RBC’s Sutton to Join Ex-Citi Colleague Berlanger at Deutsche Bank
After two years as Royal Bank of Canada (RBC) Capital Markets’ global head of customer accounts, Julia Sutton is set to head to Deutsche Bank in October as its new head of client reference data. Sutton, who will be speaking at A-Team’s Data Management for Risk, Analytics and Valuations conference in London on 17 October,...
IMA Highlights Danger of Systemic Risk Data Overload in AIFMD Response
In its response to the European Securities and Markets Authority’s (ESMA) consultation on the Alternative Investment Fund Management Directive (AIFMD), the UK’s Investment Management Association (IMA) highlights the danger of overloading regulators with too much data for the purposes of systemic risk monitoring. IMA director Julie Patterson indicates that under the directive as it currently...
Broadridge and InGovern Announce Alliance for Sales and Distribution of Proxy Research and Vote Recommendations for Listed Companies in India
Broadridge Financial Solutions, and InGovern Research Services today jointly announced an alliance for the sale and distribution of InGovern’s proxy research and vote recommendations for listed Indian companies through Broadridge’s ProxyEdge voting platform. This will immediately allow institutional investors, who are current users of the ProxyEdge platform, access to insights on governance of listed companies...
Increased Sophistication of Triggering Strategies Being Applied for Fair Value Within Mutual Funds
Interactive Data’s recent survey indicates that its mutual fund clients are using increasingly sophisticated triggering strategies to determine whether to apply fair value methodologies to their global equities. Reference Data Review speaks to Rob Haddad, director of Evaluated Services at the data vendor, about the trend towards multiple benchmarks and trigger levels and the increased use of...
CMA Launches CDS Pricing that Factor in Quanto Risk
CMA, the leading provider for intraday CDS data and OTC market solutions, has announced the launch of a new product that takes into account the CDS ‘Quanto’ spread of key Euro-zone Sovereigns. Given European sovereign CDS are typically traded in USD and not the domestic currency (Euros), in order to accurately mark-to-market, holders of Sovereign...
Tullett Prebon’s OTC Valuations Introduces High-Volume Low-Cost Price Verification Service (PVS)
Tullett Prebon today announces that OTC Valuations (OTC Valuations), its technology-driven services firm providing post-trade securities and derivative valuation services to clients globally, has rolled out its new OTC derivative price verification service aimed at high volume portfolios of vanilla through to complex products. Daily valuations are typically charged at $0.20 USD, which includes full...
CMA’s Moody Talks up Recent Launch of its OTC Derivatives Valuations Solution CMA NAVigate 1.6
CME Group owned data business CMA has recently launched a new OTC derivatives workflow solution that is aimed at streamlining the mark to market process and granting access to all valuation inputs for reporting purposes. Reference Data Review speaks to Gareth Moody, vice president of sales for the Americas, who joined the vendor as a start up...
S&P VRS Adds New Credit Risk Model to Credit Health Panel
S&P Valuation and Risk Strategies today announced the availability of a new credit risk model that provides relative credit assessments for rated and unrated public companies, incorporating enhanced operational, solvency and liquidity measures. This new model achieves improved ranking accuracy and enhanced overall performance through methodology enhancements. The enhanced model is available for use within...
EDI and the Commodities Research Bureau Team up to Deliver the Best Quality Commodity Pricing Data
Exchange Data International (EDI), a well established provider of Securities Corporate Actions and Reference Data, today announced a new commodity pricing service in collaboration with the Commodities Research Bureau (CRB), the world’s leading commodity and futures research, data and analysis firm since 1934. With this partnership, EDI is now able to offer its clients comprehensive...
New Research from MSCI on Risk Premia Strategy Indices
MSCI, a leading provider of investment decision support tools worldwide, has released “Harvesting Risk Premia with Strategy Indices”, an extensive study on the role of equity risk premia as drivers of long-term portfolio performance. The paper provides a rigorous analytical framework for understanding the growing array of investment strategy indices – sometimes referred to as...