Book contributions by Risk Staff
Portfolio Construction and Management
Edited by Brice Benaben and Julien Jarmoszko
Articles by Risk Staff
Technology vendor of the year: FIS Global
Risk Awards 2019: Software engineers respond to new challenges in traded risk
Clearing house of the year: CME Clearing
Risk Awards 2019: Clearer moved early to ramp up default resources and counter threat of February volatility spike
Risk solutions house of the year: HSBC
Risk Awards 2019: UK bank helped get Italian NPLs moving; revamped sales effort unlocked host of diverse deals
Clearing house innovation of the year: Eurex Clearing
Risk Awards 2019: CCP’s incentive scheme takes on LCH to capitalise on Brexit uncertainty
Buy-side quant of the year: Gordon Ritter
Risk Awards 2019: Quant uses new tech to tackle old problem of optimal execution
OTC infrastructure service of the year: Quantile Technologies
Risk Awards 2019: Compression provider has been quick to respond to market needs, say dealers
Quant hedge fund manager of the year: La Française Investment Solutions
Risk Awards 2019: Focus on correlations helps LFIS stand out in sector’s horrible year
Inflation derivatives house of the year: HSBC
Risk Awards 2019: Revamped repack making waves
Quant research team of the year: Deutsche Bank
Risk Awards 2019: Deutsche’s quants dig for alpha
Interest rate derivatives house of the year: BNP Paribas
Risk Awards 2019: US commitment pays off with 20% growth, blizzard of big trades on curve and FRA/OIS
Lifetime achievement award: Craig Broderick
Risk Awards 2019: Goldman’s long-serving CRO helped bank survive the crisis, and then adapt to new world
OTC client clearer of the year: JP Morgan
Risk Awards 2019: European clearing clients found a champion in the US dealer
Structured products house of the year: Societe Generale
Risk Awards 2019: French bank struck Commerzbank deal and ramped up risk transfer focus
Investment product of the year: JP Morgan
Risk Awards 2019: JPM’s big February winner points way forward for investable indexes
Equities flow market-maker of the year: Citadel Securities
Risk Awards 2019: Risk management overhaul helps market-maker navigate February 5 volatility
Fintech start-up of the year: TransFICC
Risk Awards 2019: Flexible, fast, cheap – UK-based firm trying to take fuss out of fixed-income trading
OTC trading platform innovation of the year: Tradeweb AiEX
Risk Awards 2019: Expansion of automation tool to swaps trading supports soaring derivatives volume
Sovereign risk manager of the year: Greece’s Public Debt Management Agency
Risk Awards 2019: PDMA’s innovative €35bn swap programme helps slash sovereign’s interest rate payments
Buy-side risk manager of the year: Citadel
Risk Awards 2019: hedge fund CRO is intent on steering clear of the “history trap”
Asset manager of the year: Goldman Sachs Asset Management
Risk Awards 2019: Firm’s algos pick through earnings call transcripts to figure out what analysts really think
Insurer of the year: Rothesay Life
Risk Awards 2019: Bulk annuity deal unlocks £1 billion of capital in Prudential’s strategic split
Quant of the year: Alexei Kondratyev
Risk Awards 2019: A glimpse of the future? Quant uses ML to model term structure and crunch margin costs
Index provider of the year: ERI Scientific Beta
Risk Awards 2019: Clients are flocking to Edhec offshoot for its bookish approach
OTC trading platform of the year: Trad-X
Risk Awards 2019: From a D2C Clob to CCP-specific pricing, Trad-X isn’t scared to rock the boat