The Insights

Quantile’s CEO discusses the latest ESMA post trade report with

Andrew Williams speaks with FIA on the benefits of optimising margin across both cleared and uncleared derivatives

Accelerate the transition to risk-free rates with Quantile’s compression service

Quantile completes first cleared interest rate initial margin optimisation run with LCH

Quantile completes record interest rate compression runs in April

ISDA Quarterly – views on risk-free rates progress

Quantile continues to operate optimisation and compression services without disruption

Quantile compresses a record-breaking $7.2 trillion in a single USD run

Special report – managing the cost of LIBOR transition and the risk of delay

Quantile compresses over $4.6 trillion in a single EUR run, a new record

Quantile to sponsor ISDA/SIFMA AMG Benchmark Strategies Forum

Compression plays vital role in LIBOR transition

Quantile becomes the first compression service to terminate five currencies in a single run at LCH SwapClear

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

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