The Insights
Quantile to sponsor 3rd annual Benchmark Rates Reform in the Derivatives Market virtual event
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
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
