Case Study: VTB Capital achieves fast, accurate OTC analytics and portfolio valuation with Quantifi

VTB Capital selects Quantifi for OTC Analytics, Pricing and Portfolio Valuation

VTB Capital, the investment business of VTB Group, needed fast, accurate market-validated analytics to support newly formed credit derivatives and hybrids trading desks while improving portfolio valuation and reducing operational risk. To meet this challenge, VTB Capital selected Quantifi and its Quantifi XL front-office tool for OTC analytics, pricing, and portfolio valuation.

Quantifi implemented Quantifi XL in a familiar Excel environment, giving VTB Capital robust OTC pricing, structuring, and sensitivity analysis capabilities. The solution reduced operational costs, increased business flexibility by allowing internal teams to focus on other strategic projects, and improved accuracy and efficiency across derivatives analytics and client pricing.

VTB Capital

Stathis Margonis

Head of Credit Derivatives and Hybrids Trading