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