Asset management
Non-cleared margin transfer rules vex asset managers
Market split on whether MTA applies at the client or account level
Pension funds cautioned on equity-bond correlation
Buy-siders need to plug changes into VAR, say risk managers
Asset managers sanguine on Deutsche Bank woes
Bank’s troubles seen as unlikely to trigger wider banking crisis
Why Europe's insurers can't stop buying bonds
Solvency II has pushed firms to run positive duration gaps
Buy-side stress tests ‘not straightforward’ – Irish central banker
Stress tests for asset managers need to be different from those for banks, conference told
Hedge funds warned of crowding risks
Crowding is the “biggest challenge” facing the hedge fund industry, CRO of Point72 says
Ultra-short funds see opening in money market reforms
US asset managers aim to capitalise as investors move cash from money market funds
Quant jobs at risk from tech advances
But humans and 'intelligent' computers a strong combination, hedge fund managers say
Buy-side risk managers doubt own liquidity metrics
Risk Hedge Europe attendees say they lack formal measures of liquidity
HAL to pay: where hedge funds think AI can really work
Some funds using artificial intelligence already; others see obstacles to its success
Man AHL investors profit from artificial intelligence
Hedge fund puts clients’ money in machine learning and seed capital in deep learning
A tale of two worlds: performance and risk
Performance and risk offer two complementary views of investment management. It’s time to swap some DNA
Dealers leave buy side guessing on Mifid trade reporting
Clients face tougher reporting rules if dealers don’t become systematic internalisers
Poor performers push hedge fund redemptions higher
Year-to-date outflows pass $55 billion
Can US money funds rely on French banks for repo liquidity?
Foreign dealers may be here today, gone tomorrow
L’exception française: why French banks dominate US repo trading
French banks are exploiting a quirk in the leverage ratio rules to expand repo trading
Firms aim to convince Basel on merits of op risk insurance
Lack of recognition in new SMA capital charge could cause market to shrink, worry insurers
Stable linear-time optimisation in arbitrage pricing theory models
Gordon Ritter proposes a stable mean-variance optimisation for APT models
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
Risk managers wary of op risk securitisation
Sfr270 million transaction by Credit Suisse and Zurich thought unlikely to be copied due to SMA
Matching adjustment repack structures revealed
Public company filings show details of Aviva’s single senior note structure, L&G’s £6 billion forex repack
The three lines of defence: a health warning
Effective risk management is more important than what your organisational chart looks like