Market data
Market data vendor of the year: ICE Data Services
Asia Risk Awards 2022
Risk applications and the cloud: boosting collaborations to strengthen risk management infrastructure
More of today's financial services organisations are choosing to move their financial risk management applications to the cloud.
The post-trade patch-up: revamping processes in volatile times
This Risk.net Rapid Read survey report, commissioned by ION, examines the effectiveness and efficiency of post-trade processes and services at financial firms, and assesses where change is most needed, and the barriers to change.
The economic impact of Covid on the US housing and mortgage market
Covid-19 has fundamentally reshaped consumer behaviour. Combined with drastic changes in federal government policy, the impact on financial markets will be long-lasting
Finding the investment management ‘one analytics view’
This report is essential reading for buy-side risk, investment and technology leaders looking to achieve a new level of analytical insight and drive a step-change in performance
Case study: Rabobank achieving strategic transformation with Murex MX.3
Crises throughout the last decades have led financial institutions to seek, devise and implement solutions to lower the cost of their operations, focus on their core businesses and speed up their go-to-market innovation
The landscape ahead for FX options desks: a Murex expert series
FX options desks face an increasingly complex and demanding context. The challenges they confront necessitate automation, digitisation, proper risk and lifecycle management and sophisticated, leading analytics
FRTB: a question of strategy for US banks
As pieces of the FRTB puzzle fall into place, the model methodology reshuffle raises new questions for US banks hoping to heed the lessons from their FRTB forerunners in Europe and beyond.
From ‘cottage industry’ to quant-ready: prop data at JP Morgan
Unique information now “table stakes” for brokers as they compete for new clients
EU considers delay to OTC derivatives tape
Member states raise prospect of delaying introduction of consolidated feed
Investment management: harnessing data insights to drive innovation
To prepare themselves for the future, firms must readily embrace AI, machine learning, and NLP-based solutions to achieve operational and strategic targets.
Reinventing regulatory reporting with intelligent innovations
Technology-led innovation to transform regulatory reporting solutions
Liquidity stress-testing using optimal portfolio liquidation
A methodology to derive liquidation costs and times in OTC markets is proposed
Market data management challenges: spend, usage and compliance
This exclusive white paper, based on a WatersTechnology survey, focuses on the financial and operational benefits firms stand to gain by managing their market data more accurately, transparently and automatically.
Vanna and the Big Put: unusual suspects in a market mystery
US equity reversal on January 24 has spawned many theories, but no solid answers
Indexed fixed income
An audiocast discussion about the evolution of indexation in fixed income markets
Leveraging data in e-FX trading
A white paper explaining how, in a world where electronic trading has infiltrated virtually every aspect of today’s FX market, having access to data and the means to interpret it are fundamental components of a successful e-FX strategy
Revisiting the challenge to delivering a status of operational resilience in financial markets through an integrated risk management approach
This e-book aims to present prevailing views from across industry professionals and consultants
New QuantTech platforms paving way for more effective trading operations
In this paper, Numerix’s chief product officer shares his expert take on QuantTech solutions
Data to anchor a new age of risk management
Today, modern enterprises must tackle unstructured data, semi-structured data and data with high variety, velocity and volume. But current data systems for compliance cannot perform the requisite advanced analytics that require scale
No fair: buy side takes on pricing problem in FX forwards
Interest in TCA is growing as new data sources offer glimpse into murky swaps and forwards market
EC aims for near-real-time consolidated tape
Exchanges say the plan is too ambitious and would trigger a latency arms race
Quant funds tackle chronic overfitting in crypto strategies
Firms adapt backtests and tread lightly to address “huge” overfitting risk, magnified by scarce data
A new metric for liquidity add-ons: easy as ADV, but better
Proposed measure allows brokers to calculate stable, stock-specific liquidity add-ons