Book contributions by Risk Staff
Portfolio Construction and Management
Edited by Brice Benaben and Julien Jarmoszko
Articles by Risk Staff
Interest rate derivatives house of the year: Societe Generale
Risk Awards 2018: Structuring smarts help French bank grow in slow rates market
Currency derivatives house of the year: Deutsche Bank
Risk Awards 2018: Search for forex market’s gaps spurs huge growth in correlation trades and new tech services
Quant hedge fund of the year: Man AHL
Risk Awards 2018: New roles for machine learning, frontier markets and OTC data give fund an edge
Reinsurer of the year: Prudential Financial
Risk Awards 2018: From rock stars to robots – how reinsurer is trying to keep up with longevity demand
Technology vendor of the year: Moody's Analytics
Risk Awards 2018: Stress-testing and scenario prowess is helping firms profit from ‘what-if?’ questions
Index provider of the year: Bloomberg
Risk Awards 2018: Indexer is helping boost liquidity with new China indexes and standardised swaps
Credit derivatives house of the year: Goldman Sachs
Risk Awards 2018: US bank’s credit re-organisation opened door to wider client base, new products and some jumbo trades
Risk solutions house of the year: Nomura
Risk Awards 2018: From reinsurance contracts to deal-contingent hedges, Japanese firm proves brains can triumph over brawn
Sovereign risk manager of the year: Debt Management Office of Saudi Arabia
Risk Awards 2018: New DMO is building a benchmark curve that could spur local capital markets
Quants of the year: Leif Andersen, Michael Pykhtin and Alexander Sokol
Risk Awards 2018: Quants reveal hidden settlement risks – and present solutions
Buy-side quant of the year: Jean-Philippe Bouchaud
Risk Awards 2018: top quant unravels complexities of trading one asset without moving another
Inflation derivatives house of the year: Morgan Stanley
Risk Awards 2018: US bank takes repacks to a new level in BBC, Thames and Anglian Water deals
Trading platform innovation of the year: OpenDoor Trading
Risk Awards 2018: Start-up hopes to boost off-the-run UST liquidity via auctions and all-to-all trading
OTC trading platform of the year: Tradeweb
Risk Awards 2018: Rates market roots have helped platform rival Bloomberg in swaps
Currencies flow market-maker & Streaming liquidity provider of the year: XTX Markets
Risk Awards 2018: Direct client trading booming at the firm, as volumes up 50% year-on-year
Credit portfolio manager of the year: Crédit Agricole CIB
Risk Awards 2018: French bank shifts $1bn in structured finance RWAs – with a green twist
Pension fund of the year: AP3
Risk Awards 2018: Swedish fund proves that shunning ‘sin stocks’ can pay
Quant research team of the year: Deutsche Bank
Risk Awards 2018: team’s data science insights ‘transformative’ say clients
Clearing house of the year: Ice Clear Credit
Risk Awards 2018: CDS clearer completes ground-breaking four-year overhaul of its crisis plans
Structured products house of the year: UBS
Risk Awards 2018: Swiss bank connects clients with cheap execution and innovative investment products – even when offered by rivals
Institutional investment product of the year: Deutsche Bank
Risk Awards 2018: €829m alternative premia fund shows softening bank-asset manager rivalry
Deal of the year: HSBC
Risk Awards 2018: How a $2bn repo helped solve Egypt's currency crisis
OTC client clearer of the year: Citi
Risk Awards 2018: 'Activist' FCM takes aim at G-Sib change and new leverage measure
Equity derivatives house of the year: Societe Generale
Risk Awards 2018: From geometric dispersion to fund derivatives, the French bank combines popular products with risk recycling strategies