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Quantile is a market-leading optimization provider that reduces counterparty risk, notional and capital requirements to increase the efficiency and liquidity of derivatives markets, improve returns for clients, and make the financial system safer.
Since launch, Quantile has eliminated trillions of dollars of gross notional through interest rate compression and billions of dollars in initial margin and capital requirements through counterparty risk optimization.
Quantile’s clients, including all the top tier global banks, regional banks, buy-side firms and other large institutional market participants, are serviced from offices in London, New York, Amsterdam and Sydney.
Quantile is an LSEG Post Trade Business.
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