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ISDA and S&P Indices to Co-brand S&P Credit Default Swap Indices
The International Swaps and Derivatives Association, Inc. (ISDA) and S&P Indices announced today that they will co-brand S&P’s existing Credit Default Swap (CDS) Indices as S&P/ISDA CDS Indices. The S&P/ISDA CDS Indices seek to reflect the credit default swap market for U.S. corporate credits and increase transparency for market participants. “We are very pleased to…
Virginie’s Blog – Things Keeping the Industry Awake at Night (About the LEI)
Standards are tricky beasts, they may be developed for one purpose and misused, and they are also often appropriated for purposes for which they were not initially intended. So choosing the right standard for something as important as legal entity identification (LEI) is obviously not a decision to be taken lightly and it is one…
Performance Benchmarking 2011: Valuations in North American Buy-Side Institutions
Bloomberg swept the board in A-Team Group’s Performance Benchmarking survey of North American valuations services for the buy side. The report – sponsored by SIX Telekurs and Standard & Poor’s and available for free download below – surveyed buy-side managers on key trends, budgets and experiences with vendor services.Bloomberg’s valuations services were ranked No. 1 in the…
S&P VRS Adds New Credit Risk Model to Credit Health Panel
S&P Valuation and Risk Strategies today announced the availability of a new credit risk model that provides relative credit assessments for rated and unrated public companies, incorporating enhanced operational, solvency and liquidity measures. This new model achieves improved ranking accuracy and enhanced overall performance through methodology enhancements. The enhanced model is available for use within…
Virginie’s Blog – Index Data Under the Microscope
It seems that all aspects of the data underlying decision making within the financial services community are under the microscope at the moment and last week’s FISD issue brief highlighted that index and benchmark data is no exception. Panellists including representatives from the whole range of participants in the index and benchmark community noted that…
EDI and the Commodities Research Bureau Team up to Deliver the Best Quality Commodity Pricing Data
Exchange Data International (EDI), a well established provider of Securities Corporate Actions and Reference Data, today announced a new commodity pricing service in collaboration with the Commodities Research Bureau (CRB), the world’s leading commodity and futures research, data and analysis firm since 1934. With this partnership, EDI is now able to offer its clients comprehensive…
BBA Calls for Accountability and Strong Governance as New Regulators Take Shape
The new UK financial regulators currently being created need to be supported by strong systems of governance and accountability, the British Bankers’ Association has told HM Treasury. In its response to the latest Treasury consultation on regulatory reform, the BBA supported the new focus on supervising individual firms while also monitoring risk in the economy,…
Algorithmics Enhances Solvency II Standard Formula Reporting
Algorithmics, the leading provider of risk solutions, today announced enhancements to its Solvency II Standard Formula reporting capabilities with the launch of a new web-based Standard Formula reporting product: Algo Audit and Compliance. The product is designed to address Pillars 2 and 3 of Solvency II which require insurance firms conducting business in Europe to…
Interactive Data Survey Highlights Importance of Fair Value Practices During Volatile Markets
Interactive Data Corporation, a leading provider of independent pricing and valuation services, today announced key findings from its recent survey of mutual fund firms on fair value procedures for international equities. The survey findings revealed that using “triggers” to invoke fair value procedures continues to be a common practice for mutual funds. These triggers may…
Fitch Solutions Launches Global CDS Indices
Fitch Solutions, a division of the Fitch Group, has today launched a new family of global CDS indices – including 15 regional sovereign indices, over 40 industry level corporate indices and a further 70 sub-sector corporate indices – which are designed to provide portfolio and risk managers with a comprehensive insight into the direction of…