Six Swiss Exchange index filters constituents according to dividends and profitability; Solactive index tracks investment-grade subordinated corporate bonds; Investors want greater transparency from index...
Products that fuse smart beta strategies with factor tilts to provide multi-beta, multi-strategy exposure to global stocks are coming to European exchanges
Bank signs global replication licence with ERI Scientific Beta; S&P Down Jones Indices launches South Africa series; Bloomberg launches US Treasury index
The computational requirements of Solvency II are driving the need for more computing power and data storage accessible on a scalable basis. Early adopters are leveraging cloud computing for their Solvency II implementation. Others are taking a more cautious approach, waiting for the industry to address key concerns such as security before they to embrace computing.
More Edhec articles
Misunderstanding of the correlation between global levels of volatility leading Asian investors to place too much faith in Vix, according to Edhec Risk Institute
An analysis of commodity futures produces a strategy combing two ‘traditional’ signals – momentum and term structure – with idiosyncratic volatility in an easy to deploy triple-scoring scheme
ETF assets hit record highs; European investors demand more equity funds; ETF Securities launches currency-hedged gold ETFs
Research shows an important liquidity-performance trade-off in a sample of Ucits hedge funds. Hedge funds generally have lower volatility and tail risk than UHFs. Domicile could matter for performance
Hedge funds need to address transparency and risk reporting standards to avoid punitive capital treatment under Solvency II, as European insurance companies are keen to increase the current 1% allocation. Kris Devasabai reports
Edhec is reminding investors that alternative indexes can have significant drawdowns
In response to industry fears of a collateral crunch, regulators have revised the proposed rules on margining for uncleared over-the-counter (OTC) derivatives.You can find out more by downloading this white paper here.