Markets
There aren’t many people who exclusively trade derivatives these days – buy-side execution desks increasingly work across product silos. As a title that has spent most of its life focusing on derivatives, Risk.net has had to broaden its coverage.
This category is home to trading and execution coverage that ventures beyond derivatives, but retains a focus on interesting, structural issues. Among other topics, you’ll find articles here on repo and funding, bonds and yield curves, front-office technology, operational efficiency, clearing and margining.
Asset managers brave patchy data to nowcast China’s GDP
Techniques include using many datasets, relying on proxies and continually reviewing models
Alt risk premia study finds ‘zero alpha’, clear beta to bonds
Vanilla exposures explain as much as two-thirds of returns, authors say
Functional programming reaches for stardom in finance
Fans highlight more reliable code, and suitability for complex tasks and distributed ledgers
Wall Street vets vie to be BlackRock of crypto
Fund launch uses fundamental analysis to identify value propositions in high-risk industry
Active ETFs – The next step in Asia’s ETF innovation
The exchange-traded fund space has long been dominated by passively managed funds, but active ETFs are gaining popularity among investors and issuers. Although active ETFs are not yet a mainstream investment instrument, their growing investor interest is…
CICC looks to China assets for alt risk premia boost
Source of diversification can be found in yuan-denominated assets, says fund’s quant head
CPI bonds set for growth, say dealers
Double issuance sparks hopes for inflation-linked swap market
London likely to lose all euro repo clearing business
Fear of post-Brexit curbs on clearing and netting concerns propel shift to eurozone