Axioma, a provider of enterprise risk management, portfolio management and regulatory reporting solutions, has added a new Canada equity risk model (AXCA4) to its next-generation Equity Factor Risk Model suite. The release builds on existing risk models, offering enhanced country-specific content to meet the risk-management needs of investors. The estimation universe for the Canada model contains over 440 stocks and ETFs, with coverage history from 1995. The enhanced data includes deep daily history and, for the first time, macro factors for residual gold and oil sensitivity.
A-Team Insight Briefs
The regulation clock is ticking. Financial firms, especially those subject to Phase I of implementation, are well aware of the impending April 2020 deadline for the Securities Financing Transactions Regulation. The question is, are they ready? Tactical, i.e painful, approaches to compliance won’t be good enough. A strategic plan of attack is necessary to combat...
Recent regulations, including MiFID II, have introduced highly prescriptive rules about the recording, storage and access requirements of voice and electronic communications relating to financial dealings. With all relevant telephone conversations and electronic communications now required to be recorded – including those which take place on mobile phones – surveillance technology is not only a...
Now in its 4th year, the RegTech Summit in NYC explores how the North American financial services industry can leverage technology to drive innovation, cut costs and support regulatory change.
Risk and regulatory imperatives are demanding access to the latest portfolio information, placing new pressures on the pricing and valuation function. And the front office increasingly wants up-to-date valuations of hard-to-price securities. These developments are driving a push toward on-demand evaluated pricing capabilities, with pricing teams seeking to provide access to valuations at higher frequency...