Market access
A fireside chat with Regnology's Linda Middleditch
Linda Middleditch, chief product officer of Regnology, sits down with Victor Anderson and looks back at what has been a productive year for the RegTech specialist.
Managing the FX challenge for T+1
As firms prepare for T+1 in May 2024, DTCC’s Val Wotton says they should also consider the complexities for cross-border trades.
Operational resilience using the cloud
This webinar focuses on the business and operational benefits to firms on the back of their cloud strategies, across an industry that is often unforgiving to those not able to guarantee 100% uptime, operational robustness and competitiveness
Post-trade processing via NYFIX matching
A case study underscoring how a global asset management firm successfully addressed post-trade processing challenges by adopting NYFIX Matching from Broadridge.
The move to T+1: This time is different
This whitepaper, created by Broadridge, focuses on leveraging robotic process automation and AI to ensure a smooth transition from T+2 to T+1 settlement.
Tick History – Query: Looking back to the future
The advantages of cloud-based services is well documented, from reduced upfront and ongoing operating and infrastructure costs to improved time-to-market for new services and datasets. Here, Tim Anderson, LSEG explains how the benefits of the service…
One day, all data will be delivered this way
It wasn’t long ago that, for large numbers of capital markets firms, the de facto data consumption model was DIY, or a do-it-yourself proposition, due to the scarcity of relevant managed data services on the market. Now, firms on both sides of the…
Navigating the adoption of generative AI
This whitepaper, created by Xoriant, focuses on generative artificial intelligence (AI) and its potential to transform the way financial services firms operate, make business decisions and innovate.
T+1: Complacency before the storm?
This paper, created by WatersTechnology in association with Gresham Technologies, outlines what the move to T+1 (next-day settlement) of broker/dealer-executed trades in the US and Canadian markets means for buy-side and sell-side firms
Shining a light on fixed income
Fixed income as an asset class has presented the market with several challenges due to the OTC model by which the bulk of securities are traded
Increasing securities settlement successes with unique transaction identifiers
Major improvements have been made to the securities services operating model over the past decade, but inefficiencies in trade settlement processes remain, leading to thinning margins and longer settlement cycles. Key to addressing these challenges is…
Crypto: Too important to ignore
This WatersTechnology Rapid read survey report examines the crypto finance priorities of institutional investors, how far along they are on their crypto journeys, the challenges in entering and participating in this market, and what they value most when…
ASX, SGX earnings driven by diversified revenue
After the Chess disaster, ASX focuses on rebuilding confidence, while SGX continues investing in its derivatives business. Meanwhile, HKEx mulls data play.
Shall we compare thee to a multilateral trading venue?
As regulators confirm that perimeter guidance applies to tech firms, the focus shifts to enforcement.
IMD & IRD Awards 2023 winner's interview: MarketAxess
MarketAxess won the best AI/machine learning data initiative in this year’s Inside Market Data & Inside Reference Data Awards, thanks to its CP+ bond pricing engine.
IMD & IRD Awards 2023 winner's interview: Opensee
Opensee won the best risk data aggregation initiative in the annual IMD & IRD Awards for the second consecutive year, thanks to its Opensee Enterprise offering.
Fenics Market Data’s secret source
The ability of capital markets practitioners to make judicious business and investment decisions is directly determined by the quality of data underpinning those decisions. Fenics Market Data’s Rich Winter discusses the benefits of sourcing data from…
No big boost to UK dark trading after Brexit
Expected explosion in hidden equity liquidity has failed to materialize
Automating collateral management processes crucial for T+1 move
The reduction of settlement times from T+2 to T+1 for many US securities is likely to impact firms’ collateral management processes when it comes into force at the end of May 2024.
T+1: Cash and liquidity management functions impacted
The reduction of settlement times from T+2 to T+1 for many US securities, set to come into force at the end of May 2024, is likely to impact a number of business processes across the sell side. Nadeem Shamim, head of cash and liquidity management at…
A Fireside Chat with FactSet's Jason Pangretic and Maurice Iragorri
Jason Pangretic and Maurice Iragorri discuss data and analytics, the critical role EMSs play across the buy side, and system integration and interoperability.
Waters Wavelength Podcast: Episode 262 (Previewing Nafis)
Wei-Shen and Tony take a look at what’s to come at the North American Financial Information Summit (Nafis).