Asset management
Institutional ETF trading: Liquidity improving, trade sizes growing
Sponsored survey report: Jane Street
Ripple effect: The impact of moving away from Libor
Sponsored Q&A
Value-ranked equity portfolios via entropy pooling
This paper demonstrates how to directly incorporate common value-investing idea into the portfolio optimization process.
Esma preps stricter stress-testing rules for EU funds
New guidance expected to be released for consultation in early 2019
Brevan Howard is first non-bank caught by margin rules, sources say
Non-cleared exposures thought to exceed $1.5 trillion
Bank risk committees: desperately seeking risk managers
Most boards still lack career risk specialists despite tighter governance requirements
EU insurers embrace infrastructure bonds
Solvency II-compliant infrastructure investments concentrated in handful of firms
EU insurers most exposed to French sovereign risk
French government bonds make up 23% of sovereign exposures
EU insurers shun ABS, real estate
Securitisations make up just 0.5% of portfolios; property 2.7%
Buy-side modellers seek ‘Holy Grail’ of investing
When stocks and bonds fell in tandem this year, it sparked a debate about whether a lasting regime shift could be predicted
ALM and liquidity risk reporting greatly enhanced by big data applications
Sponsored video: Luis Mataias, IBM Watson Financial Services
Risk management on course to move beyond cost centre
Video Q&A: Neil Dodgson, IBM Watson Financial Services
On the offensive – Seeking a new edge, buy-side invests in portfolio and risk analytics
A fast-moving, headstrong hedge fund – hit by rare losses after a black swan event touched on an overweight country exposure – ponders adding fresh quantitative expertise. Much to traders’ chagrin, the chief investment officer and chief operating officer…
De Galhau: EU needs to stress test non-bank liquidity
Banque de France will examine risk of pension schemes redeeming fund assets, says governor
Fixing CDSs: lots of patches, no magic wand
Isda response to Hovnanian controversy could open new loopholes, traders warn
A&O vs Linklaters in IM platform race
Law firms are backing rival attempts to cut margin doc costs for buy side
SEC liquidity rule delay a double-edged sword for asset managers
Some mutual funds say a staggered approach to implementation will add to their workload
A long-term approach – Expanding and serving a global client base
Custody Risk Global Awards 2017 | BNP Paribas
Breaking the collateral silos – Navigating regulation with a strategic alternative
Emmanuel Denis, head of tri‑party services at BNP Paribas Securities Services, discusses why financial institutions must rethink old practices of collateral management and instead adopt a tri-party approach, with which equities can be managed as…
Flexibility and a pragmatic approach puts Kairos Investment Management in a strong position for the future
After suffering a loss of more than 40% of assets under management during the financial crisis, Kairos Investment Management has recovered and – employing a virtually unchanged team – is building on the foundations previously put in place by taking a…
La Française finds success in focus on quantitative premia and credit strategies
Launching a hedge fund business in February 2013 may have seemed an unusual move at the time, but for the co-founders of La Française Investment Solutions (LFIS) it has proved a logical and successful one
Buy-side firms doubt SEC initiative will fix bond markets
Despite increased electronic trading, liquidity worsening in some corporate bonds
Asset manager of the year, systematic investing: BlackRock
Risk Awards 2018: Giant manager has in-built advantages, but is also breaking new ground