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Pricing Partners Offers New Methods to Generate Large Volatility Surface for Thomson Reuters Market Data Users
Pricing Partners, the world leader in OTC derivatives pricing analytics, mathematical models and independent valuations, announced today that its award winning Price-it has been upgraded to provide analytical tools to compute large volatility surfaces from option data provided by Thomson Reuters 3000 Xtra or Eikon solution. Indeed, one of the difficulties when pricing structured products…
Moscow Based Bank Implements Quantifi XL for OTC Pricing and Analytics
VTB Capital, the investment banking business of Moscow based VTB Group, has implemented Quantifi’s OTC analytics, pricing and portfolio valuation solution to support its recently established credit derivatives and hybrids trading desks, and to reduce risk. The client and supplier started talking early this year after a Quantifi user from another financial institution joined VTB…
Andrew’s Blog – The Hard Slog That Is Valuations
Great session on transparency in OTC securities at Andaz this week at a breakfast hosted by Interactive Data and featuring a practitioner panel moderated by our own Angela Wilbraham. It’s always refreshing to hear a frank exchange of views, and the panel – including BNP Paribas’ Peter Nowell and HSBC’s Chris Johnson – gave an…
Patrick Williamon Joins XSP as Quality Assurance Manager
XSP, the global leader in automated end-to-end Corporate Actions solutions, today announced that Patrick Williamon has joined the Company as a Quality Assurance Manager. This appointment has been further supported by new hires within its Quality Assurance and Development teams. Williamon joins XSP as the Quality Assurance Manager, responsible for running the day-to-day operation of…
Markit Boosts Index Business Scalability with XSP CA Platform Upgrade
Markit’s renewal and extension of its corporate actions processing platform deal with XSP will allow it to expand its operations to serve more customers and make more calculations while maintaining accuracy and timeliness. As part of the renewal, Markit has added XSP’s Headline Indices functionality to the XSP v5 platform it operates in-house. According to…
And the Winner Is….
It’s that time of the year again. No, not that time. It’s time for A-Team’s Valuations in European Buy-Side Institutions Performance Benchmarking survey! Now in its second year, our benchmarking survey is the industry’s opportunity to have its say on the performance of its suppliers. We recently published the results of the North American version…
MoneyMate’s Smyth Elaborates Further on the M&G Investments’ Implementation
M&G Investments first looked at establishing a new product master data solution for its 50-odd retail funds back in the summer of 2009 and, after a detailed and in-depth couple of years of background research and planning, it has finally rolled out the first phase of buy side data management specialist vendor MoneyMate’s DataManager solution….
HSBC’s Johnson Highlights the Deep Data Content Requirements of Solvency II
Although Solvency II may at first appear to be an insurance only focused regulation, the asset management and asset servicing communities are having to prepare for some fairly onerous deep data requirements coming their way by way of their insurance clients, warned Chris Johnson, head of product management for market data services at HSBC Securities…
Credit Suisse Appoints David Murray as Senior Advisor, Australia
Credit Suisse today announced that David Murray, Chair of the Future Fund Board of Guardians and the International Forum of Sovereign Wealth Funds, is joining the global financial services company as a Senior Advisor based in Australia. In his new role, Mr. Murray will provide Credit Suisse’s corporate, institutional and private clients in Australia and…
Virginie’s Blog – Does CGS and EC’s Agreement Cut the Mustard?
After last week’s heated industry discussions on the subject of data vendor licenses and IP rights (see commentary on which here), the announcement this week that the final Is have been dotted and Ts crossed on the agreement between Cusip Global Services (CGS) and the European Commission may come as something of a disappointment for…