Book contributions by Risk Staff
Portfolio Construction and Management
Edited by Brice Benaben and Julien Jarmoszko
Articles by Risk Staff
Exchange innovation of the year: Eris Exchange
Risk Awards 2018: New swap futures pricing curve removes hurdle for real-money users
Buy-side quant of the year: Jean-Philippe Bouchaud
Risk Awards 2018: top quant unravels complexities of trading one asset without moving another
Credit derivatives house of the year: Goldman Sachs
Risk Awards 2018: US bank’s credit re-organisation opened door to wider client base, new products and some jumbo trades
Structured products house of the year: UBS
Risk Awards 2018: Swiss bank connects clients with cheap execution and innovative investment products – even when offered by rivals
Pension fund of the year: AP3
Risk Awards 2018: Swedish fund proves that shunning ‘sin stocks’ can pay
Exchange of the year: CME Group
Risk Awards 2018: Capital-conscious customers prompt bourse to refocus on US
Credit portfolio manager of the year: Crédit Agricole CIB
Risk Awards 2018: French bank shifts $1bn in structured finance RWAs – with a green twist
Quant research team of the year: Deutsche Bank
Risk Awards 2018: team’s data science insights ‘transformative’ say clients
OTC trading platform of the year: Tradeweb
Risk Awards 2018: Rates market roots have helped platform rival Bloomberg in swaps
Quant hedge fund of the year: Man AHL
Risk Awards 2018: New roles for machine learning, frontier markets and OTC data give fund an edge
Index provider of the year: Bloomberg
Risk Awards 2018: Indexer is helping boost liquidity with new China indexes and standardised swaps
Rates flow market-maker of the year: Citadel Securities
Risk Awards 2018: Firm takes on dealers once again by market-making in custom swaps and off-the-run Treasuries
Lifetime achievement award: Xavier Rolet
Risk Awards 2018: Eight-year tenure transformed LSEG, but one big deal got away; exchange now faces Brexit risks and Mifid opportunities
Reinsurer of the year: Prudential Financial
Risk Awards 2018: From rock stars to robots – how reinsurer is trying to keep up with longevity demand
Deal of the year: HSBC
Risk Awards 2018: How a $2bn repo helped solve Egypt's currency crisis
Sovereign risk manager of the year: Debt Management Office of Saudi Arabia
Risk Awards 2018: New DMO is building a benchmark curve that could spur local capital markets
OTC infrastructure service of the year: Droit Financial Technologies
Risk Awards 2018: Mifid II prompts firm to expand coverage, becoming “default provider”
Trading platform innovation of the year: OpenDoor Trading
Risk Awards 2018: Start-up hopes to boost off-the-run UST liquidity via auctions and all-to-all trading
Asset manager of the year, systematic investing: BlackRock
Risk Awards 2018: Giant manager has in-built advantages, but is also breaking new ground
Equity derivatives house of the year: Societe Generale
Risk Awards 2018: From geometric dispersion to fund derivatives, the French bank combines popular products with risk recycling strategies
Interest rate derivatives house of the year: Societe Generale
Risk Awards 2018: Structuring smarts help French bank grow in slow rates market
Commodity broker of the year, Asia: BNP Paribas
Energy Risk Asia Awards, 2017: Long-term focus helps bank capitalise amid turbulent regional climate
ETRM/CTRM software house of the year, Asia: Openlink
Energy Risk Asia awards, 2017: Market maturity drives demand for risk management software
Oil & products house of the year, Asia: BOCI
Energy Risk Asia Awards, 2017: Established client base and strong product offering give Chinese bank edge in domestic oil markets