Smarter data: steering a course in volatile markets
Fixed income markets are entering a new era of turbulence. This paper outlines the challenges facing asset managers in this macro environment and how to overcome them through high-quality data and cutting-edge analytical tools that uncover alpha and…
ESG: the new risk factor in your portfolio
Impactful short duration: green bonds and yield curve strategies
In the search for impact and yield, how does a green bond investment strategy compare with the performance of the wider European credit market?
S&P Indices versus Active (SPIVA): institutional scorecard
How well do actively managed equity funds stack up against their index benchmarks over short- and long-term periods?
Banks and financial powerhouses map out climate risks
A day after the hottest Double Ninth Festival on record in Hong Kong, experts gathered at Asia Risk Live at the Ritz-Carlton to explore how banks can manage climate risk for a net-zero economy
Climate risk managers debate role of client transition plans
Banks hope for guidance on whether to include changes in client behaviour in long-term scenarios
Howson on steering Cboe past potholes and traffic cops
Head of world’s largest options exchange discusses SEC regulation and SPX appeal
Tapping into liquidity in the high-yield bond market
How can investors access the potential for greater returns from the high-yield bond market while keeping liquidity risk in check?
Economic gloom ‘won’t stop cov-lite lending’
Investors say borrowers will continue to enjoy looser terms, despite projected rise in defaults
Holistic credit risk assessment and the goal of safe unbiased modelling
In this Asia Risk webinar, experts in artificial intelligence (AI) and machine learning examined the growing applications being seen in the field and their merit in credit risk modelling
Is stochastic cross-currency basis a better way to model IM?
Using Monte Carlo model extension for forward IM calculation avoids excessive outputs for MVA
Amid macro storm clouds, a silver linings playbook for fintech
Banks and VCs believe inflation and rising interest rates will result in winners as well as losers
JP Morgan’s deep hedging reaches cliquets
Euro Stoxx roll-out is live and S&P is next, despite exit of machine learning programme’s figurehead
Initial margin – Special report 2022
This Risk.net special report comprises a series of articles that explore the latest developments and key issues emerging in phases five and six, and charts the changing strategies for firms in meeting their initial margin (IM) responsibilities
Lessons from UMR phase five
Firms opt for unified regulatory reporting architectures amid the latest wave of new requirements
Zoi Fletcher speaks to Fabien Romero, executive director at S&P Global Market Intelligence's global regulatory reporting solutions, about the importance of unified architecture for global transaction reporting requirements
It’s complicated: why backtesting is so challenging, but so important
Hiroshi Tanase, executive director of product analysis and design at S&P Global Market Intelligence, explores why, with the implementation of phase five of uncleared margin rules (UMR) last September and with the phase six roll-out just around the corner…
Avoid the rush: don’t let UMR implementation for phase six catch you off–guard
With firms soon to be subjected to phase six of the uncleared margin rules (UMR), the implementation of phase five has taught a series of valuable lessons. Firms must grasp the complexity of the processes and ensure they are prepared in time for…
ESG strategies: special report 2021
This Risk.net special report comprises a series of articles that reflect on the latest initiatives for consistent standardised global frameworks for measuring ESG, consider the methodologies investors are using to make measurable progress for people and…
ESG strategy, investment and risk
Did COP26 deliver?
Jaspreet Duhra, S&P Dow Jones Indices (S&P DJI), explores the opportunities that came out of the 2021 UN Climate Change Conference in Glasgow, and why S&P DJI will continue to produce rules-based indices that align with a 1.5° Celsius scenario
ECB’s stress capital buffer still a ‘black box’ – banks
National regulators retain wide latitude to set Pillar 2 Guidance under new rules
Aegon turns its back on pension deals in its home market
The Netherlands is Europe’s second-biggest pension market, but Aegon made little money from deals
Is short vol taking the long count?
Short volatility players try to box clever after strategy’s Covid rout