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Quantifi enhances credit models with Markit benchmark pricing

Quantifi Inc it has integrated Markit Group Limited's credit default swap pricing into its credit models.

Customers can now automatically calibrate Quantifi's advanced credit derivative models, pricing tools and risk applications with Markit's benchmark pricing.

Quantifi is a leading provider of analytic pricing models and risk analysis for a range of credit products including CDS, bonds, asset swaps, CDOs, NTD baskets, credit derivative indices and options on these instruments, as well as hybrids. Markit meanwhile, provides independent mark-to-market credit default swap (CDS) pricing on over 2,700 individual entities and tiers of debt drawn from daily price contributions from over 50 dealing firms, and is used by global financial institutions for price verification and risk management purposes.
"Quantifi's integration of Markit pricing will enhance mutual customers' risk management capabilities, and addresses the growing need for cutting-edge pricing and sophisticated analytics in order to manage the risks associated with trading activity in the fast-growing credit markets", says Mark Hunt, Director of Product Development at Markit.
Rohan Douglas, CEO of Quantifi, adds: "Quantifi is excited to be able to offer clients fully integrated CDS data from Markit. The combination of quality CDS data and Quantifi's market tested and validated models provide a powerful turnkey solution for clients of Quantifi and Markit.  Client access to Markit's CDS data will greatly improve their ability to leverage our models for more accurate pricing and risk analysis."

For more information on credit derivatives please click here

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