This white paper explores key data lake questions and proposes a number of ways to tackle the implementation challenges. It goes on to further examine different ways you can optimise the data lake to ensure it fulfils its desired function.
Post-MiFID II Compliance: Can your market structure and execution infrastructure meet specified standards over the long haul?
This white paper explores post-MiFID II compliance. It further examines the bare necessities which organisations should be utilising in order to meet industry standards in the “long haul”.
This report outlines the key issues facing the industry in Risk Data, Aggregation and Regulatory Reporting (RDAR) cost compliance, details a robust methodology designed to highlight the core trends and ‘levers’ governing RDAR compliance costs, and offers clear, actionable insight to readers…
This white paper analyses the findings from a recent SAS research survey and provides guidance on how organisations might best achieve compliance. It further provides a subjective, data-driven view of IFRS 17 along with valuable market context for professionals who are developing their own…
This white paper explores the evolution of the distributed ledger technology (DLT) phenomenon as well as its barriers to adoption. It further examines how blockchain can provide organisations with a solution to some of the issues facing the derivatives market.
This white paper examines the need for firms to review their collateral infrastructure. It further defines a list of simplified steps for readying your firm for the implementation of the Initial Margin (IM).
This white paper analyses the results of a recent WatersTechnology survey which aimed to gain a clearer sense of progress in capital markets adoption of artificial intelligence (AI). It further offers a fascinating study into what could be called ‘qualified optimism’ around AI.
This white paper explores XVA calculation techniques that can accelerate performance and give banks an advantage over competitors. It further explores the benefits of calculating XVA’s using adjoint automatic differentiation over the ‘bump and run’ technique.
This white paper explores the advantages that CME FX futures offer traditional market practitioners in the OTC FX markets. It further examines how CME FX futures can be used to replicate cost-efficient, manageable synthetic exposure to OTC FX spot, forward, and swap transactions.
This white paper analyzes the new set of Basel 3 rules (also known as “Basel 4”) and the proposed changes to approaches for credit risk. It further offers Prometeia’s views on the implementation of these new rules in the current EU banking regulatory framework.