Faye Kilburn is senior staff writer for asset management and insurance, covering risk management, derivatives and regulatory issues as they affect the buy side.
Based in New York, Faye joined Infopro Digital (then Incisive Media) in 2010 on the graduate scheme, and previously worked as deputy editor at Inside Market Data covering technology and capital markets.
Firm close to rolling out new models for redemption risk and market liquidity
Funds are using machine learning to screen alternative datasets more quickly
June sell-off might reveal more about discretionary investors watching factors
Investors may be forced to sell illiquid assets in a crisis to avoid compliance breaches
A single venue for trading bonds, ETFs and derivatives is 'on the drawing board'
Ex-SEC head says hedge funds should expect greater harmonisation between regulators
Nearly $80 billion of gamma trades initiated in March and April as long vega strategies fare badly
Trend followers could not roil markets alone, but anxiety about them might, say BAML analysts
Hedge funds wary of high-yield bonds; blame ETFs for shrinking liquidity premium
New research suggests algo traders are changing the market microstructure
Some model-driven investors see signs of crowding in short volatility trades
Quant fund spending on fresh data will pass $7 billion by 2020, yet most attempts to use it fail
More than 1,000 bonds will be removed from the Barclays US Agg on April 1
But firms see workplan announcement as step away from focus on high-risk entities
Amended Financial Choice Act eliminates stress tests for funds, lobbyist claims
Industry moving away from outdated ways to visualise key risk
ETF volumes jumped after US election, while bond volumes remained constant
Risk management preparations confounded by day that shifted from risk off to risk on