Data Management Insight Data The latest content from across the platform
Charles River Development Integrates IMS with Thomson Reuters’ Market Data System
Charles River Development has integrated its Investment Management System (IMS) with the Thomson Reuters Market Data System, including its real-time exchange, contributed and reference data. Charles River has integrated the data to provide its clients with seamless access to the Thomson Reuters offering and thus allow for greater flexibility and choice of data providers for…
Markit Appoints Ex-NewOak Capital Exec McPherson as MD of Structured Pricing Services
Markit has appointed ex-NewOak Capital executive, Neil McPherson, as a managing director in its New York office to manage and expand its structured finance pricing services. Prior to working for the New York-based asset management firm, McPherson was head of ABN Amro’s asset backed securities syndicate desk and managing director at Credit Suisse First Boston,…
Pendo Systems Develops OTTI Analysis Report for FASB Accounting Requirements
Accounting solutions vendor Pendo Systems has developed a new report aimed at assisting its clients in identifying investments that come under the other than temporary impairment (OTTI) classification, as specified by the Financial Standards Accounting Board (FASB). OTTI has been a hot topic over the last few months, as the FASB has been coerced by…
SciComp Releases SciFinance Version 5.0 with Added Functionality for OTC Derivatives Pricing
Derivatives valuations software vendor SciComp has released a new version of its flagship SciFinance pricing software solution, which it claims will help quantitative developers shorten model development time and create models with faster execution speeds. Version 5.0 of the software has been altered to reflect the new market conditions and new OTC derivatives, says Curt…
SIX Telekurs Provides Pricing Feed to ValueLink for PriceValidation Clients
ValueLink has selected SIX Telekurs’ Intraday Pricing Service (IPS) as a data provider for its PriceValidation solution. The vendor will cleanse the data from SIX Telekurs’ real-time Market Data Feed (MDF) against a number of feeds from different data suppliers and internal sources and provide it as an optional feed for its PriceValidation clients, explains…
FPL and FISD Sign Agreement to Work Together on Data Standards
FIX Protocol Limited (FPL) and the Software and Information Industry Association’s (SIIA) Financial Information Services Division (FISD) have signed an agreement to work together on improving the interoperability of data standards and increasing the industry’s adoption of STP. The statement of understanding formalises the relationship between the two non-profit organisations that has been ongoing for…
Vendors Scramble to Upgrade Solutions to Support ISDA’s US CDS Big Bang
Ahead of the introduction of the new credit default swap (CDS) standard protocol on 8 April, the vendor community has been busy upgrading their various solutions to meet the changes for pricing single name CDS contracts. To this end, financial analytics and valuations provider Fincad has updated its Fincad Analytics Suite 2009 for Excel to…
Interactive Data Launches New Weekend Pricing Service for Middle Eastern Exchanges
Interactive Data’s Pricing and Reference Data business has introduced a new weekend market close pricing service for 13 Middle Eastern and North African exchanges. The service, which is available via Interactive Data’s FTS securities administration tool, provides end of market prices for the exchanges in the region where trading occurs during weekends, explains Bob Cumberbatch,…
S&P Upgrades ABSXchange Platform for Loan Level Stress Testing and Portfolio Analytics
Standard & Poor’s structured finance platform, ABSXchange, has undergone a number of upgrades this month with a view to allowing users to conduct more robust analysis of their structured finance transactions. The platform, which the vendor bought in August 2007 and is part of its Fixed Income Risk Management Services (Firms) business line, now features…
Fincad Updates Analytics Suite 2009 for Excel to Support CDS Big Bang
Following the introduction of the new credit default swap (CDS) standard protocol last week, financial analytics and valuations provider Fincad has updated its Fincad Analytics Suite 2009 for Excel to support the new pricing models. Accordingly, the solution now includes a workbook that implements the International Swaps and Derivatives Association (ISDA) CDS model, says Bob…