Evaluated pricing services for fixed-income securities have evolved over the years to incorporate the growth in credit derivative markets. Inside Market Data spoke to Ian Blance, vice president of evaluation services for FT Interactive Data, about the drivers for change in evaluated pricing.
IMD: Has FTID's methodology for evaluated pricing changed over the last few years?
Blance: The biggest change in our methodology… has been the incorporation of credit default swaps (CDSs) into the pricing
James talks about his trip to Chicago and some of the interesting topics that came up (including a look at disaster recovery demands). Then Anthony and James touch on ISDA's initial margin rules, with Phase 3 going live next year.Subscribe to Weekly Wrap emails