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The Trading Mesh

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Factoring Capital Adequacy into FX Liquidity Provision

November 3, 2014 by Software AG   Comments (0)           

By Theo Hildyard
Continuing on the theme of my previous blog post, which looked at how firms are starting to use in-memory data management technology to perform complex calculations on large data sets ‘on the fly’ – such as real-time credit valuation adjustments (CVA) and pre-trade capital adequacy calculations – let’s now take a look at how banks can use this ability to their advantage in the FX markets.
 
But first, let’s take a step back. A...

Banking, Bitcoin & Innovation: Time to remove the Catch 22

November 3, 2014 by Simon Hamblin   Comments (0)           

By Simon Hamblin, CEO, Netagio
“Bitcoin is better than currency in that you don’t have to be physically in the same place,” so said Bill Gates, the richest man in the world at Sibos, the conference dedicated to the financial services industry.  This year’s event had a surprising number of speakers on the subject of virtual currencies, considering the reputation that cryptocurrencies have as disrupters of the banking industry.
Conversations surrounding Bitcoin have...

NRI's BENFITS FROM Double Taxation Avoidance Agreements (DTAA).

November 1, 2014 by Lokesh Madan   Comments (0)           

NRI’s BENFITS from Double Taxation Avoidance Agreements (DTAA) by Lokesh Madan.
 

 

VALUE INVESTING UNLEASHED Part I By Lokesh Madan

October 8, 2014 by Lokesh Madan   Comments (0)           

VALUE INVESTING UNLEASHED Part I By Lokesh Madan

Clear danger ahead

September 29, 2014 by Fidessa   Comments (0)           

This article was originally published at the Fidessa blog, and is reproduced here with permission. By Steve Grob

As the regulators push us towards centralised clearing for OTC derivatives they may actually be making the world distinctly less safe. At face value it makes obvious sense; if one party defaults the CCP steps in. As always, though, the problem lies in the detail but this time not too far below the surface.
The first problem concerns the efficient use of margin....

Implementing Algo Strategies on FPGAs – Part 2

September 19, 2014 by sanjay shah   Comments (0)           

This article originally appeared on Quant FORUM at http://tabbforum.com/microsites/quantforum/articles/implementing-algo-strategies-on-fpgas-part-2
In part 1, I examined which strategies could - and should – be implemented on FPGAs, which are now even larger than the largest CPUs. With thousands of embedded simple Arithmetic Logic Units, they provide a vast concurrent resource for algo strategies. However, I also pointed out that programming FPGAs is still largely a domain of...

High Frequency Trading & Market Making Heaven For Traders.

September 15, 2014 by Lokesh Madan   Comments (0)           

High Frequency Trading & Market Making Heaven For Traders By Lokesh Madan

Shining a light on dark matter

September 12, 2014 by Paul Reynolds   Comments (0)           

There is a debate raging about the lack of liquidity in Fixed Income. If you still adhere to the time honoured model of the buy-side dutifully sending their liquidity needs to the sell-side via RFQ, then liquidity looks very poor and execution costs are high. Current sell-side capacity is only sufficient for numerous small orders and larger trades in high grade liquid bonds.
Less well understood is the tsunami of large and illiquid orders that remain off-shore due to the market risk of...

Pre-Trade Risk - Not Just Ticking Boxes

September 10, 2014 by Software AG   Comments (0)           

By Theo Hildyard
In the last few years, we’ve seen an increasing focus on the area of pre-trade risk in financial markets, particularly in electronically-traded instruments such as cash equities and exchange-traded futures and options. In fact, a number of regulatory bodies have introduced rules that specifically address this area, such as the US SEC rule 15c3-15, which requires brokers and dealers to have adequate pre-trade risk controls in place when accessing electronic...

The Four Pillars of Sales Productivity at Global Investment Banks

September 8, 2014 by The Trading Mesh   Comments (0)           

Where Business Intelligence Meets Technology Innovation
 
 
In this article, Mike O’Hara, publisher of The Trading Mesh, talks to Matt Barrett of Adaptive Consulting and Eddie McDaid and Tony Foreman of Software AG, about how sales productivity at global investment banks can be significantly improved by bringing together four “pillars”: management information systems; straight-through processing; control; and pro-active outreach; and how this can be achieved...