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Unravelling the Gordian knot of accurate reference data

In the continuing absence of single, global identification and transaction messaging standards, the challenges of managing reference data are many and varied, since every data point may be subject to multiple interpretations - and indeed uses - in different contexts.
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In the continuing absence of single, global identification and transaction messaging standards, the challenges of managing reference data are many and varied, since every data point may be subject to multiple interpretations - and indeed uses - in different contexts.
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It is a truth universally acknowledged that faulty reference data is, today, one of the key contributors to regulatory reporting failures.
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Reference data plays an increasingly critical role in the smooth running of global financial markets, touching on every part of the transaction lifecycle.
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The use of reference data is not always an ‘after the event’ activity for reporting purposes. Futures and options reference data in particular is not only instrumental but also mission critical in price discovery for forward-priced transactions. As such, any problem with this data, whether at source , in its delivery to an end user application, or because of a ‘glitch in the matrix’ on the end user side , can cause major headaches.
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UK regulatory authorities have launched a consultation on changes to technical standards that govern margin requirements for uncleared derivatives.
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The UK Financial Conduct Authority (FCA) will canvass opinions about derivatives transparency rules “later this year”, after pressing ahead with plans to introduce a bond and equity consolidated tape (CT).
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Singapore Exchange (SGX) has hit an open interest record on its Indian rupee/US dollar (INR/USD) futures, after a rising trend in the country’s interest rate over the last year has driven hedging demand.
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What were the hot topics at the event? An overriding theme was the challenge and opportunity that technology, and in particular, the cloud and Artificial Intelligence (AI) present for the derivatives sector. This discussion dominated every session, whether looking at regulation, operations, or the future of markets. Let’s look at each in turn.
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In the world of finance, market and reference data management is a critical function supporting trading, risk management, regulatory compliance and enterprise and customer reporting. In essence it is the efficient collection, storage, processing and distribution of accurate and timely data to support all participants and activities in financial transaction lifecycles.
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Small to medium sized firms can now access the same market data sources as the largest investment banks but at significantly lower costs.
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In today’s ever-expanding and evolving global financial markets infrastructure - more assets, venues, platforms, vendors and counterparties - banks and financial institutions want:
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Derivatives markets participants have been -figuratively - under the regulatory cosh for years and particularly since the 2008 global crash, and subsequent regulatory focus on ensuring fair and effective markets. Several regulations directly impact derivatives data management and reporting, including EMIR, SFTR (ESMA’s Securities Financing Transactions Regulation), MiFIR and the Dodd-Frank Wall Street Reform and Consumer Protection Act.
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The absence of a common language to unify the identification of financial instruments between trading participants across a trade lifecycle, necessitates good symbol management. This can also translate into distinct competitive advantage for firms who can offer interoperability services for their clients’ preferred infrastructures.
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Our latest guide, 'TaDa: Your personal reference data chatbot from ETD' discusses the problems with slow and error-prone data retrieval and how TaDa can provide real-time reference data access on Symphony.
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The force of the community data model applied to reference data is consistent and progressive but at times supercharged in its reaction to fundamental market change. The real time use of reference data in daily trading operations offers a dynamic exposure to prove, or not, data quality and is an essential part of an inclusive quality assurance process.
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In a response to a US Securities and Exchange Commission (SEC) consultation on proposed rules to strengthen oversight of custody and securities lending by investment managers, the New York-based trade body said the rules are too widely drafted, potentially hampering the use of derivatives on behalf of clients which could affect liquidity in the wider market.
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Winston Churchill’s infamous words “now this is not the end, it is not even the beginning of the end, but it is, perhaps, the end of the beginning,” immediately spring to mind when it comes to the May 24 deadline for T+1.
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As one of the sponsors of Trading Amsterdam 2023, ETD is proud to share some of the insights and key themes from the leading derivatives event for the trading and investment community.
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Accurate and timely data are one of the key challenges faced by asset managers as they prepare for the migration to next-day, T+1 settlement in the US, according to a new report.
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Liquidity in the Euro area banking system fell almost 6% in the three months to the start of last month due to early repayments to the European scheme that provides financing to banks.