Premialab adopts CDM for QIS swap booking
Vendor selects open source data model to power expansion in growing systematic index market
Premialab, a provider of data and analytics on banks’ quantitative investment strategies (QIS), is vying to make the leap from ‘shop window’ to ‘one-stop shop’, where users can select, book and risk manage their trades in a single system – with a little help from the common domain model (CDM).
The Hong Kong-headquartered vendor currently offers performance statistics and risk management tools on thousands of systematic strategies built by 18 of the world’s largest banks. The new CDM-powered
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