Use-cases for Mifid II data prove elusive

Banks running market share analysis from trade reports, but data quality hampering other projects

If Jerome Sabah had his way, any time a client changed their trading patterns, he would get a tap on the shoulder, so he could call them and find out what they need. Data, he says, could give him that tap.

“Let’s say an investor trades something on a regular basis and I define a series of something relevant – trading times, amounts or instruments,” says Sabah, global head of rates, credit and forex sales for financial institutions at Societe Generale. “Any time that series diverges by 50%, I’d

Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content.

To access these options, along with all other subscription benefits, please contact or view our subscription options here:

You are currently unable to copy this content. Please contact to find out more.

Sorry, our subscription options are not loading right now

Please try again later. Get in touch with our customer services team if this issue persists.

New to View our subscription options

Digging deeper into deep hedging

Dynamic techniques and gen-AI simulated data can push the limits of deep hedging even further, as derivatives guru John Hull and colleagues explain

You need to sign in to use this feature. If you don’t have a account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an individual account here