved operational efficiency.