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Quantifi Risk from Quantifi
Advanced market risk solution for brokerages with sophisticated pricing models, stress testing, scenario analysis, VaR methodologies, and regulatory reporting for complex derivatives and structured products.
Product analysis by function
Market Risk Systems for Risk Management
Software for measuring market exposure through VaR (Value at Risk), stress testing, and scenario analysis across diverse market conditions and asset classes.
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Market Data Integration
(8 Yes /8 Known /10 Possible features)
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Real-Time Data Feeds Supports automated, real-time streaming of prices and quotes from exchanges and OTC sources. |
Marketing materials indicate Quantifi Risk provides real-time market risk analytics including prices and quotes streaming from exchanges and OTC sources. | |
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Historical Data Support Enables handling of large volumes of historical data for backtesting and scenario construction. |
Website and documentation emphasize historical data handling for backtesting and scenario construction. | |
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Multiple Data Source Integration Allows integration with various market data providers (e.g., Bloomberg, Reuters, ICE, proprietary). |
Quantifi advertises connectivity to multiple data sources, supporting Bloomberg, Reuters, ICE, and proprietary data. | |
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Data Cleansing Capabilities Systematically corrects and fills gaps in market data for improved reliability. |
Described as including data validation, cleansing, and enrichment to enhance data integrity. | |
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Reference Data Management Supports mapping and enrichment of assets with reference and master data (e.g., ISIN, CUSIP, sector). |
Supports reference data mapping (ISIN, CUSIP, etc.)—confirmed by product sheets and implementation use cases. | |
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Latency The time taken to update the system with new data. |
No information available | |
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Data Storage Capacity The maximum volume of historical market data the system can store and process. |
No information available | |
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Event-based Data Triggers Ability to process data update triggers based on market events (e.g., circuit breakers, corporate actions). |
Marketing literature references processing on market events (e.g., corporate actions, price limits) for rule-based risk triggers. | |
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Normalization Engine Ensures all data inputs are standardized for downstream analytics. |
Standardizes market data across sources for reliable risk analytics—'normalization engine' mentioned explicitly. | |
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Market Specific Data Parsing Recognizes and appropriately parses data from asset class-specific feeds (FX, rates, equities, commodities). |
Supports parsing for FX, rates, equities, commodities; discussed as multi-asset solution. |
Risk Methodologies
(10 Yes /10 Known /11 Possible features)
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Value at Risk (VaR) Models Supports parametric, historical simulation, and Monte Carlo VaR calculation methods. |
Multiple VaR model options (parametric, historical simulation, Monte Carlo) are core to platform; highlighted in marketing. | |
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VaR Horizon Customization User-defined horizons (e.g., 1-day, 10-day) for VaR computation. |
Allows user-defined test horizons (e.g., 1, 10 day) in VaR computation. | |
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Confidence Level Setting Customizable VaR confidence intervals (e.g., 95%, 99%). |
Quantifi Risk supports customizable confidence levels (e.g., 95%, 99%) for VaR calculation. | |
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Stress Testing Tools Configurable stress testing for idiosyncratic and systemic events. |
Advanced stress testing for idiosyncratic and systemic events is specifically marketed. | |
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Scenario Analysis Framework Create and run hypothetical or historical scenarios across portfolios. |
Supports scenario analysis for hypothetical or historical cases. | |
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Backtesting Capabilities Compares predicted risk measures with actual outcomes to validate models. |
Backtesting is described (compare predicted vs actual risk outcomes) as part of model validation features. | |
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Expected Shortfall (ES) Calculation of Expected Shortfall (CVaR) to supplement VaR. |
Expected Shortfall (ES/CVaR) stated as part of risk model toolset. | |
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Incremental and Marginal VaR Calculates risk contribution or reduction by portfolio components. |
Tool calculates incremental and marginal VaR; highlighted in product fact sheets. | |
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Multi-Factor Risk Models Integrates systematic risk factors across asset classes. |
Advertises support for multi-factor risk modeling across asset classes. | |
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Model Performance Metrics Built-in analytics to report and monitor risk model accuracy. |
Provides model performance metrics (accuracy statistics, error reporting) in standard reporting. | |
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Number of Models Supported Number of distinct risk modeling methodologies supported. |
No information available |
Asset Coverage
(7 Yes /7 Known /10 Possible features)
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Listed Equities Direct support for global equities and related derivatives. |
Covers global equities—listed as first-class asset class in technical specifications. | |
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Fixed Income Instruments Coverage for government, corporate, municipal bonds and their derivatives. |
Fixed income (govt/corp/muni bonds, derivatives) highlighted as a supported asset class. | |
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FX Products Handles spot, forward, and options in foreign exchange trading. |
FX (spot, forward, options) referenced in product overview and integration guides. | |
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Commodities Supports commodity spot, forwards, future contracts and options. |
Commodities—spot, forwards, futures and options—all specifically referenced. | |
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Structured Products Ability to analyze custom and structured notes, CLNs, etc. |
Structured and custom products (including CLNs, notes, etc.) are mentioned as Quantifi strengths. | |
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Complex Derivatives Covers exotic options, swaps, and other non-vanilla derivatives. |
Support for complex (exotic) derivatives, including swaps and non-vanilla structures. | |
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Private Assets Integration of private placements, PE, VC positions if relevant. |
No information available | |
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Crypto & Digital Assets Capability to assess risk on digital tokens and crypto derivatives. |
No information available | |
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Asset Class Extensibility Support for user/administrator-driven addition of new instruments. |
Supports extensibility for user/admin-defined new instruments; referenced in technical documentation. | |
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Number of Asset Classes Total number of distinct asset classes covered. |
No information available |
Portfolio Aggregation and Hierarchy
(8 Yes /8 Known /9 Possible features)
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Multi-level Aggregation Aggregates risk at trade, account, desk, portfolio, and firm levels. |
Risk can be aggregated from trade level up to firmwide, with flexible aggregation. | |
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Legal Entity Views Organizes exposures by legal entity/subsidiary. |
Product documentation includes organizing exposures by legal entity/subsidiary. | |
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Portfolio Customization Flexible portfolio and sub-portfolio definitions by user. |
Offers portfolio and sub-portfolio customization by the user. | |
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Dynamic Hierarchy Management Allows dynamic creation/modification of portfolio or client hierarchy. |
Allows dynamic management of portfolio and client hierarchies. | |
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Cross-Currency Consolidation Automated FX conversion and reporting currency selection for all holdings. |
Per documentation, supports automatic cross-currency conversion and reporting. | |
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Real-time Exposure Aggregation Instant updating of risk exposures upon data or trade changes. |
Provides real-time updates to aggregated exposures upon data/trade changes. | |
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Segregated and Consolidated Views Toggle between consolidated and segregated risk views at any hierarchy level. |
Users can switch between segregated and consolidated risk views at any hierarchy level. | |
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User-defined Groupings Flexible grouping of accounts or trades for specialized analysis. |
Customizable groupings of accounts/trades for specialized risk analysis. | |
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Maximum Hierarchy Levels Defines the number of portfolio levels supported. |
No information available |
Performance & Scalability
(6 Yes /6 Known /10 Possible features)
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Computation Time per VaR Run Average time needed to compute VaR for a given portfolio. |
No information available | |
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Concurrent Users Maximum number of users who can access/run risk calculations simultaneously. |
No information available | |
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Transactional Data Throughput Volume of position/trade updates processed per second. |
No information available | |
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Horizontal Scalability System can scale across multiple servers or cloud instances as load increases. |
Product literature describes support for clustered/cloud deployments and scaling horizontally. | |
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Cloud-native Capabilities Optimized for deployment and scaling in cloud environments. |
Positioned as cloud-native and optimized for deployment in Azure, AWS, etc. | |
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Parallel Computation Support Leverages multi-threading and distributed computing for large-scale calculations. |
Leverages parallel computation and grid analytics; marketing mentions multi-threaded, distributed architecture. | |
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Batch Processing Capabilities Allows overnight or scheduled risk computations for all portfolios. |
Supports batch/overnight and scheduled risk runs for all portfolios. | |
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Failover and Redundancy Systems are designed with redundancy for high-availability and disaster recovery. |
High-availability, disaster recovery, failover mentioned as part of cloud and on-premise deployments. | |
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Data Archiving & Retention Automatic archiving of risk results and source data. |
Data archiving and configurable retention options referenced as compliance feature. | |
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Resource Utilization Monitoring Tracks CPU/memory/network resource usage during calculations. |
No information available |
User Experience & Accessibility
(8 Yes /8 Known /10 Possible features)
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Web-based Interface Accessible via browser with no client installation required. |
Web-based front-end described, with zero client installation required—core accessibility feature. | |
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Customizable Dashboards End users can tailor dashboards and layouts to personal preferences. |
Customizable dashboards; user can tailor views for individual needs. | |
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Rich Visualization Tools Interactive charts, heatmaps, and risk distribution graphics. |
Supports rich visualization including interactive charts and risk heatmaps. | |
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Role-based Access Controls Granular user permissions and access settings for different teams/roles. |
Implements granular user-level access and permissions, described as role-based. | |
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Multi-language Support System interface available in multiple languages. |
No information available | |
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Accessibility Compliance Adherence to standards (e.g., WCAG) for users with disabilities. |
No information available | |
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Search & Drill-down Functionality Powerful tools to locate, filter, and drill into risk data. |
Drill-down capability from aggregate to transaction risk views discussed as core analytic feature. | |
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Mobile Compatibility Accessible and functional on tablets and smartphones. |
Mobile and tablet compatibility included in product specs. | |
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Notification and Alerting System Automated, configurable alerts for threshold breaches or data anomalies. |
System can generate alerts on risk threshold breaches and anomalies. | |
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Help and Training Support Contextual help, tutorials, and knowledge base. |
Help, FAQ, and context-sensitive guidance provided within application and online support. |
Reporting & Analytics
(10 Yes /10 Known /10 Possible features)
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Standard Risk Reports Pre-built regulatory, executive, and detailed risk reports. |
Provides standard risk reports—regulatory, executive, detailed exposures. | |
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Custom Report Builder User-driven creation and scheduling of custom risk reports. |
Custom report design and scheduling described as advanced feature for end-users. | |
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Automated Report Distribution Automated emailing and secure distribution of reports to end-users. |
Allows scheduled automatic distribution of reports to specified users/roles. | |
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Drill-down Reporting Ability to generate reports from aggregate to transaction level. |
Drill-down reporting options discussed in both demos and product overviews. | |
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Ad-hoc Query Tool On-demand analytics and query capabilities for risk managers. |
Ad-hoc queries and on-demand risk analysis mentioned in training and documentation. | |
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Multi-format Export Exports to Excel, PDF, CSV, XML, etc. |
Exports widely to Excel, PDF, CSV, XML, etc. | |
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Schedule-based Reporting Supports automated scheduling of recurring reports. |
Schedule-based reporting supported for recurring compliance and internal reports. | |
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Regulatory Compliance Reports Configurable templates for regulatory submissions (Basel, SEC, etc.). |
Regulatory reports for frameworks (Basel, SEC) provided. | |
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Interactive Analytics Online analytics with filters and scenario sliders. |
Interactive analytics (filters, sliders, scenarios) indicated by UI screenshots and feature lists. | |
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Audit Trails for Reports Tracks who accessed, generated, or modified reports. |
Audit trails track report access, generation, and modifications as part of governance framework. |
Integration & APIs
(10 Yes /10 Known /10 Possible features)
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Open APIs RESTful or SOAP APIs available for inbound/outbound data and process integration. |
RESTful APIs for inbound/outbound integration documented in API guides. | |
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Trading Platform Connectivity Out-of-the-box links to major trading and order management systems. |
Integration with trading/order management platforms mentioned in sales material. | |
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Risk Data Push/Pull Can proactively push or allow pulling of results for external systems (PMS, CRM, custom analytics). |
Can push/pull risk data to/from other systems (PMS, CRM, etc.). | |
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Batch File Interfaces Process bulk data loads or exports via flat files (CSV, XML, JSON). |
Handles bulk CSV, XML, JSON loads for large data updates and reporting. | |
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Third-party Analytics Integration Plugin or interface for advanced analytics tools (e.g., MATLAB, R, Python). |
API/plugin support for analytics tools like Python, R, Matlab, etc. | |
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Authentication Integration Single-sign-on (SSO) integration with directory services (LDAP, Active Directory). |
Single-sign-on and directory integration (LDAP/Active Directory) detailed in admin guides. | |
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Event-driven Hooks Automated workflows and responses triggered by system events or external calls. |
Event-driven hooks and automated workflow integration supported; referenced in API sheet. | |
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Custom Adapter Toolkit APIs or SDKs for building connectors to proprietary or legacy systems. |
SDKs and APIs for building custom adapters described in product tech notes. | |
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Real-time Messaging Interfaces Supports real-time streaming integration via message buses (e.g., Kafka, RabbitMQ). |
Real-time messaging support via message bus (Kafka, etc.) documented in integration literature. | |
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Data Mapping and Transformation Tools Flexible engine for mapping and transforming inbound/outbound data formats. |
Offers mapping and transformation tools for inbound/outbound data (specified in technical specs). |
Governance & Audit
(9 Yes /9 Known /10 Possible features)
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Complete Audit Trails Logs all key events, calculations, and user actions within the system. |
Logs all key events, calculations, and user actions for regulatory and operational audit purposes. | |
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Permissions Audit Reports Generate reports detailing user access and permission changes. |
Permissions auditing and access reports available to admins. | |
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Configurable Approval Workflows Custom workflows for approving risk limits or overrides. |
Customizable approval workflows for risk exceptions, limits, and overrides. | |
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Change Management Logging Full record of changes to risk models, parameters, and hierarchy. |
All changes to risk models and parameters are logged and reportable. | |
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Regulatory Compliance Checks Automated validation against regulatory rules or internal guidelines. |
Automated compliance validation checks for regulatory/internal rules supported. | |
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Risk Limit Monitoring Configurable limits with real-time alerts/breach notifications. |
Real-time risk limit monitoring and alerting are listed as features. | |
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Historical Snapshots Ability to retrieve full risk and exposure reports from any past date. |
Enables retrieval of historical risk/exposure snapshots for any prior date. | |
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Role Segregation Enforcement Separation of duties and enforced workflow for key governance steps. |
Role segregation and enforced workflow as governance controls are described. | |
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Model Governance & Validation Tools for model validation, governance reporting, and sign-off workflows. |
Model governance, validation, and sign-off tools built in. | |
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E-Signature Integration Supports regulatory or audit e-signature approval for key risk or limit changes. |
No information available |
Security & Resilience
(6 Yes /6 Known /10 Possible features)
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Data Encryption At Rest & In Transit Encryption protocols for stored and transmitted risk data. |
End-to-end encryption at rest and in transit described for both cloud and on-prem. | |
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Multi-factor Authentication Support for MFA to secure access to sensitive risk data. |
No information available | |
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Intrusion Detection Integration Links to organization security tools for threat detection. |
No information available | |
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Marketplace Certification Compliance with security certifications (SOC 2, ISO, etc.). |
Quantifi lists ISO 27001 and SOC 2 compliance/certifications among its regulated client base. | |
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Disaster Recovery Procedures Documented and tested disaster recovery process. |
Disaster recovery processes are mandatory and described on support & compliance pages. | |
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Business Continuity Planning Redundant infrastructure to ensure service during outages. |
Business continuity via high-availability and resilient architecture; documented for regulated users. | |
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Data Anonymization Built-in data masking and anonymization tools where applicable. |
No information available | |
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Audit Logging of Security Events Detailed logging of all access and security events. |
Audit logging of all access and security-related events reported as compliance feature. | |
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User Session Timeout Automatic session expiration for inactive users. |
Configurable session inactivity timeout is an admin feature. | |
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Penetration Testing & Vulnerability Assessments Regularly scheduled security assessments. |
No information available |
Model Management & Validation
(9 Yes /9 Known /10 Possible features)
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Model Versioning Tracks all versions of risk models, with rollback capability. |
Model versioning and rollback options described as part of development lifecycle. | |
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Model Documentation Attach supporting documentation for each model in use. |
Ability to attach and store documentation for each risk model; mentioned in validation process guides. | |
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Model Validation Workflow Formal workflow for model validation, sign-off, and periodic review. |
Formal workflow for model validation/sign-off described. | |
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Independent Model Review Support Enables external or independent model validators to access models securely. |
Solutions support secure access for third-party/independent model review. | |
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Parameter Sensitivity Analysis Tools for analyzing model behavior as parameters change. |
Parameter sensitivity analysis tools explicitly mentioned. | |
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Model Approval Recording Logs dates and sign-offs for all major model changes. |
Logs and tracks model approvals, dates, and sign-offs. | |
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Out-of-sample Testing Support for model validation using out-of-sample data. |
Out-of-sample testing frameworks referenced for validating risk models. | |
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Model Performance Reporting Automatic reports on model accuracy and predictive power. |
Model performance reporting and analytics built in; used for model approval/validation cycles. | |
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Model Decommissioning Tools Formal process and workflows for retiring obsolete models. |
Model decommissioning workflows and process controls described for compliance reasons. | |
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Number of Models under Management The total number of risk models the system can version and track. |
No information available |
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