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FinTech Brief: Baillie Gifford & big xyt Launch Liquidity Tool

December 7, 2023 by FTF News

FinTech Brief: Baillie Gifford & big xyt Launch Liquidity Tool

big xyt, a provider of data and analytics solutions for securities firms, has launched the Portfolio Liquidity Analysis solution, which was developed in partnership with investment management firm Baillie Gifford, officials say. The solution “enables buy-side firms to gain an independent view” of the liquidity of equity portfolios because of the use of “reliable and consistent… Read More >>

Filed Under: Securities Operations, Affirmation, Allocation & Confirmation, Back Office, Buy-Side, Data Management, Hedge Fund Operations, Operational Risk, Ops Automation, T+1 Settlement, FinTech Trends, Performance Analytics, Performance Attribution, Performance Measurement, Portfolio Management, Industry News Tagged With: automation, back office, liquidity, liquidity monitoring, liquidity risk, operational risk

Asset Managers to Ramp Up Compliance Capabilities

March 22, 2017 by Louis Chunovic

New global regulations and volatile market liquidity are prompting a majority (56 percent) of surveyed asset managers and asset owners to increase their technology and operational capabilities over the next year, in order to better manage financial and other data needed to meet regulatory compliance deadlines. That’s the top-line takeaway from “Let’s Talk Liquidity: Opportunities… Read More >>

Filed Under: Securities Operations, Buy-Side, Data Management, Industry News, Operational Risk, FinTech Trends, Back-Office, Regulation & Compliance, Regulatory Reporting Tagged With: data management, Fearless Girl, liquidity risk, regulatory compliance, SEC, State Street, wall street

SEC Rewrites Reporting Rules for Mutual Funds, ETFs

October 19, 2016 by Louis Chunovic

The SEC has proposed new and amended rules intended to modernize data reporting for open-end funds, which allow investors to redeem their shares daily and includes mutual funds and exchange-traded funds (ETFs). The SEC proposals also cover liquidity risk management and swing pricing, and are “part of the Commission’s initiative to enhance its monitoring and… Read More >>

Filed Under: Operational Risk, Regulation & Compliance, Regulatory Reporting Tagged With: ETFs, liquidity risk, risk management, SEC

Fed Wants New Credit Limits on Top Tier Firms

March 9, 2016 by Louis Chunovic

Global systemically important banks (G-SIBs), of the kind whose imprudent derivatives loan policies shook the global economy, will have their credit exposure restricted under a proposed new Federal Reserve Board single-counterparty-credit-limit rule. “In the financial crisis, we learned that the largest and most complex banks and financial institutions lent or promised to pay large amounts… Read More >>

Filed Under: Derivatives Operations, Derivatives Processing, Operational Risk, Regulation & Compliance, Derivatives Tagged With: Basel Accords, Basel Committee on Banking Supervision, Basel II, counterparty risk, derivatives, Dodd-Frank, Federal Reserve Board, financial regulation, Financial Stability Board (FSB), G-SIBs, Janet Yellen, liquidity risk, operational risk, single-counterparty-credit-limit rule

Fears Over Liquidity Risk Spur SEC, FINRA Into Action

September 24, 2015 by Eugene Grygo

Better liquidity risk management amid volatile markets has become the new byword for regulators. The SEC is trying to rein in liquidity issues for mutual funds and exchange traded funds (ETFs) while independent regulator the Financial Industry Regulatory Authority is targeting liquidity problems for broker-dealers, even citing the liquidity risks that “played a large role… Read More >>

Filed Under: Securities Operations, Industry News, General Interest, Regulation & Compliance, Industry News Tagged With: ETFs, exchange traded funds, Financial Industry Regulatory Authority, FINRA, liquidity risk, mutual funds, Rule 22e-4, SEC, SEC guidelines

Q&A: ‘The Bank’s Reliance on Manual Systems Has Reduced’

June 10, 2015 by Eugene Grygo

Recently, it was announced that Bank of Tokyo-Mitsubishi UFJ (Holland) NV (BTMU Holland), the Japanese bank’s Netherlands subsidiary, had deployed the OneSumX solution from financial technology provider Wolters Kluwer Financial Services (WKFS). BTMU Holland is using OneSumX to manage liquidity and credit risk, and this latest deployment is an expansion of a relationship that BTMU… Read More >>

Filed Under: Securities Operations, Ops Automation, Opinion, Q&As Tagged With: compliance, data management, liquidity risk

BTMU Holland Picks Wolters Kluwer’s OneSumX

May 26, 2015 by Louis Chunovic

Bank of Tokyo-Mitsubishi UFJ (Holland) NV (BTMU Holland), the Japanese bank’s Netherlands subsidiary, has signed with Wolters Kluwer Financial Services (WKFS) to use its OneSumX solution, officials say. BTMU Holland will employ OneSumX to manage both its liquidity risk and its credit risk, WKFS officials say in a statement, adding that BTMU Holland has “specifically… Read More >>

Filed Under: General Interest, Industry News Tagged With: Bank of Tokyo-Mitsubishi UFJ, credit risk, liquidity risk, Wolters Kluwer Financial Services

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