We’re delighted to be named the Risk Management Solution of the Year at the FOW International Awards, which took place on the 2nd December 2021. The awards celebrate firms, industry bodies and regulators that have made significant achievements during the past year.
Quantile’s optimisation service continues to lead the field by reducing counterparty risk and the costs associated with funding initial margin (IM). The multilateral optimisation process helps market participants meet the challenges of the uncleared margin rules (UMR) by analysing their portfolio and proposing a set of new market risk neutral trades that deliver cost reductions without changing net risk positions. By lowering margin costs, Quantile is able to release capital and boost market liquidity – accelerating a safer and more efficient financial system that is better for all.
Varqa Abyaneh, Chief Product Officer, commented, “We are immensely proud to be recognised as the Risk Management Solution of the Year and for the support shown from our clients adopting our optimisation service. We look forward to continuing to evolve the service in line with the market’s needs to reduce more risk and deliver even greater efficiencies.”
In addition to initial margin optimisation, Quantile also offers an interest rate compression service to reduce gross notional and a capital optimisation service which helps participants optimise their risk-based capital under SA-CCR.