Price, Value, Track: Data the Missing Link in Reformed Swaps Execution

Finding pricing data for illiquid products, value-at-risk (VaR) methodology, and standardization remain uncertain as swaps reform measures come into force toward the end of this year, according to panelists who spoke at the Inside Market Data Chicago conference last week.

The panelists, as well as audience members from a variety of firms, among them UBS Global Asset Management, say more exchange-like execution for swaps contracts will lead to a better breadth of information surrounding vanilla