JP Morgan
JP Morgan, Northern Trust Search For Data Quality
In an Inside Reference Data webcast, panelists shared the factors driving their work to improve upon data quality, and the obstacles affecting those efforts. Michael Shashoua reports
Client Reporting: The Road to Empowerment
Quarterly investment reports have long provided the sandwich filling between investment managers and their clients. Vendors have helped to automate the process, but Steve Dew-Jones considers how technology can take this process to the next level.
Building on Data Quality Foundations webcast
Inside Reference Data gathered leading industry experts for a webcast on April 17, 2013 to discuss how firms are dealing with new regulation and standards by improving data quality to better support data management for risk management purposes.
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
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.
Getting Ready To Meet The CICI Deadlines
Two important dates for adopting the US precursor to the legal entity identifier will soon be here. JP Morgan's Robin Doyle presents the steps firms need to take in response
Multi-Bank Group Aims for Client Enablement Standardization
A group of major sell-side institutions have launched a working group, the Trading Enablement Standardization Initiative (TESI), in order to facilitate client and trader enablement on electronic trading platforms.
Outsourcing: An Example from Marriage
Gone are the days when buy-side firms could choose an outsourcing service provider and then "leave them to it." Today, the process is much more like a marriage, with both parties in it for the long haul.
New Frontiers in March Towards Greater Pricing Transparency
Pricing vendors have made great changes to address their customers' demands for greater transparency into their evaluated prices, but there is no shortage of ideas for making prices even more user-friendly
US Banks to Support LME Self-Clearing Platform
The London Metal Exchange (LME) has announced that Citi, JPMorgan and Bank of America Merrill Lynch (BAML) will provide infrastructure to its LME Clear platform.
Evaluated Pricing Webcast: Examining The Perception Gap
During a webcast about evaluated pricing on March 13, industry representatives discussed how vendors are trying to improve confidence in their evaluated prices and help firms comply with new regulations by being more transparent about the data and…
Leveraging Identifiers and Systems
Inside Reference Data speaks to Robin Doyle, managing director, regulatory strategy and policy, at JPMorgan, about the implementation of legal entity identifier registration set to begin soon
LCH.Clearnet Selects New US CEO
David Weisbrod has been appointed as the new CEO of LCH.Clearnet's US subsidiary, the clearing group announced.
New 'Agora' Enables Shift in Quants' Roles
Flush with financial engineering knowledge as never before, firms are deploying quants to tackle new challenges. Tim Bourgaize Murray reports on a fresh discourse among them about technology—including communication, memory, and intuition—indicating a new…
Collateral Transformation's Influence on Optimization
Some people see collateral transformation and collateral optimization as equivalent solutions to the margin demands of central counterparties. In reality, they should not be considered different sides of the same coin.
Moscow Exchange Announces IPO
Moscow Exchange has announced the successful pricing of its initial public offering (IPO) in Moscow, which has been set at RUB 55 ($1.83) per share.
Optimize: The How and Who
Collateral optimization is a reality for a few institutions, an attainable goal for a few others, and a pipe dream for the rest. In the second part of his feature on optimization, Jake Thomases checks in on who is optimizing and who isn’t, and on what an…
Collateral Transformation's Influence on Optimization
Some people see collateral transformation and collateral optimization as equivalent solutions to the margin demands of central counterparties. In reality, they should not be considered different sides of the same coin.
Out With The Old, in With The New
Stories covering AIFMD, IFRS 13, phase-out of old data management processes, JP Morgan's data restructuring and possible open source LEI all point to key changes that have happened in the past month for the industry
Evaluating the Quality Chain
Is data management carrying out all the imperatives set by regulations intended to address risk issues? Michael Shashoua assesses the chain of cause and effect linking new rules with data quality and operational issues
FX Has a Place in Emerging Markets, Too
When most people think of trading in emerging markets, they think of equities first. Equities uses well-established procedures and technology and is therefore easiest to implement. In a webcast on foreign exchange (FX) technology, though, FX specialists…
Art and Science: Credit Valuation Challenge II
Although the technical requirements for calculating credit valuation adjustment can be significant, other factors also need to be considered in order for an efficient counterparty risk management operation to be established. The second part of this…
JP MorganReaps Benefits of Data Reorganization
Following the merger of back-office and front-office securities services units in July, the firm is consolidating its databases over the course of 2013