Asset management
MetLife investment yields squeezed by rate cuts, repo turmoil
Investment spread at retirement and income solutions unit down to 1.02%
Asia moves: HSBC hires Singapore liquidity chief, StanChart picks Asean head, and more
Latest job changes across industry
BNY Mellon leads US custody banks’ assets increase
Total Auca stood at $94.4 trillion at end-September
Value: ‘Trade of the decade,’ says QMA
Quant firm predicts big revival for out-of-favour strategy
Fund fears linger over guidelines set to avert fire sales
Final Esma framework allays some European asset managers’ concerns
A consistent investment strategy
This paper introduces a consistent performance strategy (CPS), which, if followed, leads to a portfolio having consistently positive returns over time and exhibiting a steady upward trend.
ETF strategies to manage market volatility
Money managers and institutional investors are re-evaluating investment strategies in the face of rapidly shifting market conditions. Consequently, selective genres of exchange-traded funds (ETFs) are seeing robust growth in assets. Hong Kong Exchanges…
ESG investing: It’s not just great to be good
Investing according to environmental, social and governance (ESG) criteria can be done in various ways, with continuing development of filters and ways of analysing companies. As the market in ESG indexes and investments linked to sustainability matures,…
Forecasting value-at-risk
Alvin Stroyny and Tim Wilding build a dynamic risk framework for multi-asset global portfolios
Libor transition and implementation – Covering all bases
Sponsored Q&A
Buy side seeks non-cleared margin relief for SMAs
Sifma AMG calls for $50 million IM exchange threshold to be set annually
Machine learning, Deutsche auction and repo haircuts
The week on Risk.net, September 14–20, 2019
CFTC refuses to budge on margin treatment of SMAs
Asset managers must agree new protocols for dealing with margin shortfalls in SMAs by September 2020
CLO investors find silver lining in Libor’s demise
A backward-looking SOFR rate will reduce the asset-liability mismatch that sank CLO equity in 2018
Buy side seeks more clarity on FX trade rejects
Schroders and BoE criticise code mish-mash, as Investment Association presses for standardisation
Post-Woodford, State Street has an idea on liquidity risk
You’ve heard of the liquidity coverage ratio. Try the ‘redemption coverage ratio’ for funds
Market data vendor of the year: IHS Markit
Asia Risk Technology Awards 2019
Derivatives house of the year, Asia ex-Japan: Credit Suisse
Asia Risk Awards 2019
In JP Morgan’s JV buy, some see snares of China
The US firm paid a ‘ransom’ for JV control. Others mull what that means for their own China strategy
Patchy grasp of Libor reform worries Asia lenders
Widespread lack of understanding could hinder renegotiation of loan terms
An old fight over margin protections rears its head
CFTC rules on margin and loss limits for separate accounts are being torn up for asset managers
Structured products – The ART of risk transfer
Exploring the risk thrown up by autocallables has created a new family of structured products, offering diversification to investors while allowing their manufacturers room to extend their portfolios, writes Manvir Nijhar, co-head of equities and equity…
Mifid redux? Esma insists on LEIs for repo collateral
Mifid-style ruling will bar firms from using securities without identifiers in financing transactions