Asset management
Private bank of the year: Credit Suisse
Asia Risk Awards 2020
Big buy-side firms seek better model risk disclosures
Working group building standardised disclosure doc for managers and vendors
The changing shape of buy-side risk technology
Buy-side risk managers and FactSet’s global head of quantitative analytics gathered for a Risk.net webinar to discuss topical risk management trends for asset managers and to consider the industry challenges posed by the recent Covid‑19 pandemic
Lessons from the past – The evolving importance of historical tick data (Part I)
A recent Risk.net webinar in association with Refinitiv examined the opportunities and challenges for using historical tick data in today’s volatile markets. Panellists outlined the variety of ways the industry is harnessing historical tick data, but…
Lessons from the past – Overcoming historical tick-data challenges with the cloud (Part II)
The panel at a recent Risk.net webinar in association with Refinitiv outlined some of these challenges, including the expense of data cleaning, maintenance and storage; access to relevant data; and dataset integration. They agreed that cloud-based…
Podcast: Investing, climate risk and energy firms
How are investors enabling the move to the low-carbon economy?
How UBS AM dealt with Covid-19 crunch
Buy-side risk survey: Swiss giant had planned for liquidity squeeze, says CRO – but not one like March
Covid liquidity, block trades and Fed op risk
The week on Risk.net, August 1-7, 2020
FX swaps platform aims to cut out the banks – but not entirely
Peer-to-peer newcomer FX HedgePool targets asset managers’ month-end hedging activity
Spotting co-movement breakdowns with neural networks
Autoencoders can detect changes in relationship between assets in real time
Managing AML and fraud – A risky business needs a risk-based approach
Financial services organisations (FSOs) are expected to meet strict financial crime regulations regardless of their size, and those with smaller budgets and fewer resources are finding this increasingly difficult as regulations, guidelines and threats…
The evolution of pricing bonds and the data journey
Jason Waight, head of regulatory affairs, Europe at MarketAxess, considers why access to flexible data is key to using new trading protocols in fixed income
The econophysics of asset prices, returns and multiple expectations
The author models interactions between financial transactions and expectations and describe asset pricing and return disturbances.
Detecting changes in asset co-movement using autoencoders
ARR aims to anticipate volatility patterns to provide signals for risk management and trading
Asia debt market suffers SOFR inertia
Issuers of floating rate notes stick with Libor in absence of term version of risk-free rate
Before and after the Covid-19 storm: buy-side risk survey
Wide-ranging survey reveals what worked and what didn’t in March – and what will change as a result
Ethical funds balk at Europe’s new disclosure regime
Proposals for 32 reporting criteria are “unmanageable”, complain asset managers
No Mifid equivalence for UK at end of Brexit transition
Footnote reveals assessment delay beyond January 2021, piling pressure on London-based firms
Why Asian firms expect a major systems and data overhaul
In this feature, Bing Li, head of Asia‑Pacific, and Steffan Tsilimos, global head of interest rate derivatives products at Bloomberg, explore the implications of the Libor transition on the Asia markets and the broader market impact of the transition
Investors rethink ops resilience for a pandemic-proof future
Shift to remote working sees asset managers focus on comms, tech and cyber risks
Confidence in pricing data is essential in a distressed market
Jason Waight, head of regulatory affairs, Europe at MarketAxess, explores the key role of reliable data sources in offering a commercial advantage to traders during the March crisis
Buy-side firms reject EMS brokerage charges
Some users favour licence fee over per-trade charging – and have forced vendors to switch
Risk Live playback: BlackRock’s Fishwick on buy-side risk
BlackRock’s co-head of risk discusses challenges facing firms today, including compliance and op risks
The changing shape of buy-side risk technology
This webinar shares insights into the emerging strategies shaping firms’ investment, compliance and technology risk decisions, and how Covid-19 is causing a rethink in priorities