S&P Global Market Intelligence
Climate risk models and metrics: what works and what doesn’t?
Panellists at Risk Live Europe 2023 discussed what has been achieved so far in climate risk stress-testing and modelling, alongside what needs tackling next
360° of climate: indexes for every objective
This white paper explores climate strategies targeting objectives – including low carbon, fossil fuel-free and net zero – to help investors respond to the risks and opportunities of the climate challenge
Evolution of the fixed income tradable ecosystem
Fixed income tradable indexes are designed to provide an efficient means to measure the bond market. This paper offers an introduction to these instruments and highlights their performance in recent market periods
Active versus passive investment in declining markets
The latest S&P Indices versus Active (SPIVA®) Scorecard provides an update on the active versus passive investment debate
How MerQube sold Wall Street on open indexing relationships
Four-year-old Silicon Valley firm sees growing role for third parties as indexes become more complex
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
Risk officers, managers and quants at leading buy-side firms are experimenting with ESG as an ‘alpha enhancement’ to day-to-day risk management, to stay ahead of the pack and boost profit-and-loss margins
ESG: the new risk factor in your portfolio
This white paper charts the progress made in this endeavour and reveals how risk officers, managers and quants at leading buy-side firms are experimenting with ESG as an ‘alpha enhancement’ to day-to-day risk management, to stay ahead of the pack and…
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?
Tapping into liquidity in the high-yield bond market: derivatives and lending markets
The iBoxx USD Liquid High Yield Index has served as the leading benchmark for the high-yield market since its debut in 2006
Tapping into liquidity in the high-yield bond market: index and pricing
While high-yield bonds have generally been excluded from traditional aggregate-type fixed income benchmarks in the past, they remain a growing asset class that has historically offered yields exceeding those of investment-grade debt
Economic gloom ‘won’t stop cov-lite lending’
Investors say borrowers will continue to enjoy looser terms, despite projected rise in defaults
Margining solution of the year: S&P Global Market Intelligence
Asia Risk Awards 2022
Asia Risk Awards 2022: The winners
All the winners of this year's Asia Risk and Technology awards
FRTB management solution of the year: S&P Global
Asia Risk Awards 2022
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
The Emir Refit Playbook
The upcoming Emir Refit regulation, set to enter the European Union’s statute books in the first half of 2024, is different in substance to the regulations preceding it, although the implications of complying with it are similar: firms will need to…