Quantifi Launches Counterparty Risk and CVA Portal

London and New York – 26 October 2011

Portal is an information source designed to keep OTC market participants informed about recent market developments

Quantifi, a leading provider of analytics, trading and risk management solutions for the global OTC markets, today announced the launch of CounterpartyRiskManagement.org, a free online information source for professionals active in counterparty risk management and credit valuation adjustment (CVA).

CounterpartyRiskManagement.org is a community site devoted to providing timely industry news, research and information on important issues surrounding counterparty risk.

Main features include:

• The latest news and data related to counterparty risk and CVA
• Access to information from leading analysts, such as Aite, Celent and Tabb Group
• Interactive blogs and commentary for exchanging ideas and information
• Overview of key regulatory themes, such as Basel III, EMIR, Dodd-Frank, etc.
• Insightful videos from leading financial reporters and market practitioners, paired with a YouTube channel
• A comprehensive list of ‘Who’s Who’ in the industry
• Regular e-newsletter sent to CounterpartyRiskManagement.org subscribers

Rohan Douglas, CEO of Quantifi, commented “We are very excited about the launch of this unique service. CVA is one of the hottest topics in derivatives financing at present whilst counterparty risk management will continue to be a top priority for banks and regulators over the next few years. This information portal has been designed to enable market participants to be better informed of the rapidly changing regulatory environment and market conditions.”

Quantifi’s offering in this space, Quantifi Counterparty Risk, is a high-performance platform for managing counterparty credit and market risk that is flexible, scalable, rapid to implement and intuitive to use. Incorporating high-performance, multi-factor Monte Carlo simulation, coupled with our powerful grid computing architecture, Quantifi Counterparty Risk can support even the largest most complex portfolios, including those with significant wrong-way risk or volatility.

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