Extreme Makeover: Legacy Technology Edition
A Complimentary Webinar
According to a recent TABB Group poll, the last time more than one-third of the buy side upgraded its back office, Lehman Brothers was still solvent, Barack Obama was a long shot Presidential candidate and Brooklyn was still considered an up-and-coming neighborhood. The financial services industry is rapidly changing in the face of political headwinds and economic uncertainty. In particular, asset managers must now grapple with aging investor demographics, competition from hedge funds and ETFs, and a raft of new regulatory reporting requirements. As a result, the solutions that may have been acceptable in 2008 are woefully insufficient today. This webinar explores the opportunity cost of legacy systems and the steps every buy-side firm should take to go from laggard to leader.
Chito Jovellanos, President & CEO, forward look, inc.
David Kubersky, Managing Director, SimCorp North America
Adam Sussman, Partner & Director of Research, TABB Group
Ran on: October 29, 2013 11:00 AM - 12:00 PM ET
Trade reporting was mandated so that regulators might surveil the global swaps market for systemic risks. But what started out as a compliance function for market participants has since become a matter of intense commercial interest. So what is the value of swaps data over and beyond the ability of regulators to scrutinize risk concentration? Can Swaps Data Repositories (SDRs) s expect to profit, or will some give reporting services away for free? Is there a value to the data itself... View Now
Ran on: September 25, 2013 11:00 AM - 12:00 PM ET
Extranet connections are an integral part of today’s financial services marketplace, yet the fundamental architecture is almost two decades old and has not kept up with evolving technology. The marketplace is dominated by legacy relationships that are difficult to manage and fraught with challenges. At the same time, new technologies and cloud-based business models are disrupting the status quo. If you leverage an extranet to connect with your clients and/or to access liquidity there are 5 key things you need to know about the future of extranet connectivity.View Now
Ran on: September 24, 2013 11:00 AM - 12:00 PM ETA new operating model is emerging within the financial services community. The ‘Hybrid Powered Enterprise’ captures the advantages of managed services and secure cloud infrastructure and combines it with service-level expertise, latency-sensitive content distribution, and proprietary technology. The industry has become very comfortable with using elements of this model to host and enable high-speed, low-latency trading infrastructures in proximity to exchange technology. Given the economics of today’s market conditions and advances in technology, we now ca... View Now
Ran on: September 17, 2013 10:00 AM - 10:30 AM ETRange-bound volatility is forcing buy-side traders to adapt to a new trading environment in which they need to be more precise in their strategies. At the same time, traders are challenged to find liquidity in less actively traded options as brokers continue to rein in capital as part of efforts to rationalize the level of service they provide to clients. As these pressures build, the buy side is expanding its efforts to use automated tools to make workflows more efficient, increasingly adapting algorithms and DMA to support execution requirements.
Ran on: June 25, 2013 11:00 AM - 12:00 PM ET
Global market interconnectedness and increasingly fragmented and voluminous data flows present new challenges – and opportunities - for risk measurement. By default, these drivers of increasing complexity require improved tools for measuring and monitoring risk metrics. In practice, this means a couple of critical capabilities need to take place simultaneously. First, all data needs to be accessible from a central, easy-to-use location. Second, end users need to be able to explore new and existing combinations of this underlying data. Historically, ... View Now
Ran on: May 7, 2013 11:00 AM - 12:00 PM ET
Capital markets are struggling. Stock exchanges are associated more with rapid-fire trading than with facilitating capital formation. Meanwhile, banks are reducing their lending activities in order to comply with increased capital requirements. This webinar explores the reasons why traditional markets are failing and the emerging market models, such as crowdfunding and initial bond offerings (IBOs), that promise to fill this gap.
Ran on: April 4, 2013 11:00 AM - 12:00 PM ET
In this comprehensive webinar, TABB Group’s research leadership team covers the most recent events impacting the markets in the first quarter of 2013.
- How impactful will CAT be on US equity market structure policy?
- What has the impact been of the French FTT? And what can we expect from a broader application?
- How will ZIRP and LSCOC reshape the FCM landscape?
- What is the size of the SEF opportunity across the various asset classes?
- As swap clearing kicks in and SEF rules are finalized, what is the siz... View Now
Ran on: March 7, 2013 01:00 PM - 02:00 PM ET
Though it often can be hard to accept, regulatory obligations can be used as a catalyst for innovation and growth. While OTC derivative clearing mandates, collateral management pressures and detailed counterparty exposure requirements will force dramatic changes in business models and cost paradigms, the underlying improvements in data management and risk analysis necessary to comply with these regulations will also prove valuable in navigating new investment and operational landscapes. This shift is as true for the buy side as it is for the sell side. Having leaned on their brokers f... View Now
Ran on: December 11, 2012 10:00 AM - 11:00 AM ET
Sponsored by Cinnober
OTC derivatives traders and clearing organizations need to be “collateral smart” ahead of Dodd-Frank and EMIR implementation, and collateral optimization is quickly becoming a priority for derivatives traders in the U.S. and Europe. Our panel of industry experts examines the impact of swaps reform and central clearing on collateral requirements on both continents, as well as potential technological and service-level solutions that market participants will need to help them mana... View Now
Ran on: December 6, 2012 11:00 AM - 12:00 PM ETSponsored by TelxThere is massive change afoot in capital markets.
Mainly in response to unprecedented and global regulatory drivers that will force the OTC swaps market into... View Now
Ran on: December 5, 2012 11:00 AM - 12:00 PM ET
Description: TABB in association with OpenLink is pleased to present a webinar designed for Trading professionals looking to understand the impact of new hedging products aimed at mimicking the economics and potential accounting advantages of an OTC derivative while simultaneously exhibiting the operational efficiency of a listed derivative.
TABB Senior Analyst Paul Rowady and industry experts will discuss how the list of available hedging products is set to expand, and how these products from the old paradigm, coupled with those in the new will repre... View Now
Ran on: December 4, 2012 01:00 PM - 02:00 PM ET
Sponsored by Dell
The capital markets are built on data. In fact, data management is the No. 1 business driver of capital markets technology investment, and enhanced data management is the most sought-after feature among front-office solutions.Register today for this live/on-demand/exclusive webinar and learn how leading storage technologies can help your firm compete in today’s high-speed markets.
Our expert panelists will discuss how high-performance database solutions:
- Provide the ... View Now
Ran on: June 19, 2012 09:00 AM - 10:00 AM ET
Join Matt Simon, senior analyst at TABB Group, and Azila Abdul Aziz, executive director of dealing from Kenanga Deutsche Futures, as they present the foundation for better understanding of trading into Malaysia.
- Overview of Malaysia derivatives markets
- Regulatory pulse
- Exchange initiatives
- Broker positioning
This webinar provides a solid foundation for understanding Malaysian derivatives trading with data and analysis... View Now
Ran on: May 29, 2012 10:00 AM - 11:00 AM ET
Spread size and spread sensitivity, the relative transience of liquidity, the immediacy of reaction at the touch – these are pain points for buy-side traders and their brokers. And every broker worth its quantitative analysts and its software developers is attempting to tackle these very same issues in a way that offers clients a framework and a methodology for proactively avoiding the pitfalls.
For the foreseeable future, change and uncertainty will continue to hold sway across the lit and dark equities venues in Europe. Still, there will be opportunities for leaders... View Now
Ran on: May 15, 2012 12:00 PM - 12:45 PM ET
In our increasingly connected world, mobile devices and applications are transforming the way that financial services firms communicate.
In this informative online seminar, our panel of experts will offer unique insight into the business side of mobile app development and provide answers to questions such as:
- How do you join the app economy and compete in this new world?
- What questions should you ask when formulating your enterprise mobile strategy?
- What’s the best way to integrate market ... View Now