Market data
Compliance preparations amid uncertain rules
A forum of industry leaders discusses how banks will define individual trading desks under FRTB, whether BCBS 239 compliance projects can help banks meet FRTB risk data challenges, which model validation obstacles banks still face and other key topics
Embracing the sea change to come with FRTB
Firms have until 2021 to implement FRTB, and those yet to begin compliance efforts risk putting themselves at a disadvantage. EY‘s financial services risk partners Shaun Abueita and Sonja Koerner explore the current level of readiness within the industry…
Ibor transition valuation and risk management considerations
The impending move from interbank offered rates to alternate reference rates will require important changes to many valuation and risk management processes and infrastructure. EY Financial Services’ Shankar Mukherjee, Michael Sheptin and John Boyle…
On the offensive – Seeking a new edge, buy-side invests in portfolio and risk analytics
A fast-moving, headstrong hedge fund – hit by rare losses after a black swan event touched on an overweight country exposure – ponders adding fresh quantitative expertise. Much to traders’ chagrin, the chief investment officer and chief operating officer…
Mifid data: hard to access, hard to use
Risk.net research shows four of 12 APAs and trading venues only provide information via other vendors
Regulator prepares crackdown on inaccessible Mifid data
UK regulator says approved publication arrangements not observing spirit of the rules
Mifid transparency has failed so far, say traders
Poor quality, inaccessible data and a lack of instruments covered undermine use case
Esma investigating Mifid trade data publishers
European regulator warns approved publication arrangements could be breaking the rules
Market players struggle to access Mifid trade-report data
Approved publication arrangements break the spirit of new transparency rules, says lawmaker
DTCC muscles in on FRTB data pooling race
Rival to Bloomberg and Markit offerings claims ability to squash banks’ NMRF exposure by 50%
Finding alpha in uncertain energy markets
Sponsored webinar: FIS
EC committed to providing clarity on supply and trade transparency rules, says DG Energy policy expert
Clarifications on two sets of data transparency rules for European energy markets are in the works, according to European Commission policy expert
G-20 affirms LEI mission as information industry demands more action
Data industry executives say national regulators must now champion the legal entity identifier project if risk management goals are to be met
Obstacles facing dealers' dream of a global OTC data repository
The database race
CESR sets standards for EU tape
EU body has yet to recommend that all trade execution and trade reporting venues adopt protocol
Vote in the 2010 Risk magazine technology rankings
Vote for the top vendor in a variety of risk management and derivatives trading technology categories.
FSA worried over excessive EU rules while firm on proportionate solution for hedge fund pay
UK regulator worried heavy handed rules will drive hedge funds out of Europe, depriving supervisors of information on their European activities
Bank of America Merrill Lynch’s data convergence initiative takes off
Aim is to provide clear and entitled connectivity for data throughout the organisation
HFT quote bombardment blamed for flash crash in May
High-frequency trading firms accused of attempting to overwhelm market infrastructure.
Industry remains divided over case for EU consolidated tape
EU proposals for fixing the market fragmentation that resulted from the implementation of MIFID has the industry concerned
BarCap expands data cost control tools
With an eye to keeping market data costs under control, following its acquisition of Lehman Brothers, Barclays Capital launches a new tool
Events force IEA to recalibrate oil assessment methods
The International Energy Agency says game changing events including sovereign debt issues, China’s oil demand and the BP Gulf of Mexico oil spill have forced it to revise the way it assesses oil markets
Obstacles in the UK power market
An uncertain landscape for the UK power market is discouraging the participation of smaller electricity companies and preventing the development of healthy liquidity levels, say experts. Katie Holliday investigates the market’s prospects