Pricing & Valuation
Numerix Expands Instrument Coverage for Derivatives Analytics
CrossAsset 10.1 will cover convertible bonds, calendar spread options, multi-curve pricing for swaps products, and power spread options.
Is The Pricing Right?
Pricing and valuations professionals are starting to advocate the value of spending to ensure transparency of data sourcing
Open Platform: Don’t Get ‘Owned’ By Data Ownership
The future of financial firms’ market data organizations will be defined by effective governance of external data and proprietary prices. But lack of standards and myriad disparate policies is creating opacity, confusion and potential liabilities, says…
Submitted For Their Approval
Financial firms are looking for more transparency from providers of pricing and valuations, particularly on sourcing of data. Michael Shashoua analyzes the factors influencing how data is obtained and managed
Max Bowie: When Competition Fails, Data Quality and Cost Suffer
In any healthy marketplace, the price of any service is always under pressure—if not from bodies that regulate fees, then from market forces and the price consumers are willing to pay. But with the Libor rate-fixing scandal raising questions over data…
Markit Adds Instruments, Currencies to OIS Pricing
Data vendor adds new functionalities to Portfolio Valuations service.
Markit Expands Options for Client OIS Discount Pricing
Vendor allows clients to choose pricing methodology and underlying currency for more accurate pricing
RVS Grows London Presence with Sykes Hire
Benchmark data provider hires ex-Markit Totem director Alistair Sykes
Banque Cantonale Neuchâteloise Goes with SunGard for FTP
Swiss bank uses vendor for funds transfer pricing and liquidity risk management.
Benchmark Aims to Bring Pricing Transparency to Corporate Bonds
Benchmark Solutions aims to provide independent, third-party pricing to firms building their own electronically executed corporate bond trading platforms.
Just When You Thought it Couldn't Get Worse
The banking sector implodes with spectacular efficiency this week.
FSA, CFTC Fine Barclays Almost $300M for LIBOR, EURIBOR Manipulation
Authorities impose fines for bank's attempts to abuse benchmark price-setting process