Pricing & Valuation
Numerix's LiquidAsset to Cover Municipal Derivatives
The valuations analytics provider says its solution, LiquidAsset 2.1, will now be able to support vanilla and basis muni swaps, swaptions, swap and bond curves, fixed rate muni bonds, and muni variable rate demand obligations (VRDO).
BlackRock, Thomson Reuters to Provide Fixed-Income Analytics for Buy Side
Investment management firm BlackRock and data vendor Thomson Reuters will partner to create a distributed fixed-income derived analytics set through BlackRock Solutions (BRS), the firm's solutions provision arm.
Insights Into Prices
During an Inside Reference Data webcast on September 11, 2012 about prices and valuations, industry experts explained the changes they are making to achieve new levels of transparency and how industry developments are impacting them, writes Nicholas…
Price, Value, Track: Data the Missing Link in Reformed Swaps Execution
The industry is rapidly confronting swap execution facilities (SEFs), but initiatives surrounding lesser-traded contracts and standardization are required to bring to the swaps market true transparency.
Markit Debuts Equities Fair Value Pricing
Equities coverage expands existing fixed income pricing service
SIX's Blance Discusses Changes In The Evaluations Business
Nicholas Hamilton speaks to SIX Financial Information's Ian Blance about developments in the evaluations business at the European Financial Information Summit in London
Pricing & Valuations: Mitigating Risk Webcast
Inside Reference Data gathered leading industry experts for a webcast on September 11, 2012 to discuss how firms are reviewing pricing strategies due to growing pressure from regulators to mitigate risk
Quants' Conundrum: Funding Valuation Adjustment Comes Into Its Own
While firms, regulators, and academics continue to debate a suitable role for FVA, technologists and quants are forging ahead with implementations.
Markit EDM Platform Underpins Friends Life’s Growth Strategy
Friends Life Investments, the London-based, recently established asset management arm of the Friends Life Group, which launched in July this year with approximately £6 billion under management, is live on the Markit Enterprise Data Management (EDM)…
Transparent Demands
Data management strategies and provider choices are a prime concern for firms trying to achieve transparency in their pricing data, at regulators’ urging. Michael Shashoua looks for where the work will need to occur in the industry
SIX Evaluated Pricing Service Promises Proactivity on Transparency
The company's new Evaluated Pricing Service includes a web tool that provides access to day-to-day inputs, assumption data and some core data that goes into its valuation process so clients don't need to approach the vendor for the information
Six Launches Evaluated Pricing Service
Updates to EPS include dedicated support teams and new instrument coverage.