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SPIVA® US Scorecard
The latest SPIVA Scorecard provides an update on the active versus passive investment debate.
Integrating ECL onto a stress-testing platform: portfolio composition
How to grow a portfolio that is internally consistent with a stress scenario
Demand for managed services grows as firms focus on the bottom line
WatersTechnology recently conducted an online survey on the current and future shape of the managed services market across the industry. The research underlines the extent to which the quality of the relationship between capital markets firms and their…
Basel IV and the butterfly effect: a lesson in unintended consequences
This white paper delves into the impact of Basel III/Basel IV on the banking industry, explaining the increase in regulatory capital, reduction of free capital and decrease in profitability
Decrypting crypto: understanding the requirements for successful institutional participation
Part 2 of this new white paper series continues to explore the adoption of cryptocurrencies within institutional markets.
Integrating ECL onto a stress-testing platform: credit risk characteristics
How credit loss in the ECL process can leverage changes in the credit risk profile of a portfolio during a stress scenario
Integrating ECL onto a stress-testing platform: scenarios
Strategies for producing stress-testing ECL values that comply with IFRS 9, as well as CECL standards
Regulatory reporting: firms seek flexibility, automation and the cloud
This report focuses on the state of play across the industry with regard to regulatory reporting
Buy-side compliance: firms seek customisability and automation
This paper sheds light on the types of systems already in place at buy-side firms, the efficacy of those systems and their compliance-related challenges
ESG: the new risk factor in your portfolio
This white paper charts the progress made in this endeavour and reveals how risk officers, managers and quants at leading buy-side firms are experimenting with ESG as an ‘alpha enhancement’ to day-to-day risk management, to stay ahead of the pack and…
Digital banks: harnessing technology to deliver growth
In this white paper report, chief risk officers and chief technology officers at digital banks discuss their growth goals and key priorities over the next few years.
SPIVA® institutional scorecard
In this white paper, we measure how well actively managed funds stack up against their index benchmarks over short- and long-term periods
Impactful short duration: green bonds and yield curve strategies
Against the backdrop of rising rates and increasing interest in impact finance, this white paper compares the short, medium and long duration performance of EUR-denominated credit bonds and looks at how the performance of a green bond strategy (iBoxx…
Analyzing the global usage of XVAs
This white paper presents the most interesting survey findings. The survey aimed to understand current XVA usage and practices within a still diverse implementation global landscape of XVA
Connecting digital islands: CBDCs
Around the world, momentum for exploring central bank digital currencies (CBDCs) is growing. Nine in 10 central banks are already pursuing their own forms of digital value, accounting for 90% of global GDP
Credit risk, data and AI: managing spiralling demands and delivering value
Based on a comprehensive survey of, and conversations with, credit risk professionals globally, this report delves into their challenges they face in trying to source and use forward-looking data.
A wealth manager’s guide to keeping clients invested during periods of market instability
Periods of market volatility and instability are typically some of the most challenging times for investors. This guide explores methods of supporting investors and helping them stay the course during turbulent times
Making smarter decisions
Everyone working in the industry is aware that financial technology is changing the way we operate.
Tapping into liquidity in the high-yield bond market: derivatives and lending markets
The iBoxx USD Liquid High Yield Index has served as the leading benchmark for the high-yield market since its debut in 2006
Tapping into liquidity in the high-yield bond market: index and pricing
While high-yield bonds have generally been excluded from traditional aggregate-type fixed income benchmarks in the past, they remain a growing asset class that has historically offered yields exceeding those of investment-grade debt
The Spikes® volatility index: why methodology really matters
Using reliable indicators to gauge market sentiment is crucial for investors and traders, particularly during times of uncertainty such as the September 21 Federal Open Market Committee (FOMC) Meeting
SCRA Best practice guide
The financial world has been familiar with the Basel III framework since its inception in 2010 and countless hours have already been spent tackling the 1,626-page tome and its various amendments over the years.
A wealth manager’s guide to investor cash deployment
Sitting on excess cash can be the most costly investment decision your clients make. An investor with a moderate risk portfolio in a globally diverse multi-asset-class 'optimum' portfolio, can expect to see returns over cash of between 4-5% per year
What brokers want: technology, reliability and interoperability
This white paper sheds light on the extent to which brokers make use of single, integrated front-office platforms, their technology sourcing/development preferences, their most acute front-office operational and technology challenges, what they value…