Run. Rebuild.
Rebalance.
Quantile wins Risk Management Solution of the Year. To learn more >
Quantile’s counterparty risk optimisation service delivers a material reduction in counterparty risk, capital requirements and the costs associated with funding initial margin (IM).
Recognised as the market’s leading Risk Management Solution
Our unrivalled algorithms optimise cleared and uncleared IM and risk-based capital under SA-CCR and IMM by analysing the risk of transactions between participants and rebalancing portfolios with new market risk neutral trades that reduce risk and release capital.
Since launch we've eliminated billions of dollars in margin, and we're just getting started. We know margin and capital requirements can create a funding drag on your portfolio, so we continue to enhance the service so we can deliver greater savings and more efficiency across the network – accelerating a safer financial system that’s better for all.
DOWNLOAD FACTSHEETHow it works
Submit & Validate
Participants submit their data to Quantile directly or via Acadia and set their risk constraints.
Ready. Run. Rebalance.
Identify Risk Rebalancing Opportunities
We run our fast and intelligent optimisation engine to generate a proposal containing a set of new market risk neutral trades.
Ready. Run. Rebalance.
Accept & Execute
Our optimisation proposal is validated and accepted by participants and new trades are executed, reducing counterparty risk, capital requirements and the cost of funding IM.
Ready. Run. Rebalance.
Our unique approach
Effortlessly flexible. Progressively simple.
We allow you to tailor your optimisation by setting risk, notional and resource metric constraints - to name a few.
First to collaborate.
Built to automate.
Our seamless process offers unrivalled automation leveraging Acadia and other industry partners to automate the exchange of data.
Reactive to change. Proactively game changing.
Our services are built to align with your requirements and we continually optimise to define best practice and lessen the impact of SA-CCR, IMM and the UMRs.
Consistent performance. Rewarding returns.
We evolve with your needs and identify optimisation opportunities that deliver the most meaningful results - across any asset class.
Time well spent.
Our pricing structure promotes regular and proactive participation, with pricing tiers to suit your exact requirements.Asset classes we optimise
We can reduce risk, capital and the cost of funding IM in both cleared and uncleared portfolios, including:
Our clients
Our clients include top tier global banks and companies in-scope for the uncleared margin rules (UMR).
In Credible Company
Clients consistently say Quantile is ahead of the curve, particularly with its risk optimisation solutions intended to reduce initial margin for bilateral exposures.
Risk.net
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