The leading knowledge platform for the financial technology industry
The leading knowledge platform for the financial technology industry

A-Team Insight Blogs

Pricing Partners Speeds up the Computation of the Livret A in its Inflation Derivatives Module

Pricing Partners announced today that it has improved the computation speed of the Livret A in the inflation module of its derivatives pricing analytics and has extended the number of possibilities to compute the French inflation index.

Following a review of the Livret A computation, Pricing Partners has upgraded the computation method to support the old non conventional formula based on the average of the inflation rate and the average of the 3M Euribor. Pricing Partners has also included various caching data to speed up the computation of the Livret A rate when doing the maximum between the average of the Eonia, Euribor and inflation rate and the inflation rate plus 25 bps. This announcement comes at the right time as the Livret A rate is expected to increase to 2.5% as early as 1 August 2011 due to increased inflation pressures.

Eric Benhamou, CEO of Pricing Partners, comments: “With the growing concern on inflation and the probable increase of the French inflation rate Livret A, our end-users are increasingly demanding on the speed and quality of our inflation derivatives analytics. With this new upgrade, we are providing our clients with accurate and fast analytics to be able to deliver substantial added value when pricing inflation products.”

Related content

WEBINAR

Recorded Webinar: Evolution of data management for the buy-side 2021

The buy-side faced a barrage of regulation in 2020 and is now under pressure to make post-Brexit adjustments and complete LIBOR transition by the end of 2021. To ensure compliance and ease the burden of in-house data management, many firms turned to outsourcing and managed services. But there is more to come, as buy-side firms...

BLOG

DANIE Consortium Uses Game Changing Privacy Enhancing Technology to Improve Client Reference Data Quality

The DANIE consortium set up to help financial institutions improve the quality of their client reference data by benchmarking data with peers without revealing data sources and with encryption, is calling for banks to confirm places in its 2021 community by 18th December 2020. You can find out more and sign up by contacting community@danie.tech....

EVENT

Data Management Summit USA Virtual

Now in its 11th year, the Data Management Summit USA Virtual explores the shift to the new world where data is redefining the operating model and firms are seeking to unlock value via data transformation projects for enterprise gain and competitive edge.

GUIDE

Regulatory Data Handbook 2018/2019 – Sixth Edition

In a testament to the enduring popularity of the A-Team Regulatory Data Handbook, we are delighted to publish a sixth edition for 2018-19 of our comprehensive guide to all the regulations and rules that might impact data and data management at your institution. As in previous editions of the Regulatory Data Handbook, we have updated...