The Insights

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 helps the buy-side to reduce margin costs and the impact of the UMR’s

Quantile is proud to sponsor the 2022 ISDA Canada Conference

The countdown to conversion is on

Risk.net Q&A | Optimising FX Swaps & Forwards

Risk.net special report – featuring Quantile’s award winning optimisation service

Employee Spotlight: International Women in Engineering Day with a Quantitative Developer at Quantile

ISDA Benchmark Forum – Alternatives to USD LIBOR

Andrew Williams discusses the benefits of moving FX positions into SwapAgent with Risk.net

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, CEO, is announced as one of the Top 50 Financial Technology CEOs of 2022

Quantile is sponsoring ISDA’s virtual conference, Trading Book Capital Japan

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

FX Markets Europe | Is FX clearing approaching a tipping point?

Quantile to sponsor ISDA’s Derivatives Trading Forum: Post-trade Operations, Services & Technology

Quantile wins Risk Management Solution of the Year at the FOW International Awards

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

Guido Van Ingen joins Quantile as Head of the Netherlands and Relationship Management

FTF Exchange Podcast: SA-CCR and the push to reduce systemic risk

Tobias Becker discusses how banks are stepping up their FX optimisation ahead of the SA-CCR deadline with FX Markets

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

Varqa Abyaneh

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

Quantile launches compression service