Asset managers and institutional investors perceive the lack of market data and pricing to be the biggest obstacle to processing OTC derivatives, according to new research from JPMorgan Worldwide Securities Services.
The poll was conducted with 20 asset managers and institutional investors who attended JPMorgan forums in New York and London. Of the attendees, 85% said data issues were the biggest obstacle to processing OTC derivatives; 75% said the functionality of their systems is the biggest infrastructural challenge they face; 65% cited lack of necessary skills and knowledge, as well as recruitment issues to be the biggest people-related challenges they face.
“While asset managers and institutional investors are increasingly using OTC derivatives for a variety of investment reasons, many are not equipped for the associated processing challenges. The snapshot provided by these poll results supports what we are hearing through our ongoing dialogue with our wider client base and the market,” said Kirit Bhatia, global head of Securities Collateral Management at JPMorgan,
A majority of respondents said that their current infrastructure provided limited and insufficient support for the pricing and processing of derivatives. Pricing was the most popular function that respondents would consider outsourcing, with industry standard models and market data the most important factor in selecting a pricing service.
When asked about derivatives collateral management, 45% reported that their current infrastructure only supports the activity to a limited extent. Asked which assets they most commonly use as collateral against derivatives transactions, 88% of respondents said they use debt securities and cash.
According to the poll, the biggest driver for the outsourcing of any function is the potential for cost savings.
www.jpmorgan.com/wss
Lack of data, pricing biggest obstacles to processing OTC derivatives
And current infrastructure provides limited and insufficient support for the pricing and processing of derivatives
- By: James Langton
- October 10, 2006 October 10, 2006
- 12:08