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.
Growing appetite for ETFs buoys market confidence
Sponsored feature: Tradeweb
A highly engaging intensive one-week programme designed to meet the demands of the risk professional by bridging the gap between theory and practice in financial risk management. Save your seat now: programme starts March 23rd 2015.
More ETF Risk articles
Giant daily dealing bond funds and ETFs could cause the next crisis, GLG’s top fixed income manager says
China A50 futures and ETF inflows rise following HK Shanghai stock connect
Volatility benchmarks will follow launch of equity options later in 2014
ETF marks first stage in moves to create domestic derivatives market
Paamco posits alternative to ETFs and mutual funds
Smart money favours high-yield and emerging markets debt
Lurching towards liquidity
China AMC and CSOP Asset Management no longer withholding 10% of fund appreciation for capital gains tax provisions
The launch of European and US ETFs based on offshore renminbi-denominated indexes signal a new development in investment in the currency
Insurers predicted to increase ETF exposure
Difficulty in accessing onshore market means liquidity providers are having trouble hedging China A-share exposure
Index providers the latest part of the financial system to have European equivalency problems
This whitepaper reviews the fundamental changes of Liquidity Risk Management under Basel III. It discusses how institutions can meet the regulatory requirements on liquidity risk management by enhancing their liquidity risk analytics, funds transfer pricing methodologies, liquidity stress testing frameworks, and enterprise risk management platforms.