Quantifi Solutions has extended the functionality of its credit derivatives valuation software to include the ability to price correlation products on asset-backed securities (ABS) such as tranches on the ABX index (TABX). Quantifi’s new tools for valuing TABX and tranches on baskets of ABCDS build upon existing modelling tools for synthetic CDOs on corporate credits by adding the ability to model prepayments.
Artificial intelligence (AI) is increasingly being rolled out across financial institutions, being put to work in applications that are transforming everything from back-office data management to front-office trading platforms. The potential for AI to bring further cost-savings and operational gains are limited only by the imaginations of individual organisations. What they all require to achieve...
Investment accounting is moving up the data management agenda as regulatory pressure and investor demands collide with the limits of legacy systems, and as new technology makes real-time, enterprise-wide accuracy achievable at scale. Getting that right, however, requires planning and the careful selection of expert partners, argues Lior Yogev, chief executive at FundGuard. “When it’s...
Now in its 9th year, the RegTech Summit in New York will bring together the RegTech ecosystem to explore how the North American capital markets financial industry can leverage technology to drive innovation, cut costs and support regulatory change.
Welcome to the thirteenth edition of A-Team Group’s Regulatory Data Handbook, a unique and practical guide to capital markets regulation, regulatory change, and the data and data management requirements of compliance across Europe, the UK, US and Asia-Pacific. This year’s edition lands at a moment of accelerating regulatory divergence and intensifying data focused supervision. Inside,...