Accelerate the transition to risk-free rates
A faster, cleaner, leaner transition to risk-free rates
Quantile’s interest rate compression service reduces gross notional and trade count while preserving your overall risk profile and valuation.
Powered by unbeatable algorithms and backed by unmatched quantitative analytics, we clean portfolios, increase efficiency and improve returns.
Recognised as the Global Compression Service of the Year, our optimisation engine enables you to transition your legacy Libor risk to alternative benchmarks within the compression process.
Our service enables you to terminate Libor-linked cashflows, collapse Libor-Overnight Indexed Swap basis positions and rebuilds your portfolio with new risk-free rates.
With proven credentials and record-breaking runs under our belt – we’re here to simplify benchmark conversion and help the derivatives market run smoother.
How 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 – including new alternative benchmark trades.
Ready. Run. Reduce.
Accept and 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. Convert.
Convert your legacy LIBOR portfolios with ease
Our proven compression process helps you transition to risk-free rates with no additional requirements and no extra costs.
We enable you to prioritise the reduction of Libor, notional and trade count and add new alternative benchmark trades as risk replacements.
The result? Notionally efficient portfolios that are backed by risk-free rates.
The service supports alternative indices for all G3 currencies, including:
SOFR for USD SONIA for GBP ESTR for EUR
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
