Pricing
Bloomberg offers auto-RFQ chat feed – but banks want a bigger prize
Traders hope for unfettered access to IB chat so they can build their own AI-enhanced trading tools
Deep equal risk pricing of illiquid derivatives with multiple hedging instruments
The authors propose the using equal risk pricing for market-consistent valuation of illiquid financial derivatives, transferring information in liquid hedging strategy prices into the price of the illiquid derivative.
Bilateral streaming relationships set to grow, say LPs
FX Markets Europe: More clients are embracing APIs to access bank liquidity directly
Dealers weighing response to FXGO’s fee plans
Spread compression means costs will likely have to be passed to clients, say banks
Currency derivatives house of the year: UBS
Risk Awards 2025: Access to wealth management client base helped Swiss bank to recycle volatility and provide accurate pricing for a range of FX structures
Pricing and reference data in the cloud: fuelling opportunity today
Financial services firms are increasingly moving pricing and reference data to the cloud to streamline operations, reduce risk and enhance data access. LSEG Data & Analytics explores how a cloud-based security master can transform data management,…
Forward thinking: banks adapt P&L markout tools for FX forwards
Dealers modify market impact measurement to get better handle on profitability – and client value
Pricing and trading system of the year: Murex
In contrast to previous years, trading activity in the Apac region is being driven increasingly more by local considerations, and this plays to Murex’s strengths: a technology vendor that offers in-depth market knowledge and extensive support across the…
Pricing and valuation systems 2024: market and vendor landscape
This Chartis report evaluates the comprehensive landscape of pricing and valuation systems, considering the unique demands of different financial assets, as well as their market dynamics and interdependencies and the technological architecture…
A hard exit threshold strategy for market-makers
A closed-form solution to derive optimal stop-loss and profit-taking levels is presented
Jane Street ups its game in FX market-making
High-frequency trading firm now streaming bilateral spot FX liquidity to clients
Recent volatility highlights tech’s vital role in fixed income pricing
MarketAxess’ Julien Alexandre discusses how cutting-edge technology is transforming pricing and execution in the fixed income market amid periodic bouts of volatility
Pricing share buy-backs: an alternative to optimal control
A new method applies optimised heuristic strategies to maximise share buy-back contracts’ value
Corporate ‘greenium’ reveals effect of ESG rules on returns
Analysis of sustainable products shows how SFDR has caused a shift in investor behaviour, writes economist
Model risk mitigation for pricing services: from the model owner’s lens
Financial markets rely heavily on quantitative models for decision-making, making effective model risk management crucial. Attika Raj, senior specialist, complex securities pricing at LSEG Data & Analytics, emphasises the importance of the first line of…
Rates markets rattled as tech outage hits broker pricing feeds
Dealers widened spreads and pulled live curves after TP Icap’s pricing feeds went offline
CP+ unveiled: accurate, real-time pricing for global credit and rates markets
Bond markets lack transparency, making it difficult for investors to value bonds and compare prices. This can lead to overpaying or missed opportunities.
CP+ unveiled: accurate, real-time pricing for global credit and rates markets
Bond markets lack transparency, making it difficult for investors to value bonds and compare prices. This can lead to overpaying or missed opportunities. CP+, a real-time pricing tool for bonds, addressees these challenges by offering data on more than…
FX automation plans focus on predictive analytics – panel
Panellists suggest banks could explore AI tools for foreign exchange pricing
Price sensitive: maximising value from IPV data and valuation control
A webinar assessing the changing demands of IPV and valuation control as part of a robust risk management strategy, and how banks can ensure data quality and compliance in the future
SpectrAxe fires up OTC FX options Clob
Go-live marks first electronic all-to-all venue for buy-siders trading the instruments