A-Team Insight Blogs The latest content from across the platform
Q&A: Todd Watkins of NYSE Technologies on Managing Options Data
Anyone who is familiar with the OPRA option data feed and associated message rates understands the challenges of dealing with options market data. NYSE Technologies has just introduced its Filtered Options Feed, designed to address some of those challenges. IntelligentTradingTechnology.com talked to Todd Watkins, product manager at the data and trading technology vendor, to find…
Quantifi Survey Reveals Industry-Wide Move to Overhaul Counterparty Risk Systems
Quantifi, a leading provider of analytics, trading and risk management solutions for the global capital markets, today announced the preliminary findings of its counterparty credit risk survey. Quantifi recently participated in the Global Derivatives and Risk Management conference in Paris and surveyed a cross section of financial firms to gain insight into the various approaches…
DTCC’s Thompson Cautions on Potential Data Sharing Issues Due to Furore Over Dodd Frank’s Extraterritoriality
The Depository Trust & Clearing Corporation’s (DTCC) managing director and general counsel Larry Thompson has this week cautioned that data sharing arrangements between regulators could be disrupted by the legislative language of Dodd Frank and the global pushback on US extraterritoriality. This issue is of particular concern for DTCC given its intent to act as…
Panellists Highlight the “Shotgun Wedding” of Data Management and Risk Management at DMRAV in NYC
The data management and risk functions of financial institutions have become subject to a “shotgun wedding of sorts”, as firms aim to tackle their underlying data quality issues in the post-crisis environment, according to panellists at last week’s A-Team Group Data Management for Risk, Analytics and Valuations (DMRAV) conference in NYC (see details of the…
Pricing Partners Speeds up the Computation of the Livret A in its Inflation Derivatives Module
Pricing Partners announced today that it has improved the computation speed of the Livret A in the inflation module of its derivatives pricing analytics and has extended the number of possibilities to compute the French inflation index. Following a review of the Livret A computation, Pricing Partners has upgraded the computation method to support the…
BVI’s Siebel Elaborates on Why EC’s Current Agreement with S&P on US ISINs Could Hold Back Systemic Risk Monitoring Efforts
If further action is not taken with regards to ensuring the licensing issues around Standard & Poor’s US ISIN practices for European firms are tackled (as well as the pricing issues) then regulators may be held back in their systemic risk monitoring activities, according to Rudolf Siebel, managing director who is responsible for legal and…
Sifma Led Coalition Details 14 Key Prerequisites for OFR LEI Solution Providers, 3 June Deadline for Submissions
Following its publication of a wish list for the legal entity identifier (LEI) earlier this month, the 13 strong, Sifma led coalition of industry associations focused on providing feedback to the US Office of Financial Research (OFR) has detailed its 14 key prerequisites for the solution providers that will be tasked with bringing the new…
First Derivatives Annual Results
First Derivatives, a leading provider of software and consulting services to industry global investment banks and hedge funds, today announces its results for the twelve months ended 28 February 2011. Financial Highlights: – Revenues increased by 44.2% to £36.740 million (2010: £25.476 million) – EBITDA increased by 18.3% to £8.575 million (2010: £7.247 million) –…
S&P’s Purcell Discusses the European Commission’s Ruling Regarding US ISIN Pricing Practices
Given the industry debate that has been sparked by the European Commission’s agreement with Standard & Poor’s for the vendor’s Cusip Global Services (CGS) business to cut the fee it charges European customers to receive ISINs for US securities, Reference Data Review catches up with Darren Purcell, European director for CGS, to find out the vendor’s perspective….
How Buying Fixnetix Is Truly a Risky Business
Hot on the heels of Colt’s protracted courtship of MarketPrizm comes yet another corporate action in our beloved low-latency infrastructure segment. This one caught us by surprise, but not because it was unexpected. It’s been expected for so long that we’d forgotten about it, to be honest. That Fixnetix was ‘for sale’ has been a…