Credit Risk and FRTB
Credit spreads of various types are loaded into market data systems. They are used primarily for onward publishing to valuation…
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Financial Calendar Data – Often Underestimated
We have arrived at that time of year again when many holidays are being celebrated around the world. Just this…
Why knowing economic sanctions is so critical
The US have issued further economic sanctions against Iran in the wake of the drone attacks on Israel, so this…
The Yield Curve and FRTB
Historical time series data is central to market risk and FRTB use cases such as value-at-risk and expected shortfall. The…
More on the value of physical risk data
A couple of weeks back, I discussed the importance of physical risk data in relation to the massive floods that…
The potent market power of ESG data
Looking back on NAVIGATE’24, our client advisory meeting held in London the week before last, one of the most fascinating…
Bootstrapping the Yield Curve
A market data centralization project is often structured so that the rates that are used to build the yield curve…
The true value of Physical Risk data
You may remember I wrote about Physical Risk data a few weeks back, happening to use Flood Risk as an example.…
The ins and outs of entity matching
Last week, I wrote about the pros and cons of how to onboard credit ratings, part of which often requires…