A-Team Insight Author: A-Team
Pricing Partners Introduced a Quantitative Methodology to Generate Inflation Volatility Surface
Pricing Partners announced today that its Price-it library now includes analytical tools to estimate inflation volatility surface combining historical estimates and implied interest rates smiles surfaces. These analytical tools can provide reliable estimation of the smiled inflation surface on all major inflation indexes such as the European, French, Japanese, American or British HICP ones. This...
Berlanger Heads to Deutsche Bank, Bookheim Surfaces in Consultancy Role at Citi
Last week, Reference Data Review revealed that director in charge of data quality at Citi, Geert Berlanger was departing after five years with the firm. This week we can reveal he is headed to Deutsche Bank to take up the role of programme director for client business services, responsible for functions such as client onboarding. Citi, however,...
Virginie’s Blog – Corporate Actions: Get Over it
This week’s CorpActions 2011 conference in London raised some rather familiar points with regards to the appetite for change in the corporate actions space. After years of talking about standardisation, some progress has been made in drawing up industry best practices (see the recent standards documents produced by many of the industry associations out there,...
Princeton Financial Systems presents DVS Fund Warehouse 6.0
Princeton Financial Systems today unveiled its latest version of DVS Fund Warehouse – a platform for data management, analysis and reporting. Version 6.0 contains many new functions that provide even greater support to Princeton Financial Systems’ customers in the areas of data management and report preparation. Improved mapping of structured products The latest version features...
Associations Warn of Harmful Effects of Extra-territoriality
Eight global and regional trade associations today called on regulators to intensify cooperation to prevent, alleviate or limit the harmful effect of overlap, inconsistency and ambiguity resulting from extra-territoriality in regulatory efforts to implement G20 commitments. Extra-territoriality is a fundamental concern in derivatives business, where it is common for counterparties based in different parts of...
The IMS Group Hires Gartmore Compliance Manager
The IMS Group (IMS), the leading regulation and compliance consultant, has hired Kim Ellis, a former senior compliance monitoring manager from Gartmore, to its Projects team. In her new role at IMS, Kim will specialise in wholesale financial markets compliance, and will cover conduct of business, client assets, collective investment schemes and market conduct. At...
New Warning Over Diverging Derivatives Rules
Proposed rules for derivatives trading could push up financing costs and create “material risks” for the global economy because of a lack of co-ordination, the US and European Union have been warned by the financial services industry. The warning is contained in a letter sent on Wednesday by eight leading trade associations – including the...
Asset Control Appoints Two New Members to Board of Directors
Asset Control, provider of financial data management solutions and services, has announced the appointment of Dean Goodermote and Frank Fanzilli Jr. to its board of directors. Goodermote and Fanzilli complement and strengthen the composition of the board and bring with them additional leadership, operational insight and deep understanding of the challenges facing financial institutions today....
Strange Bedfellows in Singapore?
Certainly in some people’s eyes. Or maybe just an example of pragmatism, co-operation and even industry standards at work. I speak of the rollout at the Singapore Exchange of pre-trade risk functionality in the form of the Risk Management Gateway from NYSE Technologies. And its soon to be hookup with the exchange’s new matching system,...
Asset Control’s McGranaghan on the Data Vendor’s Partnership with Oracle
Asset Control is one of a number of vendors working with Oracle to benchmark its technology capabilities with a view to the vendors working closely together to improve the scalability and response times of EDM solution vendor’s platform. Reference Data Review speaks to Donal McGranaghan, senior vice president of product and development at Asset Control, about how...