Asset management
Asia moves: SocGen replaces China head, Goldman names new partners, and more
Latest job changes across industry
Obstacles and opportunities in adopting cloud computing
Sponsored Q&A
Compliance preparations amid uncertain rules
A forum of industry leaders discusses how banks will define individual trading desks under FRTB, whether BCBS 239 compliance projects can help banks meet FRTB risk data challenges, which model validation obstacles banks still face and other key topics
European funds wary of stress-test ‘straitjacket’
As Esma finalises guidance, some fear a one-size-fits-all approach
Asia embraces intelligent automation
Asia’s adoption of new tools and processes has gained significant momentum, with increased automation now a primary focus for many financial firms. Paul Worthy, head of Japan at Tradeweb, explores how this change has come about, and how firms can use the…
Big funds muzzle their AI machines
Fears over interpretability, crowding and overfitting have put a damper on efforts to unleash AI for 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
