Insights
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.
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.
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.
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.
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”.
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.
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.
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.
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.
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.
