Cash bonds are now in production, running on a client instance alongside that client's credit derivatives. The first coverage is the bond universe of three index families — CDX IG, iTraxx Europe and CDX EM...
Read more...Every credit desk has the same quiet bottleneck. Not data — everyone drowns in data. The bottleneck is the distance between having an idea and knowing what it's worth. A portfolio manager thinks...
Read more...Over the past two decades, credit derivatives markets have evolved dramatically. Standardized CDS indices have boosted liquidity, post-crisis reforms have strengthened operational discipline, and electronic workflows have expanded access to pricing and...
Read more...OTCStreaming Replay enables fast, sophisticated market analysis by reusing historical calibrated market environments to value securities at a chosen valuation date. It supports both classic backtesting...
Read more...AIFMD II is more than a regulatory technical update. For alternative investment fund managers, it reinforces expectations around robust valuation, timely risk monitoring, and clear transparency especially in stress market conditions. For strategies that use credit derivatives or other less‑liquid instruments, the challenge is often not interpreting the rulebook—it’s producing defensible, auditable market data...
Read more...OTCStreaming has enhanced its credit derivatives engine to fully support credit index tranche pricing, thereby completing coverage of the four core credit derivatives models: survival probability term structure, volatility surface, credit index skew surface, and base correlation smile. By unifying...
Read more...OTCStreaming release Scenarios for Latent Model and improvements in Excel Add-In
Read more...OTCStreaming introduces OTCStreaming Latent Model Scenarios, tools designed to seamlessly integrate scenario analysis into the pricing of credit derivatives. These scenarios leverage the Latent Models introduced in OTCStreaming V2, which encapsulate hidden market variables such as default intensities across various maturities. By providing ...
Read more...Investing in OTC products is inherently complex. OTCStreaming's sophisticated pipeline illustrates the multiple stages of data transformations. Initially, users require a ready-to-use solution, but they soon seek access to all parameters to...
Read more...OTCStreaming V2 is an all-in-one solution for accurately and affordably investing in credit derivatives and OTC products, from data mining to portfolio analytics. It mines the market data that each OTC market investor receives from market makers...
Read more...OTCStreaming has released a set of new APIs to be plugged downstream its pipeline of credit market emails price extraction. The new APIs offer a fully fledge capacity to screen the market and price portfolio of credit derivatives ...
Read more...OTCStreaming broadcasts since Friday 25th the single name credit default swaps mandatory reported under the Dodd–Frank Wall Street Reform and Consumer Protection Act. While credit index swaps are reported since 2012, the single name reporting was ...
Read more...By using our in-house “TableStream” technology, we are now able to provide better-suited filters on more columns while delivering an enhanced performance of the website. The amount of data loaded on connection on the order book (“Snap”) page, for instance, has decreased by ...
Read more...OTCStreaming has been mining credit index options raw data from private runs to publicly available information (SDR and Clearing data) on behalf of its users for over a year. The obvious next step was to implement ...
Read more...The OTCStreaming development team are delighted to release a new version of the Add-In to allow users for an enhanced experience, and a more reliable use of their spreadsheets. Benefiting from ...
Read more...Since the bangs (small and big) in 2009, CDS (indices and single names) are trading with a standard full coupon - 1% and 5% are the most common coupons -. The market price adjustment is settled ...
Read more...OTCStreaming has captured since the beginning of 2018 the open interests of cleared credit indices at Ice and LCH clearing houses. OTCStreaming is able to monitor in “real-time” the index rebalancing. The chart displays the daily evolution of ...
Read more...Next week, credit indices will start trading their new vintages: series 29 in Europe, Asia and Emerging Market and series 30 in North-America (investment grade only; high yield is rolling the week after). Clearers are ready for ...
Read more...March 20th will be the next roll for indices and single names. The 5Y on-the-run maturity will be extended from December 2022 to June 2023. New vintages of credit indices (series 29 in Europe and Asia, series 30 in North America) will be issued. Investors will look ...
Read more...The synthetic credit index market was again very active from February the 19th to February the 23rd of February. The US fixed income market was closed the 19th, due to presidents’ day, but volumes remained ...
Read more...In week 7, from the 12th to 16th of February, the synthetic market kept being nervous but the credit indices have been closing the week at their tightest levels. Investors took profit on their hedges as ...
Read more...If you’ve ever tried to contact a data service help desk, you know it is very hard, even impossible, to correct one data point from among tens of thousands supplied by a data provider. The data provider has ...
Read more...Introduced in Office 2013, Microsoft web add-ins are web applications running on a browser inside an Excel worksheet. There is nothing installed on the user’s machine, nothing to download, no update ...
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