Risk.net

Investors, whether banks, asset managers, hedge funds or pension funds, operate a dizzying array of mandates and strategies, but there are many commonalities when it comes to identifying and managing risk in their portfolios. Risk.net keeps investors up to date with the latest approaches and developments in managing portfolio risk – from tackling liquidity risk to measuring exposures, to macro, political and climate risk, as well as showcasing innovative new quant models, strategies and software systems.

This section features predominantly third-party content. Read more about our policy on this content here.

FX forwards and swaps

LCH’s Kah Yang Chong, head of FX Emea product, and James Shanahan, head of FX quantitative analytics, discuss whether clearing of FX forwards and swaps – so far limited by requirements under UMR – will provide the efficiencies market participants need

Social networks and markets

Lasse Padersen from AQR and Copenhagen Business School delivered a keynote speech at the investing day of Risk Live on social networks and markets. Padersen discussed how social networks have influenced equity trading since the 17th century, the most…

You need to sign in to use this feature. If you don’t have a Risk.net account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an individual account here: