Asset management
Insurance accounting shake-up puts risk centre stage
IFRS 17 will create a closer link between insurers' risk management and P&L volatility
OpRisk Europe and North America wrap: cyber, 3LOD and the SMA
Future of op risk modelling a hot topic at conference, along with evolving three lines of defence framework
Better data key to cyber risk underwriting, say practitioners
Lack of loss data means predictions are a problem
SEC liquidity rules may trigger forced sales, funds warn
Investors may be forced to sell illiquid assets in a crisis to avoid compliance breaches
BlackRock’s Prager backs unified fixed-income trading concept
A single venue for trading bonds, ETFs and derivatives is 'on the drawing board'
Overlooked yield-curve measure a ‘proven indicator’ of stress
Location of bump in term premia foreshadows business cycle in 15 months, thinks research firm
SEC and CFTC will align on derivatives rules, Cox tells funds
Ex-SEC head says hedge funds should expect greater harmonisation between regulators
Cyber insurance not a risk management tool, say banks
Lengthy payout mechanism of cyber policies makes it ineffectual against large losses, dealers argue
Volatility hedgers turn to gamma trades to stem slow ‘bleed’
Nearly $80 billion of gamma trades initiated in March and April as long vega strategies fare badly
Solvency II model approvals: lessons from round one
Board members must help shape model validation process
Insurers press case for new-look risk margin
Firms call for lower cost of capital and link to interest rates in key element of Solvency II
Is there still life in the low-vol bet?
Quant analysts disagree on rate sensitivity of $150 billion strategy
Seeds of destruction? Funds grapple with index effect
Rapid growth fuels anxiety over passive sector’s vulnerability to frontrunning
Fear of CTA sell-offs could trigger wider stampede
Trend followers could not roil markets alone, but anxiety about them might, say BAML analysts
Building an automated process for Solvency II reporting with IBM Analytics
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Enterprise risk management for insurers
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IBM Algo Risk Service on Cloud: What-if analysis and portfolio building
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IBM Algo Risk Service on Cloud: Relative risk – allocations, simulation and contribution
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IBM Algo Risk Service on Cloud: Portfolio risk analysis – exposures, simulation and attribution
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How to avoid being run over: A performance checklist for buy-side firms
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Probabilistic scenario optimisation: The heart and soul of goal-based investing
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Is your data quality a risk?
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IBM Algo Risk Service on Cloud: Report building and design
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