Intercontinental Exchange

Firms Eye Machine Learning for Liquidity Risk Models

Many US mutual funds are expected to rely on vendor tools to comply with the SEC’s rule that they establish a formal liquidity risk management program that includes classifying the liquidity of their investments. These tools have the potential to improve…

Beware the Commodity Swap Data Swamp

Data quality for over-the-counter commodity swaps reported to swap data repositories, as mandated by the Dodd–Frank Act, has worsened since reporting began more than four years ago, with some blaming the CFTC, while others blame resistance by the SDRs to…

ICE Acquires BAML Fixed Income Indexes

Following the London Stock Exchange’s acquisition of Citigroup’s fixed income indexes and analytics business, Intercontinental Exchange bolsters its fixed income assets with the acquisition of the Global Research Index Platform from Bank of America…

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