Case Study: Largest Financial Institution achieves faster counterparty risk and CVA pricing with Quantifi

Quantifi Supports Counterparty Risk Management at Global Bank

The Largest Financial Institution, one of the largest financial institutions in Asia Pacific, needed to establish a CVA desk and supporting infrastructure for its global Credit, Rates, and FX business. Having already used Quantifi since 2007 as a front-office pricing and structuring tool, the customer found its internal credit risk system no longer had the features or expertise needed to support future growth and counterparty risk management requirements.

Quantifi provided a fast, robust Counterparty Risk and CVA solution that integrated seamlessly with the bank’s existing infrastructure and enabled immediate, accurate CVA pricing on new trades. Using Quantifi’s high-performance platform, APIs, and integration tools, the institution could support its portfolio of rates, FX, inflation, and cross-currency swap products while improving counterparty risk management and meeting CVA accounting and regulatory capital requirements.