Data Management Insight Data The latest content from across the platform
Recorded Webinar: S&P Recorded Webinar: Confidence and Clarity – Understanding Valuation Risk
This recorded webinar will help you to understand how valuations and pricing have evolved over the last couple of years in the post-crisis environment. In this session, you will hear different perspectives on how market participants have been tackling the valuation risk challenge from Paul Sharkey of Northern Trust, James Dimech Debono of KPMG, and…
Pricing Partners Introduces Brazilian Swaps Pricing
Pricing Partners announced today that the Price-it solution has been upgraded to support Brazilian swap conventions. The BRL swap market uses indeed different convention from other swap markets. First of all, the year fraction between two dates is computed as the difference of business days between the two dates divided by 252. Secondly, the fixed…
Indexium Signs with Cadis
Cadis , the global EDM specialist, has been selected by Indexium, to streamline its data management process. Indexium, the Swiss-based startup firm will calculate and distribute all indices for the STOXX Ltd, SIX Swiss Exchange and Deutsche Börse Group. After a successful Proof of Concept (PoC), Cadis is enabling Indexium to create new data feeds,…
Unifying Data for the End-User
The data that traders, researchers and risk managers need is often located across many systems. While ETL, middle-ware and traditional golden copy approaches are useful for data management, they don’t provide the business user with an easy way of analyzing this distributed data, says Xenomorph in its new white paper “TimeScape Data Unification”. A key…
Broadridge Canada Announces Enhanced Smart Securities Offering
Broadridge Financial Solutions, today announced the release of an enhanced version of its Smart Securities offering in Canada, which will now include New Issue Document Fulfillment. New Issue Document Fulfillment is a solution for the communication and delivery of transaction confirmations and required compliance documents to investors who have purchased new issue equity and fixed…
Robeco Completes Installation of Multifonds Fund Accounting System
Robeco, a pure-play asset manager with an active investment style has gone live with Multifonds Fund Accounting system to support its fast and efficient growth into new markets. Robeco needed a fund accounting product that provided a high degree of flexibility and a quick time to market in terms of setting up new products, coupled…
Virginie’s Blog – Never a Dull Moment
Summer used to be a quiet month or two for news. Not so this year (or even the last few years perhaps). What with the M&A rumour mill on overdrive, restructuring and musical chairs within the vendor community, endless regulatory toing and froing, and the recent announcement that the UK is potentially opting out of…
IOSCO Technology Focused Report Highlights Post-trade Data Fragmentation, Timeliness Issues
Although it is largely focused on the impact of front office technology and developments such as high frequency trading, the International Organisation of Securities Commissions’ (IOSCO) recent consultation report also highlights the need for greater timeliness and transparency into post-trade data. Referencing its recent report on dark liquidity, IOSCO notes that market fragmentation across new…
Pricing Partners Introduces CVA, DVA and Bilateral CVA Computation in its Derivatives Pricing Analytics
Pricing Partners announced today that Price-it library can compute CVA, DVA and bilateral CVA for all payoff based trades. Credit Value Adjustment (CVA) represents the additional cost to account for the possibility of the counterparty’s default, which is computed as the difference between the risk free market value and the one where the counterparty could…
The AIFMD in Focus: Valuations and Data Reporting Requirements Incoming
The controversial Alternative Investment Fund Managers Directive (AIFMD), which was first proposed in 2009, was published last month and is due to come into force over the next couple of years, includes key data related requirements such as increased transparency into valuations and new fund registration processes. A-Team Insight examines the latest and final version…