Data Management Insight Pricing & Reference Data The latest content from across the platform

Axioma Enhances Canada Equity Risk Model

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…

EDI Adds Costs Basis Solution

Exchange Data International (EDI), a provider of corporate actions, pricing and reference data, has introduced Worldwide Equity Cost Basis, a service that enables users to track both a security’s cost basis, its evolution and its descendant’s cost basis and evolution up to the current date. The service is part of the company’s expansion into value…

DSB Industry Consultation Calls for Improved Data Quality and Cybersecurity

Following our recent report on the results of the Derivatives Service Bureau’s (DSB’s) first 2019 industry consultation the Bureau has today released the results of its second 2019 industry consultation. In line with the first 2019 report, the second shows ongoing industry interest in further analysis of DSB functionality with a view to the delivery…

Axioma Adds Upgraded UK Equity Risk Model

Axioma has added a new UK equity risk model (AXUK4) 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. AXUK4 delivers risk insights on over 6,000 UK Kingdom-listed securities, including REITs and ETFs. The updated model incorporates deep…

EDI Releases Point in Time Security Reference Feed

Exchange Data International (EDI), a provider of global security corporate actions, pricing and reference data services, has released a security reference file feed called PIT (Point In Time). The feed allows clients to track, at a listing level, changes to securities coding and other key security reference data points at any point in time. The…

Refinitiv Shareholders Agree Merger Deal with LSE, David Craig Remains CEO of Refinitiv

Following our review of the London Stock Exchange Group’s (LSEG) proposed acquisition of Refinitiv through a transaction valued at $27 billion, Refinitiv today announced that its shareholders have agreed definitive terms with LSEG on the acquisition. The approval of LSEG shareholders will be sought at a general meeting to be held before the end of…

A Strategic Approach to FRTB Compliance and Broader Risk Data Management

Data management for compliance with Fundamental Review of the Trading Book (FRTB) regulation has been acknowledged as a significant challenge, but it is not without hope as banks within scope consider how much data they have in-house and what must be sourced externally, build data management platforms to meet FRTB requirements for data consistency across…

DSB Reports Growing Industry Interest in Gaining Added Value from its ISIN Allocation Service

The results of the Derivatives Service Bureau’s (DSB) first industry consultation in 2019 show users of the bureau moving on from initial implementation issues around the DSB ISIN allocation and maintenance service, and expressing growing interest in efficiency and gaining added value from the service. The consultation, now in its third year, closed on June…

Dion Global Releases Corporate Actions Solution

Dion Global Solutions has released a corporate actions solution. Already live with two pilot customers, the solution is designed to make corporate actions processing cost effective for the smallest industry participants and scalable for the largest. It aims to decrease manual processing by increasing automation, and reduce risk by ensuring no event is missed or…

J.P. Morgan Partners StatPro to Deliver Portfolio Analytics for Asset Managers

StatPro is hoping to reach new heights through a strategic partnership with J.P. Morgan that will provide J.P. Morgan clients with access to StatPro’s Revolution portfolio analytics platform alongside the bank’s fixed income benchmark indices. The aim of the partnership, which has an initial five-year term, is to create a one-stop shop offering decision makers…