Entries by Sara Verri

Paris Financial Information Summit 2012

I attended the Financial Information Summit event on Tuesday, organized in Paris by Inside Market Data and Inside Reference Data. Unsurprisingly, most of the topics discussed during the panels focused on reducing data costs, managing the vendor relationship strategically, LEI and building sound data management strategies. Here is a (very) brief summary of the key […]

Internal model approval, risk management and regulatory compliance

Achieving regulatory approval can be challenging if we consider that regulators are concerned about both the risk calculation methodology in place but also the quality, consistency and auditability of the data feeding the risk systems used for regulatory reporting. The data management project at LBBW (Landesbank Baden-Württemberg), for example, was initiated to support LBBW’s internal […]

MATLAB – The perfect read for the beach…

For those who are wondering what summer reading to take on holiday, we have just published our white paper "TimeScape and MATLAB", a pocket edition which outlines how TimeScape and MATLAB can be combined to provide enhanced data analysis and visualisation tools to financial organisations. Whilst swimming in the blue ocean, walking in the countryside […]

More formal management of instrument valuation needed

Xenomorph has today released its white paper “Instrument Valuation Management: management of derivative and fixed income valuations in a multi-asset, multi-model, multi-datasource and multi-timeframe environment”. The white paper expands on the “Rates, Curves and Surfaces – Golden Copy Management of Complex Datasets” white paper Xenomorph published recently (see earlier post) and describes how, despite the […]

Rates, curves and derived data management remains a neglected area following the crisis

Xenomorph has released its white paper 'Rates, Curves and Surfaces – Golden Copy Management of Complex Datasets'. The white paper describes how, despite the increasing interest in risk management and tighter regulations following the crisis, the management of complex datasets – such as prices, rates, curves and surfaces – remains an underrated issue in the […]

A French Slant on Valuation

Last Thursday, I went along to an event organized by the Club Finance Innovation on the topic of “Independent valuations for the buy-side: expectations, challenges and solutions”. The event was held at the Palais Brongniart in Paris, which, for those who don’t know (like me till Thursday), was built in the years 1807-1826 by the […]

How not to do marketing #1

I ran into this very funny post on the rebranding of Fortis into "ageas". Worth reading (and learning from it)! Also don't miss some of the comments posted for how other banks in the news could be renamed – join the debate and enter your suggestions too!  

Fund administrator or data distributor?

Just caught up with this article appeared on the A-Team website – Bloomberg is facing pressure from the industry with regards to users concerns about its initiative to make its codes freely available (see previous post Truly "Open" Bloomberg?). In the article, Max Woolfenden, managing director of FOW Tradedata, recognizes the potential of the BSYM website but […]

More CEP Events

Sybase have acquired Aleri according to Finextra. It was less than a year ago when the complex event processing (“CEP”) vendors Aleri and Coral8 announced their merger (see press release); there was also a big buzz when Sybase announced a CEP capability based on Coral8 and Streambase decided to offer an Amnesty Program for Aleri-Coral8 […]