Asset management
Negative rates force decline in yen life products
Japan’s life firms are increasingly focused on foreign-currency products
Securitisation losses rattle peer-to-peer lenders
Marketplace lending hit by downgrades, legal worries and questions over structure of deals
FSB buy-side plans a 'step forward', says industry group
Investment Association welcomes suggestions to regulate illiquid and levered funds
PRA invites post-Brexit transitional recalculations
UK regulator invites firms to recalculate smoothing effect to ease the pain of higher risk margin
BlackRock pitching long-short ETF trades as cash alternative
Investors turning to ‘cash-and-carry’ approach using exchange-traded funds
Risk.net Buy-Side Awards 2016: call for entries
Submission details now available for November awards
Best operational risk initiative: Oric’s Scenario universe and Principles of operational risk management and measurement
The consortium wins with a definitive set of op risk scenarios that insurers can use to identify which one is relevant
Insurer of the year: MassMutual
US life insurer makes strides in op risk with corporate culture and IT
FSB endorsement missing from new G-Sii methodology
Financial Stability Board has not given seal of approval to designation method, French regulator voted against it
Intraday data does not improve daily VAR, research suggests
Bids to use bigger datasets give no better loss forecasts, says hedge fund
Brexit leaves insurers playing regulation waiting game
Local regime likely to be tougher than Solvency II, although risk margin might change
Hedge fund H2O suffers $160m loss after Brexit shock
UK-based firm’s four macro funds hit by equity index and sovereign debt losses
‘Lottery ticket’ call options saw big losses on Brexit
Emerging market trades dropped more than 80% after 'leave' vote
The fault lines in Europe's Solvency II compromise
Row over calculation of discount rates exposes political differences
Insurers eye secondary annuities as perfect matching asset
Some UK firms see nascent market as source of ideal hedging tool
Analysing exposure and risk in the 30 largest hedge funds
Risk most dispersed, but most extreme, in macro funds
Start-up UST trading venues face clearing hurdles
Gaps in central clearing are stifling the emergence of all-to-all trading venues for US Treasuries
Global capital rules for insurers must allow internal models – ABI
European firms should be free to use in-house models for insurance capital standard, even if US firms cannot
Myths and realities of cyber security
A fund’s biggest risk may be a hacker’s access to its investors’ information
MarketAxess to offer cut-price dark pool liquidity
High-yield bond block trades could be 100bp cheaper on new platform, says executive
Interview: Natasha Cazenave on systemic risk in asset management
Chair of Iosco’s investment management committee welcomes “shift in the debate to an activities focus”
Buy side is the barrier to all-to-all credit trading, says AB chief
Switzer calls current pre-trade transparency technology "awful"
UFR change would ‘threaten’ Solvency II political compromise
German policy-makers talk tough in opposition to lowering of discount rate
Firms leaving the uncleared swaps market have nowhere to go
Buy side says cleared or listed products fail to meet their needs