Vanguard Asset Management
US funds regain their nerve in index CDS market
Counterparty Radar: Pimco, Western AM push protection selling to new high, as buying dips
Morgan Stanley bests Citi as top forwards shop for US funds
Counterparty Radar: A $30bn boost from Vanguard sends MS to top of Q2 charts
Jumbo trades propel BNPP, TD up forwards rankings
Counterparty Radar: In Q1 2021 data, outsiders are eating into US banks’ business with domestic funds
Vanguard, FX forwards kingmaker
Counterparty Radar: How the fund giant influenced banks’ overall forwards fortunes in 2020
BlackRock faces an early climate change test in China
The firm is the main Western investor in three of the worst emitters. It has yet to change their ways
CFTC urged to take lead on CCP margin models
Advisory committee unable to agree steps on margin period of risk, model transparency
Mutual funds slow to adopt SOFR
Regulatory filings show just 55 trades linked to the rate in the year to September 2020
MMFs lengthen portfolio maturity post-Covid – BIS
Average holdings had maturity of 41 days in November
Prime fund exodus threatens SOFR credit add-on
Falling commercial paper and certificate of deposit issuance could leave new benchmarks with data gaps
Asia moves: Ex-Vanguard Asia chief joins CLSA, Man Group names equities head, and more
Latest job news 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
People moves: De Roeck quits Standard, BofA adds risk exec, and more
Latest job changes across the industry
Buy-side risk manager of the year: Vanguard
Risk Awards 2020: Fund giant gave more risk work to machines this year - from duration hedging to op risk
Asset managers brave patchy data to nowcast China’s GDP
Techniques include using many datasets, relying on proxies and continually reviewing models
Hedge fund giants lead fourth wave of IM candidates
BlueCrest, Capula, Citadel, Millennium and Rokos expected to be in scope for next phase of margin rules
Funds take action to avoid fire sales under new SEC liquidity rule
Asset managers want more time to get illiquid assets within regulatory limits during market upheaval
Seeds of destruction? Funds grapple with index effect
Rapid growth fuels anxiety over passive sector’s vulnerability to frontrunning
Index rule change could test bond market liquidity
More than 1,000 bonds will be removed from the Barclays US Agg on April 1
Traders wary of censure for being a ‘few bips out’
Mifid II best execution requirements intrusive and painful, say asset managers at Buy-Side Risk Europe 2017
Securities lending by asset managers facing scrutiny
FSB concerns about regulatory arbitrage might prove tricky for the likes of BlackRock
Buy side targets leverage cap in SEC derivatives plans
AQR says its managed futures fund could suffer larger drawdowns under new rule
Asset manager of the year: Vanguard
Funds giant embraces non-bank liquidity and fungible derivatives
Swing pricing requires changes to '40 Act regime – asset managers
US mutual fund processes need upgrading for SEC proposals to be viable, say asset managers