The value of real estate markets dwarfs other asset classes, but a lack of data has hindered its development. Part 1 of a 2-part series.
Quants are embracing the idea of ‘model-free’ pricing and deep hedging.
A look at some of the key "people moves" over the past week, including Asif Alam (pictured), who joins Crux Informatics.
A look at some of the key "people moves" from 6/29-7/2, including Andres Choussy (pictured), who recently joined Baton.
The Canadian bank has significantly improved the time it takes to run XVA calculations, and has big plans to further expand its XVA cloud GPU program.
License to list allows Aquis to challenge established players like LSE as it makes plans to introduce a “hybrid model” for trading.
Waters Europe: Data requirements are driving better data for consumption across the bank.
Anthony Malakian spent several weeks with RBC Capital Markets and OpenFin to see how desktop app interoperability works in motion.
WatersTechnology examines some of the disillusionment permeating the capital markets when it comes to blockchain.
Despite technological advancements, the onboarding process is still a slog. Banks and vendors are trying to change that.
The threat of high-frequency traders have forced banks to spend big on tech.
The CFTC's new chair could reopen the controversial algo-trading rules—if he gets time.
FpML has been a key enabler of automation in the derivatives industry, but its value could be further enhanced by providing value-added web services with open connectivity.
These new models sidestep Black-Scholes and could slash hedging costs for some derivatives by up to 80%.
ISDA's Common Domain Model (CDM. 2.0) aims to standarize regulatory reporting and bring greater automation to derivatives trading.
An on-the-ground look at China's growing bond market and the challenges that remain for foreign investors.
A failed ballot for a Bloomberg-backed identifier reveals the enormous consequences of industry tendencies toward complacency and cost-cutting.
Investments into blockchain have continued to grow despite the crypto winter and the downfall of ICOs. VC investors are banking on their belief that blockchain will ultimately offer transformation across many industries,.
The trading platform has snapped up a MIC code as it ponders whether the growing market segment needs a ParFX model.
The event specification module will allow for a common DAML library that references machine-executable trade lifecycle events.
OpenGamma looks to release more products in the next 18 months and expand in US and Asia.
If you want the definition of a circular argument, talk to anyone involved with clearing about resilience and recovery. But more pernicious risks remain unaddressed.
DTCC can now focus on expanding coverage of the MTU with the addition of leading dealers.
Questions of price discovery and centralized infrastructure point to an asset class that may have to lose its rebellious luster to become more widely accepted.