A-Team Insight Blogs The latest content from across the platform
SuperDerivatives Launches Online Revaluation Investigation Tool
A pioneering tool for accurately valuing over-the-counter (OTC) and exchange-traded derivatives was launched today to hundreds of fund managers at the industry’s key annual conference in Monaco. SuperDerivatives (SD), the derivatives benchmark, announced the launch of its Revaluation Investigation and Analysis system (RIAS) to validate valuations for complex and vanilla derivatives in all asset classes,…
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…
Engineering Approach to Data Management Challenges of New Regulation is Best, Says HSBC’s Johnson
The deluge of regulatory change that is facing the data management community is best tackled by adopting an engineering approach, according to Chris Johnson, head of product management, market data services at HSBC Securities Services. Speaking at a recent Thomson Reuters pricing event as a data management representative rather than on behalf of HSBC, Johnson…
FRSGlobal’s Brammertz Propounds Risk Management Benefits of the US Office of Financial Research
The plans for the establishment of a US-based reference data utility in the guise of the Office of Financial Research continues to make its way through the US political system and it seems that many of those from the risk management world feel it will make a difference for the better. The Professional Risk Managers’…
Leading Asset Manager in Japan Relies on SIX Telekurs for NAV Calculation
Finselect, the evaluation price service for the daily evaluation of securities which comply with the former Japanese Pension Fund Association’s guidelines, now has an additional module Finselect MF, which specifically targets the pricing needs of the Japanese investment trust industry. With Nikko Asset Management Co Ltd, SIX Telekurs has gained one of the largest Japanese…
US FCIC Criticises State of Goldman’s Slow Production of Incomplete and Inaccurate CDO and Customer Data
Following the damning evidence provided by the Lehman examiner report earlier this year, proof yet again of the poor state of the industry’s data management systems comes this month from the US Financial Crisis Inquiry Commission’s (FCIC) recent dealings with Goldman Sachs. The regulatory body, which was established in May last year to examine the…
Global Securities Regulators Adopt New Principles and Increase Focus on Systemic Risk
The International Organisation of Securities Commissions (IOSCO) has published its revised Objectives and Principles of Securities Regulation (Principles) to incorporate eight new principles, based on the lessons learned from the recent financial crisis and subsequent changes in the regulatory environment, which are designed to strengthen the global regulatory system against future crises. The eight new…
RiskMetrics’ Acerbi Talks up Development of Mark to Liquidity Modelling
Mark to market may be top of the regulatory and industry agenda at the moment, but according to RiskMetrics researcher Carlo Acerbi, mark to liquidity could well be the next big thing in the risk management world. Speaking at Thomson Reuters’ recent Global Pricing Forum in London, Acerbi elaborated on the development of a model…
LakeFront Data’s Richards Joins First Derivatives as President of its US Operations
Earlier this year, First Derivatives bought Reference Data Factory (RDF) for around US$10 million and Dale Richards, CEO of LakeFront Data Ventures and board member of RDF, joined the advisory board of the market data and risk management focused solution provider. Richards, who has since taken a back seat at his own start-up LakeFront Data…
QuIC Appoints Calvert as Chief Technology Officer
QuIC Financial Technologies, a risk management, pricing and analytic solutions provider, today announced the appointment of industry veteran Simon Calvert to the position of chief technology officer. In this position, Calvert will play a leading role in driving QuIC’s technology vision and reinforcing its reputation as an innovator in the industry during the next phase…