Quantifi, a supplier of threat, analytics and buying and selling options, at this time introduced it has been chosen by Nomura Holdings (“Nomura”) to help its structured credit score group.
The advanced nature of structured credit score merchandise makes pricing and valuation difficult duties. For corporations investing in these merchandise, cutting-edge analytics that may precisely mannequin advanced offers and supply unbiased valuation and threat administration capabilities are important. Quantifi was chosen for its market-leading analytics, technical flexibility and high-performance computing.
A rising variety of Nomura’s buy-side purchasers leverage Quantifi. Utilizing the identical software program, Nomura merchants and structurers may help their purchasers mannequin structured credit score, and higher clarify how they themselves are pricing trades. Nomura additionally speaks to funding managers who’re excited about buying and selling structured credit score however would not have entry to the fitting instruments. Adoption of Quantifi’s options can open up new enterprise avenues for these purchasers, in addition to enhance distribution alternatives for Nomura’s structured credit score group.
“Quantifi is the one supplier with confirmed expertise within the structured credit score markets. With Quantifi, we have now entry to classy fashions that match the market,” feedback Sukho Lee, Government Director, Structured Credit score Buying and selling, Nomura. “Individuals within the credit score markets from traders to sellers ¬ are at all times on the lookout for options that can give them an edge over their opponents. We’ve got been impressed with Quantifi’s skill to stay on the reducing fringe of pricing advanced securities and constructing out scalable, straightforward to combine expertise,” continues Sukho.
Quantifi is trusted by main world banks and funding managers that commerce diversified credit score. It affords probably the most complete product protection and superior performance accessible out there, with instruments that measure sensitivities below a number of eventualities, conduct what-if evaluation and run stress checks in a constant method. Quantifi delivers the instruments that corporations want to reach the valuation, pricing and threat administration of structured merchandise.
“We’re happy to accomplice with a famend establishment like Nomura and see Quantifi turn out to be a key element of its structured credit score enterprise,” feedback Rohan Douglas, CEO, Quantifi. “There are new calls for and elevated scrutiny on correct, defendable costs, in addition to on transparency in each pricing fashions and methodologies. Quantifi is the de facto customary for structured credit score modelling. Nomura accessing our fashions will make it simpler to construction trades, analyse dangers and match valuations with counterparties and purchasers,” continues Rohan.