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Latest on Investing
Korea autocallables under threat from draft rules
Autocallable volumes could suffer as mis-selling fallout spreads to equity-linked structures
Buy side still not adopting global forex code – Debelle
Forex committee wants asset managers to embrace standards; shifts focus to algo trading
IHS Markit loses risk analytics head to start-up
Andrew Aziz will join wealth management analytics firm d1g1t
Latest
Quotes
We’ve seen an increase in FICC repo by MMFs, so it does likely mean that direct access to some MMFs has decreased for some of the banks
Robert Sabatino, UBS Asset Management
Private equity is built on a statistical fiction, but it’s a powerful one
Andrew Beer, Dynamic Beta Investments
From a trading perspective, you’re trying to limit the amount of manual intervention at every phase of the order lifecycle
Ed Wicks, LGIM
Editor's Choice
All clear? Structural shifts add to repo madness
Many things contributed to 10% repo, among them a FICC programme and a surge in overnight funding
Big Figure
The equity equation
Annualised returns for DSC Quant Group’s index calculated from 1996 – with live performance from 2014 – beat the Cambridge Associates private equity returns index by nearly three percentage points a year.
Read the full article7 days in 60 seconds
Forex code cold shouldered; Volcker fires up FRTB; Tradeweb trends
The week on Risk.net, November 30–December 6, 2019
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Credit data: sustainable companies are better credit risks
How collateral scarcity reshaped the US yield curve
Our Take
Quants bring ‘triptych’ of variables to risk measurement
Plumbing problems in the repo market