BlackRock
CFTC urged to take lead on CCP margin models
Advisory committee unable to agree steps on margin period of risk, model transparency
BlackRock: fix commercial paper before MMF meddling
Iosco official agrees that CP market needs to be considered alongside MMF reform
Funds rush to take the temperature of their portfolios
Big investors, including BlackRock, are using new metrics to measure their funds’ carbon emissions
Mutual funds slow to adopt SOFR
Regulatory filings show just 55 trades linked to the rate in the year to September 2020
JFSA pushes for JSCC to clear US customer trades
Discussions with CFTC over bankruptcy protections for US clients are ongoing
Regulators’ margin model rules too lax – BlackRock exec
Risk USA: EU anti-procyclicality rules like “putting a curtain over a draughty window”
Back to school: BlackRock uses quant quake lessons on Covid
Pandemic prompts a switch in approach from strategic to tactical
Risk Live playback: BlackRock’s Fishwick on buy-side risk
BlackRock’s co-head of risk discusses challenges facing firms today, including compliance and op risks
Funds warm to Esma liquidity rules after Covid crisis
Funds are embracing stress-testing, and swing pricing, after “a real liquidity crisis” in March
Equity derivatives aided BlackRock funds in March
Flagship Strategic Income Opportunities fund posted $253 million in net derivatives gains at height of Covid crunch
BlackRock's muni funds slow to rebound from Covid crunch
Cumulative returns have barely edged up for these funds since end-March
People moves: Brevan Howard risk head moves to Coremont unit, Pimco PMs, and more
Latest job changes across the industry
Index delays leave passive bond funds in purgatory
Moves to postpone index rebalancings could backfire as rating agencies press ahead with downgrades
Asia moves: JP Morgan names new Apac CEO, Axa hires six heads, and more
Latest job news across the industry
Regulators urge buy-side action on Libor shift
ARRC set to release ‘checklist’ for buy-side firms, while FCA assesses exposures
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
Eastspring seeks to nurture growth with better data
Data mapping key to asset manager’s plans as parent pivots to Asia
Buy side builds bots to cut trade costs
With margins under pressure, investment firms are looking to accelerate automation push
People moves: ING fills two top roles, RBS confirms Rose as CEO, and more
Latest job changes across the industry
Fund fears linger over guidelines set to avert fire sales
Final Esma framework allays some European asset managers’ concerns
Asia moves: Credit Suisse appoints equity research head, Natixis makes string of hires, and more
Latest job changes across the industry
ETF strategies to manage market volatility
Money managers and institutional investors are re-evaluating investment strategies in the face of rapidly shifting market conditions. Consequently, selective genres of exchange-traded funds (ETFs) are seeing robust growth in assets. Hong Kong Exchanges…
How AI could tear up risk modelling canon
BlackRock, MSCI, LFIS among firms looking to replace traditional, linear risk models