Algorithmic Trading

28 white papers and resources

Algorithmic Trading

Real-Time Risk Management in Practice

The word “real time” is used frequently in discussions related to risk management, especially as it pertains to technology innovation. It is one thing to talk about real-time risk management in a theoretical sense, it is quite another to talk about it in practice. In this whitepaper a group of…

EDM client case study: Managing SRI-ESG data

This case study reveals how Mirabaud Asset Management is using IHS Markit’s Enterprise Data Management (EDM) platform to establish a strong foundation for the its long-term SRI-ESG (socially-responsible / environmental, social and governance investing) strategy. This includes empowering Mirabaud’s…

SPAN-2: enhanced margining framework

SPAN has been the industry standard for margining for decades. In recent years, the demands on margin methodologies have increased due to the growth in the diversity and complexity of products and the greater need for portfolio and capital efficiency driven by regulatory change.