Best Practice


Capital Markets Digital Transformation - Stepping Up the Pace

20th January 2021

Digital transformation in Banking and Capital Markets has been a ‘thing’ now for quite some years. This article outlines a practical approach for the sector to accelerate that transformation read more

The Case for Mid-Market Rates in Over-the-Counter FX Transaction Cost Analysis

11th January 2021

This paper asserts that the mid-market price should be the benchmark data set against which transaction costs are measured in OTC currency markets. On average, market-making banks trade at the mid-market price. The cost in basis points between the transacted rate and the mid-market rate, multiplied by the volume of the empirical trade, provides a... read more

Interval Time Average Price

4th January 2021

This paper details a solution to the absence of reliable volume weighted average price (VWAP) data in over-the-counter (OTC) foreign exchange markets: The Interval Time Average Price (ITAP). The methodology can be used to evaluate trading costs in OTC foreign exchange, even in cases where time stamps may not be available in the trade history. The... read more

Optimum Currency Liquidity Heatmap

7th December 2020

The Optimum Currency Liquidity Heatmap charts the hourly level of liquidity per currency. Clients use the Heatmap to efficiently plan the timing of currency deals, avoiding costly transactions at illiquid times where spreads are prohibitively wide. By executing at the most liquid times for each relevant currency, clients can significantly improve... read more

Q&A: Drivers of and Barriers to Cloud Adoption

2nd December 2020

Company: CompatibL
Siarhei Niaborski, executive vice-president of risk at CompatibL, discusses the rate of cloud adoption in the capital markets industry and its possible drivers and barriers, how firms can derive maximum value from cloud usage and the criteria on which firms should determine their choice of cloud model. read more

LPA migrates to take advantage of Azure innovation and security

27th November 2020

Moving from one infrastructure to another is complex and carries risk, so any such project should not be underestimated. The small details, that can often not be immediately on the radar can quickly become critical, e.g. different default values for timeouts etc. The early inclusion of our customers in projects is necessary as also is an early... read more

Liabilities in the driver's seat: 12 key questions LDI managers should be asking

17th November 2020

Liability-driven investing has become increasingly popular across Europe and the U.S. as demographics present growing challenges for many pension plans. This new ebook analyses current market dynamics and answers the key questions of LDI managers while offering insight into how technology can help funds to better serve clients, improve operations... read more

Netting Benefits Outweigh the Risk of Adverse FX Rate Movements

16th November 2020

By delaying the execution of certain FX trades to capture the benefits of netting, additional market and timing risks are assumed. FX Transparency argues, however, that the FX market is efficient, and hence just as likely to move in the investor’s favor over that time horizon, as it is to move against the investor, and that over the long run, the... read more

Prometeia gets XCelent Award in Celent Balance Sheet Management&ALM Vendor ABCD

5th November 2020

Company: Prometeia
Celent, the leading research, advisory, and consulting firm focused on financial services technology, recently awarded Prometeia an XCelent Award in the category of Advanced Technology & Analytics for Balance Sheet Management and ALM software solutions. Download the report read more