Book contributions by Risk Staff
Portfolio Construction and Management
Edited by Brice Benaben and Julien Jarmoszko
Articles by Risk Staff
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
Insurer of the year: Rothesay Life
Risk Awards 2019: Bulk annuity deal unlocks £1 billion of capital in Prudential’s strategic split
OTC trading platform of the year: Trad-X
Risk Awards 2019: From a D2C Clob to CCP-specific pricing, Trad-X isn’t scared to rock the boat
Quant of the year: Alexei Kondratyev
Risk Awards 2019: A glimpse of the future? Quant uses ML to model term structure and crunch margin costs
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
Law firm of the year: Linklaters
Risk Awards 2019: Linklaters at forefront of major changes to OTC derivatives market
Credit portfolio manager of the year: Natixis
Risk Awards 2019: Risk-sharing scheme helps French bank double loan volumes on stable RWAs
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
OTC client clearer of the year: JP Morgan
Risk Awards 2019: European clearing clients found a champion in the US dealer
Equities flow market-maker of the year: Citadel Securities
Risk Awards 2019: Risk management overhaul helps market-maker navigate February 5 volatility
Investment product of the year: JP Morgan
Risk Awards 2019: JPM’s big February winner points way forward for investable indexes
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
Inflation derivatives house of the year: HSBC
Risk Awards 2019: Revamped repack making waves
Lifetime achievement award: Craig Broderick
Risk Awards 2019: Goldman’s long-serving CRO helped bank survive the crisis, and then adapt to new world
Risk Awards 2019: The winners
BNP Paribas wins derivatives house; lifetime award for Craig Broderick; CME takes clearing house award
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
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 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
Fintech start-up of the year: TransFICC
Risk Awards 2019: Flexible, fast, cheap – UK-based firm trying to take fuss out of fixed-income trading
Index provider of the year: ERI Scientific Beta
Risk Awards 2019: Clients are flocking to Edhec offshoot for its bookish approach
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
Quant research team of the year: Deutsche Bank
Risk Awards 2019: Deutsche’s quants dig for alpha
OTC trading platform innovation of the year: Tradeweb AiEX
Risk Awards 2019: Expansion of automation tool to swaps trading supports soaring derivatives volume
Buy-side risk manager of the year: Citadel
Risk Awards 2019: hedge fund CRO is intent on steering clear of the “history trap”