Asset management
House of the year, Japan: Barclays
Asia Risk Awards 2021
China’s first global multi-asset index embedding ESG criteria
China Minsheng Bank explores its joint initiative alongside Societe Generale – the Minsheng multi-asset ESG global allocation index – and its objective to provide investors across several regions with balanced returns from assets with ESG criteria…
BlackRock to grant funds power to track climate risks
Aladdin system holding trillions of dollars to show whether funds are burning the Earth or saving it
Amundi, Axa urge boardroom pay cuts for climate laggards
Link remuneration to carbon-emission goals and companies will get serious, say large investors
Why new EU rules are fuelling greenwashing and how to stop it
Reporting requirements for ESG funds may not solve the problem – a list of harmful investments might
Asia moves: LCH appoints new head of Asia, BNY Mellon picks treasury services chief, and more
Latest job news across the industry
A defence against the next convexity crunch
Crédit Agricole rates traders describe a new way of hedging the risk of bond convexity
GFXC set to tackle reject codes
Co-vice-chair Neill Penney says group will seek to bring clarity to codes assigned to rejected FX trades
The sticky question of Europe’s oil-ridden ESG funds
NN Investment Partners SFDR fund holds 91% of investments in oil and gas companies
Performance measures adjusted for the risk situation (PARS)
This paper proposes the use of a new class of performance measures adjusted for the risk situation (PARS), as the perception of risk depends on the individual situation including risk preferences.
Clunky crypto markets serve quants well – can it continue?
Poor price discovery presents opportunities for systematic traders in super-trending markets
Quants split on who wins in the alt-data gold rush
Scale helps in handling new data, but alpha may be found in niche strategies
Seeking SCB relief, Goldman cuts equity investments
Plans for less capital-intensive balance sheet could shave 140bp off capital requirements
The case for reinforcement learning in quant finance
The technology behind Google’s AlphaGo has been strangely overlooked by quants
Risk technology to navigate future risk
Risk technology, data strategy and innovation audiocast series (part 1 of a series of 3)
Data and risk strategies to hedge against future black swan events
Risk technology, data strategy and innovation audiocast series (part 2 of a series of 3)
Use of proxy data in green asset ratios hangs in the balance
EU proposals to exclude non-EU firms from numerator may reduce ratio’s effectiveness
EU and UK climate rules may lead to a disorderly transition
Asset managers can wait until 2024 to disclose the carbon emitted by their investments
Green figures: EU funds search for sustainable taxonomy data
Fund managers must report compliance with taxonomy before many investee companies
Shades of green: sustainability guidance may not help EU funds
Talk of high SFDR hurdle for ESG funds stokes fears “sustainable” label will be unobtainable
Asia moves: Deutsche appoints Asia-Pacific treasurer, Citi boosts Australian sales team, and more
Latest job news across the industry
Regulators setting climate rules would be ‘enormous failure’
Risk Live: ‘Trust markets’ not regulators to move capital away from big carbon emitters, says LGIM
Regulators must make firms reveal climate risk – MSCI, FRR
Asset managers need accurate data on carbon emissions, followed by targets to lower them
Acadian builds ‘green screen’ to auto-filter ESG phoneys
$110 billion quant investor creates automated system to spot greenwashers