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A-Team Group’s Valuations Vendor Directory 2009

An indispensable guide to valuations professionals seeking providers of services in the asset valuations market.

A-Team Group’s latest release in its series of directories – available for FREE download – focuses on vendors of valuations data, models and analytics. But this is not just another list of firms with their telephone numbers – you can get that from Yell. Many leading players have chosen this publication to showcase their products and services with much more rounded company profiles. In addition, our ‘Ask the Experts’ section provides a forum for some of these firms to address the critical issues facing their companies, sectors and the industry as a whole. We are sure that these perspectives from the inside will prove interesting reading for anyone involved with asset valuations.

In addition to the vendor’s information and views, A-Team has also added our independent commentary as to the current valuations vendor landscape and how this might be shaping up in the future. We first look specifically at recent developments in the pricing and evaluations markets, which has proved surprisingly dynamic in the last couple of years. We then review the models and analytics industry – a frequently neglected topic when looking at valuation options – and assess what major trends are developing here.

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09 Mar 2009

Business Entity Identifiers - The Crucial Foundation for Accurate Risk Management

Business Entity Identifiers The English version of this white paper is available for download below. To download the Japanese version, click here.

Written by the editors of A-Team Group, commissioned and sponsored by Standard and Poor’s

As the financial world continues to grapple with the fallout of the credit crisis, one thing is clear: managing risk is now paramount to the surviving financial institutions. But you can’t manage what you don’t know.

Many financial institutions have been caught in the current environment through a lack of awareness of their true exposure to risky investments, and ultimately to those entities which defaulted, leading to record losses and write-downs across the industry.

There is an immediate and pressing requirement from financial institutions for a usable global enumeration standard for business entity identifiers. Getting risk management houses in order is a clear driver, but this also comes against the backdrop of the anticipated onslaught of new regulations that financial institutions will have to contend with, along with the ongoing need to improve operational efficiencies, reduce errors, and reduce costs.

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27 Feb 2009

White Paper Reveals Lessons Learned on Enterprise-wide, Cross-Asset Risk Management

2008 will be remembered as the year when risk management moved from being a checkbox for compliance officers and regulators to a fundamental pre-requisite for operating a trading business. Lack of awareness and mismanagement of risk has lead to catastrophic events at the corporate, and even systemic, level.

Despite past investment in risk management solutions, firms have learned that risk management at the product, portfolio or even business unit level does not necessarily scale well to provide a view of enterprise risk, where cross-asset class reporting and processing throughout the entire trade life cycle is a requirement.

In a new white paper titled “Enterprise-wide, Cross-Asset Risk Management Takes Charge: Convergence, Consolidation and Connectivity Pave the Way,” Sapient, working with research and publishing company A-Team Group, provides insight into the Sapient approach of managing the challenges of enterprise risk management during these uncertain economic times. The paper lays out a “Three Cs” approach to assist industry firms in implementing enterprise-wide, proactive cross-asset risk management. Sapient’s Three Cs–convergence, consolidation and connectivity–help guide trading and investment firms with how to move to a proactive risk model that will be required in the future.

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17 Dec 2008

Liquidity Discovery in Post-MiFID Europe

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

Skyler Briefing 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 KiB)
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03 Apr 2008

Connecting the Reference Data Dots

Managing Risk and Exposure through Linking Aggregated Position Data

A-Team Group, a publishing, research and consulting company specialising in financial information technology, was commissioned by Enterprise Data Management specialists, GoldenSource, to conduct a series of three studies focused on specific challenges faced by global reference data managers:

The current state in managing instrument data in reference data master files
The growing importance of linking counterparty data into the security master
The industry status in connecting positions/holdings data with reference data

This report, the third and last in the series, summarizes the growing importance of linking position data into the securities and reference data master. As with A-Team’s predecessor study – the counterparty report – it highlighted topics on positions data, as well as draw connections across the overall study. This report is focused on positions data and how it relates to reference data management and the Securities Master File. GoldenSource and A-Team hypothesized that the current environment is placing new demands on financial services firms’ understanding of this data in overall business practices, and we set out to validate this theory…

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15 Sep 2007

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