Asset management
Using cloud-based solutions to improve risk modelling
Content provided by IBM and Risk.net
Emerging issues in Solvency II: Cloud solutions and model risk governance
Content provided by IBM and Risk.net
The hard labour in profiting from alternative data
Quant fund spending on fresh data will pass $7 billion by 2020, yet most attempts to use it fail
Dealers crack down on clients with dual netting sets
Pricing adjustments for posting non-cash collateral can run to 100bp
Buy side fuels boom in single-name CDS clearing
Ice single-name CDS volumes double year on year following switch to semi-annual rolls
Fast and precautious: order controls for trade execution
Algo traders propose a new optimal execution algorithm with both limit and market orders
Tools and techniques for safeguarding fixed-income portfolios
Sponsored webinar: FactSet
Quants turn to machine learning to model market impact
JP Morgan, Bloomberg and Portware among those applying AI to long-standing problem
Redemptions focused within strategies suffering losses in 2016
Redemptions focused within strategies suffering losses in 2016
Transparency premium: insurers seek swaps reporting reform
US insurers claim their bespoke swaps are being front-run, raising hedging costs
Index rule change could test bond market liquidity
More than 1,000 bonds will be removed from the Barclays US Agg on April 1
Keeping faith: IAIS rebuffs view G-Sii concept will die
But firms see workplan announcement as step away from focus on high-risk entities
Traders wary of censure for being a ‘few bips out’
Mifid II best execution requirements intrusive and painful, say asset managers at Buy-Side Risk Europe 2017
White paper: The financial paradigm shift
White paper: FactSet
SEC derivatives rule on the chopping block
Exposure cap for mutual funds likely to be scrapped, but segregation proposals may survive
China’s insurers wrestle with ALM as liabilities lengthen
Clampdown on overseas investment fuels pressure to find long-duration domestic assets
Full up already? Industry divided over smart beta capacity
Research Affiliates argues trading costs will wipe out returns; critics say assumptions overblown
Beware simulation sins
Aspect Capital’s Stephen Wood picks out the most common pitfalls in simulations of quantitative investment strategies
CLO investors fret as rate hikes loom
Rising default rates could trigger a stampede out of the market
Dodd-Frank rollback targets asset manager stress tests
Amended Financial Choice Act eliminates stress tests for funds, lobbyist claims
Optimal trading with linear and (small) non-linear costs
Bouchaud et al find the optimal trading strategy for a family of predictive signals in the presence of transaction costs
Risk Chartis Market Report: Buy-side risk management technology
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