Book contributions by Risk Staff
Portfolio Construction and Management
Edited by Brice Benaben and Julien Jarmoszko
Articles by Risk Staff
Reinsurer of the year: Prudential Financial
Risk Awards 2018: From rock stars to robots – how reinsurer is trying to keep up with longevity demand
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
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
Interest rate derivatives house of the year: Societe Generale
Risk Awards 2018: Structuring smarts help French bank grow in slow rates market
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
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
Buy-side quant of the year: Jean-Philippe Bouchaud
Risk Awards 2018: top quant unravels complexities of trading one asset without moving another
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
OTC trading platform of the year: Tradeweb
Risk Awards 2018: Rates market roots have helped platform rival Bloomberg in swaps
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
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
Retail investment product of the year: Commerzbank/Mattioli Woods
Risk Awards 2018: Multi-line fund freshens up UK structured products
Credit portfolio manager of the year: Crédit Agricole CIB
Risk Awards 2018: French bank shifts $1bn in structured finance RWAs – with a green twist
Asset manager of the year, systematic investing: BlackRock
Risk Awards 2018: Giant manager has in-built advantages, but is also breaking new ground
Exchange of the year: CME Group
Risk Awards 2018: Capital-conscious customers prompt bourse to refocus on US
Quant research team of the year: Deutsche Bank
Risk Awards 2018: team’s data science insights ‘transformative’ say clients
Institutional investment product of the year: Deutsche Bank
Risk Awards 2018: €829m alternative premia fund shows softening bank-asset manager rivalry
Quants of the year: Leif Andersen, Michael Pykhtin and Alexander Sokol
Risk Awards 2018: Quants reveal hidden settlement risks – and present solutions
Technology vendor of the year: Moody's Analytics
Risk Awards 2018: Stress-testing and scenario prowess is helping firms profit from ‘what-if?’ questions
Derivatives house of the year: Morgan Stanley
Risk Awards 2018: From inflation repacks to Formosa flows – US bank’s slimmed-down fixed-income business is gaining share
Index provider of the year: Bloomberg
Risk Awards 2018: Indexer is helping boost liquidity with new China indexes and standardised swaps
OTC client clearer of the year: Citi
Risk Awards 2018: 'Activist' FCM takes aim at G-Sib change and new leverage measure
Exchange innovation of the year: Eris Exchange
Risk Awards 2018: New swap futures pricing curve removes hurdle for real-money users
Insurer of the year: Allianz
Risk Awards 2018: Solvency II ratio of 205% protects dividends, boosted stock – and has spurred shift in new business