Articles by Rob Mannix
Indexer looks to tap quant fund demand for big data
MSCI’s historical real-time data could be used in backtesting strategies, pricing exotic options
Will private credit go from boom to bust?
It is the acceptable face of shadow banking. But is too much money chasing too few opportunities in private credit?
Experts dismiss research showing flaw in value strategies
Academics who argue quant value strategies select companies with inflated accounts miss the point, say industry players
Is there still life in the low-vol bet?
Quant analysts disagree on rate sensitivity of $150 billion strategy
Eiopa to revisit standard formula calibrations in ‘recurring exercise’
Authority considering periodical reviews to preserve Solvency II’s risk sensitivity
Andrew Lo’s theory to beat a theory
Author of Adaptive Markets tells Risk.net what his ideas mean for investors and regulators
Research start-up offers quant tips for discretionary investors
Disruptor sees gap in market, created by growing influence of macro factors on trade performance
Using cloud-based solutions to improve risk modelling
Content provided by IBM and Risk.net
The risk-parity fire sale that didn’t happen
Have fears of a co-ordinated sell-off by risk-parity funds been proven wrong?
‘Great rotation’ highlights clash over unseen risks in factor investing
Gaps in performance of apparently similar products rekindle debate on index construction
Factor investors wary about rush into value stocks
Buy side warned to stay diversified as quality and low-vol falls from favour
Trump win forces rethink of investment risk assumptions
Risk management preparations confounded by day that shifted from risk off to risk on
Taking aim at efficient market theory
Winton founder David Harding slams ‘weak’ theoretical basis for alternative beta
Insurers cannot get round Brexit with ‘brass plaques’ – CBI
Firms will need a substantial presence in Ireland to sell into single market, says regulator
Why Europe's insurers can't stop buying bonds
Solvency II has pushed firms to run positive duration gaps
No subordination: Aviva’s clever matching adjustment repack
Insurer's repack vehicle issued only single senior note
In search of an edge: CTAs launch into swaps trading
Systematic hedge funds are looking to new markets for a competitive advantage
Brexit lessons on handling redemption runs
July experience shows fund suspensions can be used without spillover effects
Transitional resets pose reporting challenge for insurers
Uncertainty over approval process leaves firms “in limbo”
Brexit leaves insurers playing regulation waiting game
Local regime likely to be tougher than Solvency II, although risk margin might change
The fault lines in Europe's Solvency II compromise
Row over calculation of discount rates exposes political differences
Nordea cutting alternatives after shift to unit-linked products
Heightened lapse risk ends 20-year "romance" with hedge funds, says Nordea Life & Pensions CIO
Regulators see 'long journey' to getting Orsas right
Insurers still treating own-risk assessment too much like a compliance exercise, Nordic supervisors say
Change is the only constant in pricing swaps
Regulation is having unexpected effects on derivatives unwinds