Quantifi, a provider of analytics and risk management applications to the global credit markets, have launched Quantifi Version 8.6, the most advanced toolkit for the pricing and risk assessment of credit derivatives.
“Quantifi is continuing to respond rapidly to our clients’ demands for new credit derivative models”, says Quantifi’s CEO and Founder, Rohan Douglas. “Our customers have come to rely on our expertise in creating pricing and risk analytics. For example, risks inherent in CPDOs can be managed with our new model that incorporates roll risk, bid-offer spreads as well as spread volatility and correlation.”