Asset management
Insurance capital standard can be forged on time – Cadoni
Chair of IAIS working group asserts ICS will not be mere capital backstop
Cat bonds can help combat the systemic risks of CCPs
Bonds could pre-fund CCP default funds and higher margins during market stress, authors argue
Buy side backs call for US Treasury new-for-old scheme
A programme of bond exchanges could revive liquidity in off-the-runs
Brexit lessons on handling redemption runs
July experience shows fund suspensions can be used without spillover effects
Fund managers and insurers unite to combat Priips confusion
Cross-industry working group pledges to develop industry-standard templates
FoHFs – shrinking without trace?
Funds of hedge funds are struggling to attract investment more than the funds they invest in
Bank stress, Brexit drive DoubleLine out of European credit
Fund manager warns ECB’s corporate bond buy-backs may produce “adverse outcome”
Bond funds use derivatives to buy time for bargain hunting
Buy side turning to ETFs and CDSs to meet exposure targets, switching them for bonds later on
Model firms vie to pinpoint ‘X factor’ in private equity, property
Difficulties gathering data plague efforts to determine correlation between private and publicly traded assets
Risk premia providers claim Brexit success
Index providers say strategies passed critical test convincingly
Transitional resets pose reporting challenge for insurers
Uncertainty over approval process leaves firms “in limbo”
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