Alliance Bernstein
Inflation hedges jump, but US funds still have paying bias
Counterparty Radar: Total inflation-receiver positions hit $10.2bn in Q1; payer book was $16.7bn
Big US managers diverge on CDS sales
Counterparty Radar: Pimco’s sold positions surge 80%, as PGIM and others retreat
Bonds fall from favour as shock absorbers for equity losses
Ultra-low rates force investors to rethink role of fixed income as diversifier
What buy-side risk professionals can learn from the Covid‑19 crisis
The lessons learned from the pandemic so far, and how risk professionals are continuing to manage risks as the Covid-19 situation remains untamed.
Covid-19 tumult prompts rethink of buy-side risk management
Buy-side risk survey: investment firms making changes to their risk reports, stress tests and concentration limits
Covid liquidity, block trades and Fed op risk
The week on Risk.net, August 1-7, 2020
AllianceBernstein’s CRO on managing risk with imagination
Buy-side risk survey: Andrew Chin suggests ripping up old assumptions and creating crisis ‘playbooks’
The changing shape of buy-side risk technology
This webinar shares insights into the emerging strategies shaping firms’ investment, compliance and technology risk decisions, and how Covid-19 is causing a rethink in priorities
BlackRock, State Street, AB are making AI work in risk
Risk USA: Fund managers are using new technology to measure liquidity risk and spot their own errors
AllianceBernstein uses AI to sidestep ‘growth trap’
Random forest model aims to sort success stories like Amazon and Netflix from fast-growth losers
Factor timing: scant upside, big downside
Stock selection trounces “tempting” factor timing in study
AllianceBernstein digs into its own data, looking for alpha
Firm combs through information about its portfolio managers for signs of bias and bad habits
Volatility trap: how gamma roused a market monster
Rates market is exposed to some of the same factors that caused equity volatility to explode in February
Quants turn to machine learning to model market impact
JP Morgan, Bloomberg and Portware among those applying AI to long-standing problem
Progress checked: buy side still struggling to join up analytics
Firms see benefit in linking performance attribution and risk, but differences in approach are a constraint on headway
Asset manager of the year: AllianceBernstein
AllianceBernstein reduces costly operational blunders by bringing risk to the fore
Buy side is the barrier to all-to-all credit trading, says AB chief
Switzer calls current pre-trade transparency technology "awful"
AllianceBernstein credit aggregator tackles bond illiquidity
Internal liquidity aggregator helps cut credit trading costs
Ex-Goldman oil trading head seeks to serve 'the little guy'
HudsonField’s Freeman sees opportunities for non-banks in energy lending
Asset managers advance operational risk programmes
Independent asset management firms catching up with bank- and insurance-owned peers
All-to-all liquidity 'is not the panacea' – FIA panel
New trading venues seen as an alternative to dealer liquidity in OTC markets
Investors have ‘no incentive’ to use swap futures, says Wallin
Real money firms have enough collateral to stick with swaps, buy-side exec argues
FSA specialist takes over compliance at Axa IM
Murdoch joins London investment manager
