Quantifi Risk is a suite of pricing and risk applications which leverage the Quantifi Toolkit. These applications provide pricing and extensive risk analysis for all the products supported by the toolkit. These applications are designed from the ground up using the latest object-oriented multi-tiered architecture.

Quantifi Risk is architected by a team of professionals who have had many years experience building mission-critical risk and proprietary trading systems for top-tier Wall Street firms such as Salomon Brothers/Citigroup, Goldman Sachs, JP Morgan, and Sumitomo Bank.

Quantifi Risk is designed to provide extensive risk reporting using a proprietary scenario analysis feature which allows for extensive what-if analysis - critical for effective credit risk management.

The proprietary scenario analysis feature is Quantifi Risk’s strength. This feature allows users to specify any credit, FX, or interest rate scenario and analyze what-if cases.

Full support for a wide range of credit products including:

 *Credit default swaps
 *Amortizing structures
 *Quanto credit
 *Contingent credit
 *Credit options
 *Baskets
 *Spread products
 *Total return swaps
 *Structured notes
 *Global bonds
 *FI Derivatives

A small sample of the risk measures include:

 *Spread risk by tenor bucket
 *Counterparty risk
 *Correlation risk
 *Risk to Zero
 *Risk to Recovery
 *IR Risk by bucket
 *FX Risk

Vendor Site:- Quantifi Solutions