NZFMA Taps Bloomberg’s B-Pipe Feed for Rates Pricing
New Zealand’s institutional banking association will have access to market data from B-Pipe without having to rely on prices submitted by bank panels.
The data from B-Pipe will be used to calculate prices for a range of tradable financial instruments, such as New Zealand government bonds, New Zealand swap closes, New Zealand bills/Libor; New Zealand OIS close and New Zealand credit markets. Bloomberg will also provide calculated spread data for fixed-rate credit bonds, and discount margins for floating-rate notes to promote consistency of data for market participants marking end-of-day positions.
The decision to use an independent third-party
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Waters Wavelength
Waters Wavelength Podcast Episode 87: Disaster Recovery & Initial Margin Rules
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.
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