Insights

Bitcoin Financialization Part 2

Bitcoin Financialization (Part 2) – The Many Stages of Bitcoin

Since its creation, Bitcoin (BTC) has been the subject of constant discussion regarding its potential impact on financial markets and the seismic shifts it could generate.

March 24, 2022
Bitcoin Financialization Part 1

Bitcoin Financialization (Part 1) – A Tectonic Shift

Since its creation, Bitcoin (BTC) has been the subject of constant discussion regarding its potential impact on financial markets and the seismic shifts it could generate.

March 17, 2022

Reopening Call for Pre-Trade Clarity, Consolidation & Convergence

The most striking and recurrent theme for buy-side traders is a unanimous desire for better pre-trade analytics and decision support tools.

February 17, 2022

GOODBYE LIBOR: Smoothly Transitioning to the New ARRs

In this blog post, we share insight into the basic requirements, key challenges, our approach for a smooth transition from IBORs to ARRs and an outlook for what’s next in the multi-year journey to move away from IBORs.

January 11, 2022

Performance Attribution

When analysing performance, measuring a portfolio’s actual return answers the “what” and “when” questions –– it tells us what return the portfolio delivered over a specified period of time. While that information is obviously important, the goal of a performance attribution analysis is to go beyond “what” and “when” to explain “how” and “why”.

November 9, 2021
Buy_Side_Liquidity

Buy-side liquidity: How technology can enhance Fixed Income liquidity.

Fixed Income markets are based on an underlying assumption that has prevented the development of a market structure that enables liquidity, transparency, and higher volumes.

October 7, 2021

What’s on Prime Brokers’ Minds When It Comes to Risk?

Managing the risks inherent in their positions, including holding sufficient margin, is absolutely essential for prime brokers. The key question is whether or not they are measuring risks and managing margin effectively and proactively.

September 20, 2021

Managing Margin (Part 4) – The Future of Margin – Ten Predictions

We offer ten predictions about future developments in the margin arena. Some we expect with a fair amount of certainty, while others require us to gaze more deeply into our crystal ball; nonetheless, we believe all are legitimate and, we hope, thought-provoking.

June 15, 2021
Data quality

Data Quality – Portfolio and Risk Data: Why It’s So Hard To Do It Right

If you have ever thought, “maybe we should collect and store our own data, so that we can have control over it,” or you think that all risk platforms are basically the same when it comes to data, we offer a look behind the scenes at what is involved in building and maintaining comprehensive datasets.

May 24, 2021
Imagine Risk Meltdowns

Meltdowns, Margin Calls, and a Risk-Oriented Mindset

If a firm does not have all of its positions modeled on the same risk platform, it cannot know its total risk. But strong tools and practices can help sell-side and buy-side firms alike to avoid creating dangerous conditions.

April 8, 2021