Socially responsible investment (SRI)
Operational risks from microlending increasing in developed and developing world
€50m structured note combines green bond with ethical equity index
CQS leads way in pushing for higher standards for hedge fund industry
This white paper looks at the heavy impact of regulation on investment managers, the mitigation of outsourcing risk, inefficiencies in corporate actions processing and the growing importance of collateral management.
More Socially responsible investment (SRI) articles
Mariner adopts UN PRI
GLG’s John White has moved from managing equity hedge funds to work closely with Man chief executive Manny Roman. His existing hedge funds have been handed over to others within GLG to run
Responsible investing challenge
Link-up will allow institutional fixed-income investors to apply ESG investment strategies to their bond portfolios
The financial crisis has led to a greater awareness of the need for a much broader analysis of corporate performance and risk that encompasses environmental, social and governance (ESG) factors, rat...
Lost in translation
Société Générale's first London-listed note to track SRI companies also benefits charity by giving fees to the Teenage Cancer Trust
Deutsche Bank has taken its Global Fund Supporters ETF to London. The ETF provides exposure to those who support the charitable work of the Global Fund and in turn gives fees to the cause
S&P launches social responsibility index for Middle East and North Africa
Of all asset classes, fixed income has been one of the slowest to embrace ethical investment. Thanks in part to the growing influence of sovereign wealth funds, this may be set to change. But for ma...
Colin Purdie, formerly of Aegon Asset Management, joins Aviva Investors as SRI credit fund manager.
Investing based on principles rather than pure monetary gains has increased significantly over recent years, with the financial crisis acting to emphasise the importance of taking long-term investment...
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.