Data Management
InfoReach Rolls Out Real-Time TCA Analysis
Tool will give buy-side firms and brokers access to a "second opinion" on the expected market impact of trades, officials say.
Sapient Launches System for DTCC Swaps Reporting
Technology provider Sapient Global Markets is now offering its Compliance Management and Reporting System to users of DTCC Swap Data Repository reporting in a move that will link different messaging formats
Pricing & Valuations special report
April 2013 - sponsored by: Interactive Data, Numerix, SIX Financial Information
IRD's Editor on Enthusiasm For New Data Sources
Inside Reference Data's April issue features extensive reporting on new sources and types of data that are catching on
Rising Enthusiasm for New Data Sources
Features in the April issue of Inside Reference Data find a common subtext of identifying new sources and types of data that are catching on
Finding Profits in the Back Office
Advancements in technology and automation have allowed hedge funds to cut costs and improve efficiencies. One potential area to look at in the back office is in the area of securities lending.
Bloomberg PolarLake Integrates Fitch Credit Rating Data
The managed enterprise data management service provider says it has integrated data from the unit of the ratings provider, which will save costs associated with onboarding, processing and managing data
Easing the Evaluated Prices Regulation Burden
During an Inside Reference Data webcast, panelists discussed the steps that have been taken to improve confidence in evaluated prices and what pricing vendors can do to ease the regulatory burden on their customers, writes Nicholas Hamilton
Getting a Grip On The Investment Book of Record
Accurate start-of-day positions are essential for the successful operation of the front office, but are not always immediately available. Nicholas Hamilton discovers how an investment book of record can be used to ensure portfolio managers and traders…
Wells Fargo Exec: Pricing Providers Are Segmenting
Wells Fargo’s fund services unit is adapting to a different landscape for pricing sources. Michael Shashoua hears from Daniel Johnson of Wells Fargo Global Fund Services about how the firm works with clients to best serve their price data requirements
Numerix, JPMorgan Eye Cross-Asset Application of Volatility Model
A new Unspanned Stochastic Local Volatility (USLV) model, an alternative to established Heath-Jarrow-Morton (HJM) methods for modeling options volatility, looks to build on pricing analytics for credit derivatives.