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.
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One year on from the pandemic-driven volatility of March 2020, Joanna Davies of Traiana looks at how buy-side firms can gain greater visibility and efficiency in exchange-traded derivatives (ETD) markets
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
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…