Book contributions by Risk Staff
Portfolio Construction and Management
Edited by Brice Benaben and Julien Jarmoszko
Articles by Risk Staff
Technology vendor of the year: FIS Global
Risk Awards 2019: Software engineers respond to new challenges in traded risk
Clearing house of the year: CME Clearing
Risk Awards 2019: Clearer moved early to ramp up default resources and counter threat of February volatility spike
Risk solutions house of the year: HSBC
Risk Awards 2019: UK bank helped get Italian NPLs moving; revamped sales effort unlocked host of diverse deals
Clearing house innovation of the year: Eurex Clearing
Risk Awards 2019: CCP’s incentive scheme takes on LCH to capitalise on Brexit uncertainty
Buy-side quant of the year: Gordon Ritter
Risk Awards 2019: Quant uses new tech to tackle old problem of optimal execution
OTC infrastructure service of the year: Quantile Technologies
Risk Awards 2019: Compression provider has been quick to respond to market needs, say dealers
Inflation derivatives house of the year: HSBC
Risk Awards 2019: Revamped repack making waves
Structured products house of the year: Societe Generale
Risk Awards 2019: French bank struck Commerzbank deal and ramped up risk transfer focus
Streaming liquidity provider of the year: XTX Markets
Risk Awards 2019: Non-bank market-maker doubles direct relationship presence in forex
Derivatives house of the year: BNP Paribas
Risk Awards 2019: French bank adds US and flow heft to old strength in Europe and exotics – but patchy performance will require digital savings to arrive earlier
Quant research team of the year: Deutsche Bank
Risk Awards 2019: Deutsche’s quants dig for alpha
Currency derivatives house of year: BNP Paribas
Risk Awards 2019: French bank hits options windfall in Turkey during currency crash
Rates flow market-maker of the year: LBBW
Risk Awards 2019: Landesbank uses e-trading – and Brexit – to boost its euro swap volumes, and its voice
Interest rate derivatives house of the year: BNP Paribas
Risk Awards 2019: US commitment pays off with 20% growth, blizzard of big trades on curve and FRA/OIS
Sovereign risk manager of the year: Greece’s Public Debt Management Agency
Risk Awards 2019: PDMA’s innovative €35bn swap programme helps slash sovereign’s interest rate payments
Index provider of the year: ERI Scientific Beta
Risk Awards 2019: Clients are flocking to Edhec offshoot for its bookish approach
Insurer of the year: Rothesay Life
Risk Awards 2019: Bulk annuity deal unlocks £1 billion of capital in Prudential’s strategic split
Equity derivatives house of the year: JP Morgan
Risk Awards 2019: US dealer shrugged off Steinhoff loss to make timely risk-off call before Vix surge
Exchange of the year/exchange innovation of the year: CME Group
Risk Awards 2019: FX Link, SOFR futures and Nex acquisition headline banner year for Chicago bourse
Credit portfolio manager of the year: Natixis
Risk Awards 2019: Risk-sharing scheme helps French bank double loan volumes on stable RWAs
Equities flow market-maker of the year: Citadel Securities
Risk Awards 2019: Risk management overhaul helps market-maker navigate February 5 volatility
Quant hedge fund manager of the year: La Française Investment Solutions
Risk Awards 2019: Focus on correlations helps LFIS stand out in sector’s horrible year
Risk Awards 2019: The winners
BNP Paribas wins derivatives house; lifetime award for Craig Broderick; CME takes clearing house award
Asset manager of the year: Goldman Sachs Asset Management
Risk Awards 2019: Firm’s algos pick through earnings call transcripts to figure out what analysts really think