JC Rathbone Selects Quantifi for CVA Analytics

London and New York - 29 May 2013

  • Quantifi delivers leading edge models for fast, accurate CVA pricing and analytics
  • JCRA leverages Quantifi for CVA analytics

Quantifi, a leading provider of analytics, trading and risk management solutions for the global OTC markets, today announced that as part of their financial risk management services J.C. Rathbone Associates (JCRA) has selected Quantifi as its primary solution for counterparty risk analytics. JCRA is an innovative consultancy firm that provides financial risk management and structured finance advisory services to a broad range of global clients.

JCRA required a comprehensive and intuitive solution that could be rapidly implemented to deliver accurate, transparent and immediate CVA pricing for a range of vanilla and exotic derivatives. After a detailed review, JCRA selected Quantifi based on ease of use, performance, transparency and the high quality of support.

“The combination of Quantifi’s product coverage, modeling techniques and advanced technology has significantly enhanced our counterparty risk management. With the advent of IFRS 13, CVA becomes a required component of derivative valuations for many companies. We sought a proven CVA solution that is reliable, flexible and intuitive but also sophisticated enough to provide real value-added services for our clients. Quantifi proved to be the ideal solution. By leveraging Quantifi’s advanced American Monte Carlo engine we can carry out end-of-day and incremental CVA analysis on complex portfolios. The responsiveness and quality of the support team at Quantifi meant we were up and running within a matter of days,” comments Ivan Harkins, Director at JCRA.

Quantifi provides pricing and structuring for even the most complex OTC products in a fast, flexible and intuitive environment. Comprehensive, powerful and easy-to-use functions cover the simplest calculations to the most advanced pricing and sensitivity analysis. Quantifi’s CVA module utilises the most advanced semi-analytic and Monte Carlo models, making it the fastest, most sophisticated and comprehensive CVA tool on the market. Best-of-breed CVA pricing models reflect current best practice, helping clients correctly price wrong and right-way risk.

Rohan Douglas, CEO of Quantifi, comments, “Advisory businesses need tools that are flexible and easy to use but also sophisticated enough to provide real value-added services for their clients. Quantifi’s tools fulfil this need and provide a competitive advantage in the rapidly changing advisory landscape. We continue to expand the number of advisory firms who adopt Quantifi for pricing and valuations. JCRA continues this trend and we look forward to working with a company that has such well-rounded and experienced professionals.”

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