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Why value’s vaccine rally left investors disappointed
Uncertainty and strategy design meant November 9 rally fell short of covering momentum crash
The value rally that never was
Many value stocks stayed flat on November 9 vaccine news, says factor investing expert
Banks explore ESG-linked deal contingents
Trend for tying derivatives to ethical criteria could soon extend to deal contingent hedges
Latest
Quotes
If firms regularise forms of remote working, given the perceived benefits beyond the crisis, would that make them more resilient, or increase technology risk as a single point of failure?
Nick Strange, Prudential Regulation Authority
We recognise we’ve got to look at fixed income differently and find other things to diversify our risk than the traditional 60/40 equity-to-debt split
Christopher Ailman, CalSTRS
This is potentially an existential threat to Ireland and Luxembourg’s funds industries
Head of compliance at a UK hedge fund on proposed changes to delegation rules
Editor's Choice
How low can you go: falling cost of FX fix sparks concern
Algorithms reducing fixing fees, but some dealers willing to go even lower – perhaps dangerously so
Big Figure
Liquidity on tap
Europe’s markets watchdog has said policymakers should act to improve funds’ access to liquidity management tools (LMTs), so they’re better prepared to withstand future shocks. In a report issued on November 13, the European Securities and Markets Authority said few funds have access to a variety of LMTs, which are used to ease redemption pressures and militate against fire sales.
Read the full article7 days in 60 seconds
Fallbacks, Libor and the cultural risks of lockdown
The week on Risk.net, November 14-20, 2020
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Strengthening supervisory co-operation in derivatives markets
Whales or minnows? Sizing up crowded trades
Our Take
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