Refinitiv
Solving the SFTR data challenge
Europe’s new rules on securities financing transactions require firms to collect and report a mass of new data. This is a challenge, but also an opportunity
Regulatory compliance – A little proactivity goes a long way
Regulatory compliance has historically been viewed by the majority of capital markets participants as an unavoidable cost of doing business. Refinitiv explores why it may be time for firms to change their perspectives and approach various compliance…
Lessons from the past – The evolving importance of historical tick data (Part I)
A recent Risk.net webinar in association with Refinitiv examined the opportunities and challenges for using historical tick data in today’s volatile markets. Panellists outlined the variety of ways the industry is harnessing historical tick data, but…
Lessons from the past – Overcoming historical tick-data challenges with the cloud (Part II)
The panel at a recent Risk.net webinar in association with Refinitiv outlined some of these challenges, including the expense of data cleaning, maintenance and storage; access to relevant data; and dataset integration. They agreed that cloud-based…
Race to cash in on term Sonia is filled with twists
Pending merger and FCA’s effort to create synthetic Libor rates could sway outcome
Continued change and volatility impacting Solvency II reporting
The capital impacts of Covid-19 mean increased Solvency II monitoring and reporting challenges for insurers. This is occurring against a backdrop of continued regulatory change. Faced with the evolving challenges of Solvency II, Refinitiv highlights why…
Term SOFR rate still possible this year, benchmark firms say
Administrators target year-end benchmark trials despite low swaps liquidity
Short funds’ moment in the sun is over
DSB funds are in the red year-to-date after a spectacular performance through March
FX traders sound alarm on tagging ‘abuse’
Front running and tag refreshing concerns abound on semi-anonymous trading platforms
Lessons from the past – Utilising historical data and technology to assess market volatility
Financial services are increasingly looking at insights from historical data to improve their data-driven decision-making. From evaluating alternative datasets on the back of quantitative analysis and trading strategies, to risk management and compliance…
People moves: Brevan Howard risk head moves to Coremont unit, Pimco PMs, and more
Latest job changes across the industry
Extreme volatility – Rising to the fair valuations challenge
Capital markets firms of all sizes continue to grapple with the challenge of developing fair valuations for the illiquid and hard-to-value securities they hold. While this scenario isn’t likely to be resolved anytime soon, there are specialist providers…
Sonia term rate contenders tested by market mayhem
Regulator-proposed quote approach falters as dealers pull swap prices from screens
To model the real world, quants turn to synthetic data
Future financial models will be built using artificially generated data
Calculating fair valuations for securities – The underlying complexities of trading fixed income
While some things have changed significantly over the past two decades across the capital markets, others have ostensibly remained the same. Take, for example, the challenge facing capital markets firms when calculating fair valuations for the securities…
Fee fight: dealers take aim at brokerage costs
Old tensions have new edge as banks urge clients to bypass platforms
People moves: De Roeck quits Standard, BofA adds risk exec, and more
Latest job changes across the industry
Smarter trading in a fragmented world
FX Week recently hosted a webinar in partnership with Refinitiv to ask foreign exchange industry leaders to discuss geopolitical challenges, market changes and developments, and evolving technologies, and how they have shaped forex markets in Asia