A-Team Insight Blogs The latest content from across the platform
Quantifi Releases Next Generation Yield Curve Construction
Quantifi, a provider of analytics, trading and risk management solutions for the global capital markets, today announced the release of a new generation of yield curve construction that supports the latest best market practice of ‘Double-Curve’ interest rate valuation. The recent credit crisis introduced fundamental changes to the way interest rate derivatives are valued. The…
Northern Trust Provides Daily Valuation of Property Derivatives
Northern Trust announced today that it can offer clients daily independent valuations for complex OTC property derivatives. The product which has been developed in response to an increasing trend for property funds to use OTC derivative instruments, is the latest in a series of enhancements to the suite of services Northern Trust offers real estate…
Major Global Banking Group Chooses FRSGlobal for Regulatory Reporting in 33 Countries Worldwide
FRSGlobal today announced that a major global banking group has selected its platform to meet regulatory demands in 33 countries worldwide. The banking group currently uses FRSGlobal solutions in six countries and, following a thorough selection process, has extended the scope to cover a further 27 countries around the world with this most recent signing….
UK FSA Highlights Data Integrity Issues for Transaction Reporting, Including Specific Format for BICs
In its latest newsletter, the UK Financial Services Authority (FSA) elaborates on the reference data integrity checks that firms need to conduct to ensure that their transaction reports are commensurate with the regulator’s requirements. This includes clarification about the length of Bank Identifier Codes (BICs) for client and counterparty identification; an area where a number…
First Derivatives Signs Software Licensing Deal with Algorithmics
First Derivatives, a provider of software and consulting services to the capital markets industry this morning announced that it has reached an agreement with Algorithmics for the use of Delta Reference Data Factory. Under the terms of the deal, Algorithmics will use Delta Reference Data Factory as the reference data engine with its risk management…
ICAP Chooses UnaVista for Transaction Reporting
The London Stock Exchange announced today that ICAP has selected the UnaVista platform as its transaction reporting ARM. The inter-deal broker will use UnaVista to report transactions to the FSA across all reportable asset classes, benefiting from the rich feature set UnaVista provides almost immediately, as the product is securely hosted at the London Stock…
CFTC Issues Proposed Rulemaking to Improve Account Ownership and Control Data
The Commodity Futures Trading Commission (CFTC) today approved for publication in the Federal Register a Notice of Proposed Rulemaking that calls for the collection of certain ownership, control and other information for all trading accounts active on US futures exchanges and other reporting entities. The information will be collected via an account ownership and control…
Broadridge Canada and Calculated Design Alliance to Offer Smart Fund Facts Solution
Broadridge Financial Solutions today announced a strategic alliance with Calculated Design – leaders in the automated creation of financial documents, whereby Broadridge will offer the creation of regulatory Fund Facts documents as the newest addition to Broadridge Canada’s Smart Suite of products. This strategic alliance will allow Broadridge to leverage Calculated Design’s expertise in the…
New Data Validation Steps Required Under CESR’s Proposed MiFID Client Categorisation Regime Changes
As part of the ongoing review of MiFID, the Committee of European Securities Regulators (CESR) has published a new consultation paper on the subject of client categorisation that indicates a more structured approach to maintaining and monitoring entity data will be required within European financial institutions. The proposed requirements, which are aimed at strengthening investor…
Algorithmics Signs up for First Derivatives’ Delta Reference Data Factory as its New Reference Data Engine
If further proof was needed of the importance of reference data management to the risk function, the news that risk management solution provider Algorithmics has decided to invest in a new core reference data engine should provide it. Algorithmics has signed up for First Derivatives’ Delta Reference Data Factory, which the vendor acquired along with…