Faster.
Cleaner. Leaner.
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.
We believe that great things happen when people and processes come together.
That’s why our multilateral service enables you to manage reset risk and aids the transition to risk-free rates within the compression process.
Recognised as the global compression service of the year, we’ve eliminated over US$200 trillion of gross notional of OTC derivatives since launch. By reducing the footprint of your derivatives portfolios, we decrease funding costs and release capital. Happier clients build safer markets.
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 clients include top tier global banks, regional banks and other large institutional market participants.
The numbers
$200 trillion compressed to date
In Credible Company
Global Compression Service of the Year, Global Capital Derivatives Awards 2020 & 2019
OTC Infrastructure Service of the Year, Risk Awards 2019
Select Technology Partner
ISO 27001 Certified
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
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Quantile voted Global Compression Service of the Year, Two Years Running
Accelerate the transition to risk-free rates with Quantile’s compression service
