Interdealer broker Tullett Prebon receives the award this year for its service providing over-the-counter fixed income and credit market data to assist insurers to calibrate their market risk models for Solvency II.
Launched in June, the service was developed in conjunction with Allianz Group subsidiary IDS and provides benchmark curves tailored to the requirements of the insurance industry and Solvency II, providing an invaluable tool for both parties.
“Tullett Prebon operates at the centre of
The week on Risk.net, October 6-12, 2017Receive this by email
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- Quantile, TriOptima face off in cleared swaps compression battle
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- Quants stymied by lack of alternative risk premia flows data