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Quantile is proud to sponsor Risk Live Japan
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Quantile voted Service Provider of the Year
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Spotlight on FX Smart Clearing with The FullFX & Esben Urbak, Quantile’s Head of Product
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Quantile is proud to sponsor ISDA’s 38th AGM
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Naomi Jung, Legal Counsel, is Legal Professional of the Year in the Waters Technology, Women in Technology & Data Awards.
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Quantile and LCH ForexClear Deliver FX Smart Clearing
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LSEG’s Post Trade Briefing in Frankfurt
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Quantile is proud to sponsor The Full FX London conference 2023
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Quantile wins Optimisation Service of the Year for the fourth year running
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Applications to Quantile’s Internships are now open
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Celebrating International Women in Engineering Day with a Spotlight: Jihong Lee, from Intern to Engineer
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FX Clearing: Unlocking the Potential and Exploiting the Benefits
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Quantile executes multicurrency emerging market compression run
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Quantile voted OTC Derivatives Margin Solution of the Year
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Spotlight on FX Smart Clearing with Quantile and LCH ForexClear by e-Forex
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Trudy Ross, COO, is one of the 2023 Top 25 Women Leaders in Financial Technology of Europe
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Spotlight on Quantile’s FX Optimisation Services by e-Forex
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LSE Group’s post-trade strategy moves to the fore
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Quantile celebrates female talent this International Women’s Day
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Quantile’s Counterparty Risk Optimisation service for FX now supports SwapAgent FX Forwards
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Clearing Management Insight Report
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Quantile develops Optimised Backloading service which enables Smart Clearing at LCH ForexClear, reducing capital requirements under SA-CCR
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Quantile + Acadia’s Canadian Forum in Toronto
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Quantile is proud to sponsor ISDA’s 37th AGM
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Reducing Counterparty Risk, Initial Margin and Capital Requirements for Canadian Market Participants
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FX Smart Clearing at LCH ForexClear
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The Team at Quantile wish you a happy & healthy New Year
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Quantile Wins Risk Management Service of the Year for the Second Year Running
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The countdown to conversion is on
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Quantile is now part of London Stock Exchange Group plc
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Quantile wins Optimisation Service of the Year for the third year running
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Quantile helps the buy-side to reduce margin costs and the impact of the UMR’s
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Risk.net Q&A | Optimising FX Swaps & Forwards
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Quantile’s Counterparty Risk Optimisation Service Supports Sweeping Risk into SwapAgent
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Quantile voted Service Provider of the Year at the FTF News Technology Innovation Awards
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Quantile is proud to sponsor the 2022 ISDA Canada Conference
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Quantile is proud to sponsor ISDA’s 36th AGM
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James Shepherd, CTO, is announced as one of the Top 25 Financial Technology CTOs of 2022
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Quantile is recognised as one of the Most Influential FinTech Firms of 2022
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Andrew Williams discusses the benefits of moving FX positions into SwapAgent with Risk.net
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Quantile is sponsoring ISDA’s virtual conference, Trading Book Capital Japan
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Andrew Williams, CEO, is announced as one of the Top 50 Financial Technology CEOs of 2022
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Trudy Ross, COO, is announced as one of the Top 25 Women Leaders in Financial Technology of Europe
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LSEG beefs up non-cleared ambitions with Quantile deal
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Quantile is proud to sponsor Elijah’s Star in the Talisker Whiskey Atlantic Challenge
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Risk.net special report – featuring Quantile’s award winning optimisation service
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Quantile to sponsor ISDA’s Derivatives Trading Forum: Post-trade Operations, Services & Technology
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FX Markets Europe | Is FX clearing approaching a tipping point?
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Quantile to be acquired by London Stock Exchange Group plc
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Quantile welcomes Esben Urbak and Rami Atieh to strengthen product team
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Quantile to sponsor ISDA’s Collateral Optimisation Virtual Showcase
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Quantile wins Risk Management Solution of the Year at the FOW International Awards
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ISDA Benchmark Forum – Alternatives to USD LIBOR
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Guido Van Ingen joins Quantile as Head of the Netherlands and Relationship Management
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Tobias Becker discusses how banks are stepping up their FX optimisation ahead of the SA-CCR deadline with FX Markets
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FTF Exchange Podcast: SA-CCR and the push to reduce systemic risk
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Quantile wins Global Optimisation Service of the Year
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Quantile to sponsor ISDA’s Regional Events
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Sharpening the tools: Preparation for UMR phase five
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Initial Margin Optimisation | Turning challenges into solutions
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Whitepaper – Impact & Implementation of SA-CCR
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Risk.net special report – featuring Quantile’s award winning IM optimisation service
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Quantile’s award-winning compression service is now live at JSCC
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Quantile voted Best OTC Derivatives Margining Solution at the FTF News Technology Innovation Awards
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VIDEO: Quantile’s Tobias Becker discusses SA-CCR with ISDA
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VIDEO: Quantile’s Varqa Abyaneh discusses initial margin with ISDA
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Quantile speaks with Euromoney about how SA-CCR will boost the appeal of clearing FX
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Quantile is a Platinum sponsor of ISDA’s 35th AGM
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Quantile optimises eight new cleared currency pairs at LCH ForexClear
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Complimentary event – ISDA’s Derivatives Trading Forum
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Andrew Williams speaks with Risk.net & FX Markets about the SA-CCR boom
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European Women in Finance – thinking strategically and reducing risk with Trudy Ross
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Quantile to sponsor 3rd annual Benchmark Rates Reform in the Derivatives Market virtual event
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Quantile secures $51 million growth investment from Spectrum Equity to accelerate new services
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Libor transition and SA-CCR come into focus
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Tobias Becker speaks with Risk.net about the challenges of adopting SA-CCR
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Quantile’s CEO discusses the latest ESMA post trade report with Risk.net
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Quantile voted Global Compression Service of the Year, Two Years Running
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Accelerate the transition to risk-free rates with Quantile’s compression service
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Andrew Williams speaks with FIA on the benefits of optimising margin across both cleared and uncleared derivatives
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Quantile completes first cleared interest rate initial margin optimisation run with LCH
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ISDA Quarterly – views on risk-free rates progress
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Quantile completes record interest rate compression runs in April
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Quantile compresses a record-breaking $7.2 trillion in a single USD run
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Quantile continues to operate optimisation and compression services without disruption
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Special report – managing the cost of LIBOR transition and the risk of delay
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Quantile to sponsor ISDA/SIFMA AMG Benchmark Strategies Forum
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Quantile compresses over $4.6 trillion in a single EUR run, a new record
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Quantile becomes the first compression service to terminate five currencies in a single run at LCH SwapClear
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Compression plays vital role in LIBOR transition
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Quantile voted Global Compression Service of the Year
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Quantile wins prestigious Risk Award
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Quantile completes first NDF Optimisation Cycle with CME Group
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Quantile launches equity derivatives risk reduction service
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Quantile launches compression service