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Systemic Risk Regulator Should Resemble the CRO Function and Data Utility is Likely to be Too Costly
The 22 respondents to the Securities Industry and Financial Markets Association’s recent survey (Sifma) believe that regardless of the exact structure of the systemic risk regulator, its roles and responsibilities for the overall markets should reflect those of a firm’s chief risk officer (CRO). The Sifma member firms, regulators, clearing counterparties (CCPs) and exchanges involved…
JWG’s MiFID League Table Includes Four Main Reference Data Considerations
As previously noted by Reference Data Review, the current review of MiFID encompasses a whole host of reference data issues, which think tank JWG has handily included in its recently updated MiFID league table. The four main reference data changes comprise the new requirements for counterparty and client identifiers, the extension of post-trade data requirements, changes to…
Post-Trade Data Quality has Deteriorated Since MiFID But Are Current Proposals Enough for Instrument Identification, Asks FISD’s Davin
The market fragmentation that has been a major by-product of the introduction of MiFID has resulted in a number of serious data related issues in the OTC space in particular, said Tom Davin, managing director of the Washington-based Financial Information Services Division (FISD) of the Software & Information Industry Association (SIIA), at the recent MiFID…
Exchange Pulse Goes Live with SunGard’s MarketMap to Provide Real-Time, Global Pricing Data
Exchange Pulse, a Web-based source for prices, news and information for the sustainability industry, is using SunGard’s MarketMap (formerly Fame) to provide real-time U.S. and European commodity, currency and equity pricing data to Exchange Pulse’s brokers and individual traders via the company’s Web site. Exchange Pulse needed a global, real-time data solution that offered the…
JWG’s Di Giammarino Talks up Data Practicalities of Risk and Regulatory Onslaught
The long list of incoming regulations, especially those that will require the reinvention the risk management wheel, have thrown into the spotlight the need for firms to get a better handle on their operational risk, said PJ Di Giammarino, CEO of think tank JWG at the recent Thomson Reuters pricing event in London. Reiterating his…
ABSXchange Loan Analytics Platform Announces 11 New Clients
ABSXchange, Standard & Poor’s platform for structured finance and whole loan analytics, is pleased to announce it has won a number of new contracts with a series of large financial institutions in Europe. Standard Chartered, Natixis, Amias Berman, Bayern LB, Monte dei Paschi di Siena, Harbourmaster, Delta Lloyd, BPV, ESAF, Swiss & Global AM and…
Resilient Pricing Benchmarks are Needed for Europe, Agree Thomson Reuters Panellists
In light of the current high market volatility, Europe is in need of resilient pricing benchmarks in order to more accurately model instrument pricing, especially for those at the complex end of the spectrum, agreed panellists at Thomson Reuters’ Global Pricing Forum in London last week. The push towards providing greater transparency around prices from…
Issuance of ISINs for Loans is a Step in the Right Direction, Says DTCC’s Lewis
This year has seen the issuance of the first set of ISINs for the loans market and Mathew Keshav Lewis, vice president of the Depository Trust & Clearing Corporation’s (DTCC) LoanServ business, reckons this is a great start to introducing further data standardisation in this particularly slow moving corner of the market. Of course, there…
FactSet Research Systems Reports Results for the Third Quarter of Fiscal 2010
FactSet Research Systems, a provider of integrated financial information and analytical applications to the global investment community, today announced its results for the third quarter of fiscal 2010. For the quarter ended May 31, 2010, revenues were $160.3 million, up 4% compared to the prior year. Operating income for the third quarter increased to $55.7…
Quantifi Develops Cutting-Edge Credit Valuation Adjustment and Counterparty Risk Solutions
Quantifi, a provider of analytics, trading and risk management solutions for the global capital markets, today announced the release of two groundbreaking new products Quantifi CVA (Credit Valuation Adjustment) and Quantifi Counterparty Risk – currently in beta testing with a select few clients. Rohan Douglas, CEO at Quantifi, commented, “We are very excited to be…