Data Onboarding: getting your entity master right
More on data onboarding this week – ‘part two’ of my answer to the question “What data is it?” Last…
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Data Onboarding: start with identifiers and classifications
As promised, I have more on the subject of data onboarding. Last week, I listed a number of questions to…
A Short History of Credit Spreads
Credit spreads are an important category of market data. They are used to indicate the level of default risk in…
It’s time to talk about data onboarding
Over the coming weeks, I want to explore the often-overlooked subject of data onboarding. In my experience, there are a…
Bond Valuation
Bond pricing is central to market data projects. When bond prices are not liquid, modeling and proxy approaches are required.…
Aligning Exchange IDs and Calendars for Accurate Market Data
A couple of weeks ago, I talked about making sure you have the means of aligning or linking calendars (aka…
Convexity and FRTB
Time series of market data are used to generate shocks in market risk systems. The impact of changes in rates…
How Corporate Actions standardization avoids risk – and saves money
This week, I want to turn your attention to the importance of corporate action notifications. After all, when a corporate…
Credit Risk and FRTB
Credit spreads of various types are loaded into market data systems. They are used primarily for onward publishing to valuation…