Welcome to ReferenceDataReview.com’s latest podcast!

Every month we bring you brief audio updates on what’s happening in the world of reference data.

In this episode:

Donal O’Brien, Business Development Director of Coexis talks to A-Team about how banks and brokers are having to re-evaluate their processes for automating exception management, particularly around reference data.

Running time: 4 minutes 15 seconds

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Download this special report for FREE now! Click the link below.

Entity data management has historically been a rather overlooked area of the reference data landscape, but with the increase focus on managing risk, the industry is finally taking notice. It is now generally agreed to be critical to every financial institution; although the rewards for investment in entity data management appear to be rather small, the consequences for getting it wrong are severe. Settlement, legal, financial, regulatory and reputational risks are all inherent in a failure to properly manage entity data.

Risk mitigation has become the key driver for change in this current economic climate and entity data plays a significant part in this. The emergence of golden copy logic and enterprise data management in the entity data space is a positive step forwards for the industry with regards to better data management. Financial institutions are continuing to invest in improving their entity data management and the vendors in this space have stepped up to the plate to provide more integrated services. Connectivity and integration have become important buzzwords for the entity data landscape.

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Written by the editors of A-Team Group, commissioned and sponsored by Skyler Technology

The EU’s MiFID regulation is forcing major changes in the European financial services industry, creating new competition to existing market structures. In the post-MiFID environment, liquidity will no longer be ‘sticky’ but will roam the marketplace in search of the best deal.

This situation presents both a challenge and an opportunity for financial institutions. Forward-thinking institutions stand to gain market share by investing in liquidity discovery solutions in order to exploit the fragmenting marketplace. Those deciding against embracing the change do so at their peril.

This A-Team Industry Briefing examines how MiFID is changing the face of liquidity in Europe and shows how a liquidity discovery solution can turn the challenge into an opportunity.

Please note: By downloading this briefing you agree to let A-Team share your contact details with Skyler Technology.

  Liquidity Discovery in Post-MiFID Europe (496.6 KB)
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Disparate markets and complex trading call for smarter exceptions management, argues Donal O’Brien, business development director of Coexis.

If Societe Generale’s reference data systems had been a bit wiser to the activities of its users, could the actions of Jerome Kerviel and the French bank’s subsequent £3.7bn loss have been avoided? The need for increasingly complex interactions between central reference data and distributed transaction processing systems is driving many banks and brokers to re-evaluate their processes. But it’s only through the application of intelligent exception management, sometimes known as straight through exception processing (STEP), that they can really grasp the nettle.

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Download this special report for FREE now! Click the link below.

Meeting risk and compliance requirements has always been a driver for investment in improved management of reference data, but the importance of risk and compliance has never been higher than in the current environment. The reference data challenges created by MiFID were many and complex, and dealing with them is an ongoing challenge for financial institutions. Meanwhile the regulatory burden is only growing. And can efficient management of risk – by instrument type and by counterparty – ever have been more important than it is post sub-prime?

In this special report we have brought together contributions from a number of key providers, enabling them to explain to you how they can support you in your efforts to create world class compliance and risk management capabilities.

Participants include:

  Reference Data Review - Special Report - Feb. 2008 (665.4 KB)
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Sponsored by Intel - Published April 2007
116 pages - A-Team Group Research Report

Financial markets participants are rushing to deploy low latency architectures to handle soaring data volumes and to power best execution strategies and algorithmic trading applications. This report explores the market dynamics that have driven the need for low latency systems and how a set of technologies are being deployed to support different trading applications…

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Sponsored by FT Interactive Data, Reuters, Telekurs Financial

The only guide to software interfaces to the major sources of reference data.

• Software Providers: Working with Reference Data
• Published Date: February 1, 2004
• Report Size: 252 pages, A4 bound hard copy
• Number of Software Providers: 99 (see our table of contents for full list)
• Major Data Vendors Covered: Bloomberg, Exchange Data International, FT Interactive Data, Reuters, Standard & Poor’s, Telekurs Financial
• Operational Categories (11): Portfolio Management, Performance Measurement, Investment Accounting, Risk Management, Risk Analytics, Securities Lending, Corporate Actions Processing, Order Management, Data Management, Compliance, Regulatory Reporting
• Price: £895. For software providers that participated in the questionnaire, we are offering a discount of 30% off the list price as a sign of our appreciation.

We are offering a free 31-page information pack containing information from the report including the report introduction, market overview, data integration overview, sample software provider factfiles and sample tables from our extensive cross-reference section. It also includes a bonus chart from the report illustrating the percentage of interfaces by data vendor. You can register to receive this information pack below…

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