The watchdog will set out a new stance on ML-based capital models at a time of conflicting guidance from other supervisors.
Anthony examines a proposed protocol in Europe that would help keep liquidity flowing if there’s a major exchange outage. He also discusses innovation in the realm of ESG, and Esma’s new data analytics platform.
Lender joins other banks in translating physical and transition threats into controls framework
The asset manager's quant research arm, QED, has published a framework for valuing companies in industries like cement or steel that transition to more sustainable tech.
The consultancy will provide on-demand tooling for analyzing data collected from Data Reporting Service Providers.
The data management firm is undergoing a multi-year program to unravel its surveillance business, as it looks to throw its weight behind its flagship data offerings.
The exchange group has completed the multi-year program aimed at standardizing data capture and message delivery using the ISO format.
Data gaps and potential biases must be accounted for in approaches to tackling money laundering.
In the absence of a consolidated tape for debt securities in the EU, vendors with different approaches to distributing fixed-income market data are emerging.
Retiring Oats is a milestone on the long and winding road to Cat implementation, but the SEC must make some major decisions in a very short timeframe before the Cat journey is over.
Commission official says beta version ready for testing in 2023 will also include equities, bonds and ETFs
Community group that includes JP Morgan, Deutsche Bank, Amazon, and the CME plans to showcase over a year’s worth of work in a bid to drive broader adoption of the digital rights language.
Dealers say the agencies’ request for info could prompt new rules that stifle model innovation.
Finra has told firms to stop reporting trades to the Oats tape from September 1, as the SEC's Cat becomes the definitive audit trail for US securities markets activity.
Government push to overhaul satellite technology could improve time-stamping accuracy for trading firms—and for regulators.
The bank is developing solutions to help internal teams understand compliant usage and entitlements.
A transatlantic group of researchers has examined a treasure trove of market data to see whether or not high-frequency trading is a necessary component of today’s market structure. The answer is largely ‘yes,’ but with caveats.
As buy-side firms strive to stand out in a maturing ESG-driven market, they will look for data in areas where coverage is still poor.
The asset manager’s CIO for Europe aims to centralize responsibilities from its UK and EU offices for how its business in the region manages data and develops new investment products.
Socially responsible investors are putting their money where their mouth is—in ever-increasing amounts. With insatiable demand for new datasets and analytics to support these strategies, it’s not surprising that every data vendor wants a slice of the ESG…
As efforts continue to shorten the settlement cycle for US securities to T+1, market participants in Asia worry about the potential implications.
The regulator is ditching its legacy architecture to cope with massive volumes of reported data and new supervisory responsibilities.
Lawmakers have signaled a readiness to act as finance chiefs warn of heightened cyber risks.
Wei-Shen and Tony discuss the trade-offs between privacy and remote working and some of the concerns app interoperability could bring about.