Investing
Investors, whether banks, asset managers, hedge funds or pension funds, operate a dizzying array of mandates and strategies, but there are many commonalities when it comes to identifying and managing risk in their portfolios. Risk.net keeps investors up to date with the latest approaches and developments in managing portfolio risk – from tackling liquidity risk to measuring exposures, to macro, political and climate risk, as well as showcasing innovative new quant models, strategies and software systems.
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S&P Indices versus Active (SPIVA): institutional scorecard
How well do actively managed equity funds stack up against their index benchmarks over short- and long-term periods?
Macroeconomic exposures of style indexes: what you don’t know could hurt you
Melissa Brown, managing director of applied research at Qontigo, reveals how changes in the macroeconomic environment can influence portfolio risk across a range of investing styles
New investor solutions for inflationary markets
Geopolitical risks, price volatility, clashing cycles, higher interest rates – these are tough times for economies and investors. Ahead of the 2022 Societe Generale/Risk.net Derivatives and Quant Conference, Risk.net spoke to the bank’s team about some…
The rock-solid case for database marketing
With the right databases and intelligence, products can stand out above those of competitors
FRTB implementation: key insights and learnings
Duncan Cryle and Jeff Aziz of SS&C Algorithmics discuss strategic questions and key decisions facing banks as they approach FRTB implementation
Why database marketing is increasing in importance for asset managers
Improved market presence, product viewership and brand recognition, coupled with the ability to forge long-term community followings, is making the prioritisation of database marketing a no-brainer
The JSE’s leading role in sustainability disclosures
The global landscape for sustainability standards and frameworks is evolving so rapidly that stock exchanges are becoming vital partners in helping companies navigate the complexities around disclosures on environmental, social and governance (ESG)…
Finding the investment management ‘one analytics view’
To meet their investment goals in today’s markets, chief investment officers (CIOs) and investment managers need a single view of risk and performance. So why is it so hard to achieve?
Active credit portfolio management
Sponsored audiocast
Transparent pricing data shapes the evolution of indexation in fixed income
In this audiocast, MarketAxess' Kat Sweeney, head of index and ETF Solutions, and John Keller, ETF and index product manager, share their views on the evolution of credit market structure and how MarketAxess is using its unique vantage point to inject…
Top 5 trends to watch in 2022
1. Individual investor initiative 2. ESG investing 3. Hedging China risk 4. Digitisation and cryptocurrency 5. Futurisation
Trends shaping investment in Asia
As several new trends impact investment in Asia, Randolf Roth and Mezhgan Qabool discuss how Eurex is catering to the evolving needs of market participants and what it sees happening next
Tradeweb’s head of Asia reflects on the firm's year of connecting China’s investor community with global financial markets
James Sun, industry veteran and Tradeweb's head of Asia, talks about the firm's 2021 Asia-Pacific highlights, including the evolution of mainland China’s financial markets and how Bond Connect’s Southbound channel is streamlining Chinese investors’…
The future of equity derivatives: perspectives for UK equities and dividends
Managing equity and dividend risk today requires new trading strategies and products. In a webinar convened by Risk.net and hosted by Eurex, three experts discuss what’s next for the UK and European markets.
Leveraging liquidity scores and pricing data in portfolio trading
In this podcast, Zoi Fletcher, associate commercial editor, Risk.net, talks to Matt Walters, head of product, portfolio trading at MarketAxess, about how data analytics is improving outcomes in portfolio trading, the optimal situations in which it should…
Capitalising on commercial mortgage-backed securities
Maximising value from better risk management and deal efficiency
China’s first global multi-asset index embedding ESG criteria
China Minsheng Bank explores its joint initiative alongside Societe Generale – the Minsheng multi-asset ESG global allocation index – and its objective to provide investors across several regions with balanced returns from assets with ESG criteria…
FX forwards and swaps
LCH’s Kah Yang Chong, head of FX Emea product, and James Shanahan, head of FX quantitative analytics, discuss whether clearing of FX forwards and swaps – so far limited by requirements under UMR – will provide the efficiencies market participants need
Insider dealing: amping up surveillance measures
Joe Schifano, global head of regulatory affairs at Eventus, examines how volatility resulting from the Covid‑19 pandemic has made markets more susceptible to insider dealing activity, prompting regulators to urge firms to reinforce surveillance measures…
Solving the domino effect of delayed trade allocations
One year on from the pandemic-driven volatility of March 2020, Joanna Davies of Traiana looks at how buy-side firms can gain greater visibility and efficiency in exchange-traded derivatives (ETD) markets
EU bond issuance and the impact on the derivatives landscape
Risk and finance professionals convened for a Risk.net webinar in association with Eurex to discuss the impact of the European Union’s groundbreaking Support to mitigate Unemployment Risks in an Emergency – known as Sure – Next Generation EU bond…
Libor to Sonia – If not now, when?
At the end of this year, Libor will cease to exist. It is no longer about getting ready – it's about being ready. If we think of Libor as an 'approaching storm', the potential for disruption is great. If you heard a large storm coming, would you wait…
The outlook for 2021 – Libor
Steffan Tsilimos, head of interest rate derivatives products at Bloomberg, discusses the outlook for Libor derivatives, including how firms can best understand their exposure, the different approaches required for legacy transactions and the challenges…