Data Sourcing and Database Development

Client’s Need:

  • A global asset manager’s index development desk required an aggregation of historical emerging market bond data from various sources for more than 2,000 bonds. The client required support in the cleanup of data gaps, outliers, and inconsistencies to prepare the data sample for modeling.

Amba’s Solution:

  • The Amba team identified the relevant data sources for the bonds and their properties. They worked with the developers to identify outliers and build a user-friendly database with the extensive use of VBA to automate the processes where necessary.

Value/Outcome:

  • The client was able to leverage on Amba’s integrated support of quantitative services in data validation work and of technology solutions in data integration and process automation initiatives.
Case Studies related to: