Quantile
Markets Technology Awards 2024 winners' review
Vendors spy opportunity in demystifying and democratising – opening up markets and methods to new users
EU snub to clearing carve-out hurts optimisation efforts
Forcing firms to clear risk-reducing trades would squeeze collateral and potentially hike liquidity risk, dealers warn
US credit risk modellers prepare for life after IRB
Stress tests and economic capital calculations may not carry the same weight as Basel ratio
Counterparty credit risk: special report 2022
This Risk.net special report contains a collection of articles that consider the impact of SA-CCR and how banks are adapting to the new regime, as well as the challenges of managing counterparty credit risk and reducing the cost of trading over-the…
A SwapAgent-bilat basis? Not for now
SA-CCR may make settled-to-market capital benefits more difficult to quantify
LSEG beefs up non-cleared ambitions with Quantile deal
Agreement to buy optimisation firm for £274m strengthens LCH’s FX foothold as SA-CCR bites
US banks step up FX optimisation push as SA-CCR looms
With swaps and forwards hit hard by new capital measure, dealers turn to vendors and bilateral restructuring
Sharpening the tools – Preparation for UMR phase five
A forum of industry leaders discusses the suitability of Simm for phase five firms, how they can optimise portfolios to minimise margin costs and how the lessons learned from previous phases can help them prepare
Turning challenges into solutions
With margin requirements a potential drain on financial resources, delivering healthy returns while meeting regulatory obligations is paramount. To help participants optimise more of their risk, Varqa Abyaneh, chief product officer, Quantile, discusses…
Optimisation firms prep for SA-CCR boom
Flush with new cash, vendors ready rebalancing services ahead of risk-sensitive leverage framework
Mixed response to Esma’s clearing carve-out for optimisation
Long-awaited proposal must be replicated by US and UK to be effective, participants say
Libor Risk – Quarterly report Q1 2020
Regulators may have to accept Libor transition will be slower than they hoped. But the final framework may yet be more robust as a result. Knowing how rates perform in times of stress will be crucial to the success of benchmarks intended for real economy…
Managing the cost of transition and the risk of delay
A forum of industry leaders, which includes sponsors of this report, discusses key industry concerns around the transition away from Libor, including the risks investors will face once the rate is discontinued and how to manage them, whether forward…
LCH basis swap templates may aid Libor conversion
Compression providers say new templates will make risk replacement trades more efficient
LCH shakes up compression vendor fee structure
Proposals follow criticism that current regime favours top provider TriOptima
OTC infrastructure service of the year: Quantile Technologies
Risk Awards 2019: Compression provider has been quick to respond to market needs, say dealers
China’s caution on compression stretches global banks’ risk limits
Systems lags and lack of capital pressure blamed for apathy on swaps compression
Banks cry foul over LCH compression policy changes
Allocation of compression slots favours TriOptima over competitors, critics say
Compression firms vie to ease Libor switch
Quantile and TriOptima launching services to tear up Libor swaps and replace with new rates
Capitalab joins LCH compression race
Vendor claims it can dramatically improve reduction in notionals by incorporating non-cleared trades
FCMs hail new compression techniques
Advances by vendors and increased competition set to unlock more trades for tear-ups