Thomson Reuters has rolled out enhancements within its pricing service covering several complex securities. The services are designed to increase transparency into the evaluation of these securities, according to Jayme Fagas, head of evaluated pricing at the company.
The securities covered include residential mortgage-backed securities (RMBS), asset-backed securities (ABS) and collateralized loan obligations (CLOs).
The enhancements include implementation of two new cashflow models provided by Moo
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