Exchange-traded funds (ETFs) have never been as popular with investors - and have never been under as much regulatory focus. Supervisors are scrutinising leveraged and inverse ETFs while investors are asking questions about securities lending practices. ETF Risk looks into these issues and examines benchmarks, index licensing fees and trading strategies through a combination of analytical articles, profiles, technical papers and research.
Assets in exchange-traded funds reached an all-time high of $2.319 trillion in October, with three firms – iShares, State Street and Vanguard – accounting for 70% of the total
A quirk of leveraged ETFs means the products lose accuracy when markets turn choppy. Yakob Peterseil talks to Elliot Noma of Garrett Asset Management in New York about the quest for a purer form of leverage...
Lyxor ETF provides exposure to quality dividends; Invesco ETF tracks China A-shares; FinEx lists gold fund in Dublin and Moscow; iShares expands currency-hedged range; Deutsche Asset & Wealth Management...
Insurance Risk and BNY Mellon have conducted a survey to look at how insurance companies are preparing for the new regime and the opportunities and challenges that the changes will bring.
More Etf risk articles
Securities lending practices are unfair to investors, finds ETF Risk's first annual survey, while liquidity and the spread of an exchange-traded fund versus reported costs are the most important factors influencing investor buying decisions
The US Federal Reserve has warned that leveraged exchange-traded funds could pose a systemic risk through their rebalancing activities, but many exchange-traded fund providers think these claims are overblown
The Securities and Exchange Commission finds itself in conflict with fellow regulators the Commodity Futures Trading Commission and the Financial Industry Regulatory Authority, while a recent pronouncement on benchmarks appears to contradict a global...
Seven Investment Management’s Peter Sleep says exchange-traded funds can look expensive compared to futures or tracking funds while stock-lending practices are opaque, but he believes disclosure requirements generally surpass other areas of the investment...
Following its acquisition by BlackRock, Dan Draper, the former head of ETFs at Credit Suisse has landed a larger role at Invesco PowerShares, where he is keeping half an eye on potential expansion in Europe.
A simple pair-trading strategy based on autocorrelation can be profitable if applied over non-standard time frames. They observe that, for such a strategy, exchange-traded funds are more suitable than stocks and allow higher information ratios to be achieved...
This paper discusses a number of diverse considerations that risk managers need to incorporate into their thought processes and recurring procedures if they are to fulfill their role more effectively in the future
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