Faster.
Cleaner. Leaner.
NOW LIVE! Quantile compression is now available at JSCC. To learn more >
Quantile’s interest rate compression service reduces gross notional and trade count while preserving the overall risk profile and valuation. Powered by unbeatable algorithms and backed by unmatched quantitative analytics, we clean portfolios, increase efficiency and improve returns.
Interest rate compression from the Global Optimisation Service of the Year.
Our award-winning multilateral compression service standardises portfolios by reducing gross notional and trade count across a broad network. We deliver maximum efficiency by targeting multiple currencies simultaneously and offer flexible constraints so you can reduce what matters most.
Live with the largest global banks plus regional banks, buy side firms and other institutional participants, we’ve eliminated over US$500 trillion of gross notional since launch and continue to evolve the service to reduce the footprint of derivatives portfolios. With regular runs at CCPs, we also offer an internal compression service which cleans portfolios between different desks or entities within the same group.
Discover faster, cleaner, leaner compression with Quantile.
DOWNLOAD FACTSHEETHow it works
Submit & Validate
Multiple participants and central parties upload their data to Quantile and set their risk constraints.
Ready. Run. Reduce.
Identify Optimisation Opportunities
We run our fast and intelligent optimisation engine to generate a proposal containing trade terminations, residual trades and risk replacements.
Ready. Run. Reduce.
Accept & Execute
Our optimisation proposal is validated and accepted by participants and executed at the CCP, reducing notional and trade count and delivering multiple secondary benefits.
Ready. Run. Reduce.
Our unique approach
Run faster. Run better.
Our algorithms are built for performance and are renowned to be fast and agile.
Reactive to change. Proactively game changing.
From leading the charge by comingling all swaps to offering standardised risk replacement trades and automation – we listen, anticipate and deliver.
Consistent performance. Rewarding returns.
We go further than standard compression and can unwind and rebuild your portfolio to make it more efficient.
Time well spent.
Our pricing structure promotes regular participation, so you achieve superior results and pay less.Trades we compress
Our optimisation engine can compress and rebuild both cleared and uncleared portfolios in any currency, including:
Our clients
Our network is extensive and rapidly growing and includes all of the top tier global banks, regional banks, buy side firms and other large institutional market participants.
In Credible Company
Not only does this service achieve great notional reduction, but a real differentiator for Quantile is their focus on operational efficiency and the ease of use for their clients.
Managing Director, Goldman Sachs
Quantile has made a definitive mark in compression, powering remarkable efficiencies for its clients and demonstrating its capability to execute ambitious plans for further growth.
Editor, Global Capital
Resources
Join our next run
Related Content
Quantile Wins Risk Management Service of the Year for the Second Year Running
The countdown to conversion is on
