Asset management
Fulcrum hangs ESG designs on honing hard numbers
ESG risks will become part of investment and risk management processes across all funds at the firm
Accelerating fixed income’s risk‑on rise
Jason Waight at MarketAxess reveals how advances in data and technology are enabling faster, more agile risk-on trading strategies in today’s fixed income markets
Asia moves: Asifma appoints new board chair, HSBC names new head of wealth, and more
Latest job news across the industry
Europe’s clampdown on fund outsourcing chills market
Esma proposals spark worries AIFMD review could wreck existing delegation models
A winning formula – Risk’s rising role in investment strategy
Risk.net surveyed 124 asset managers and hedge funds to explore the changing role risk offices play in the evolution of investment strategies, from early-stage product development through to portfolio management and re-evaluation, and the key financial,…
FX swap volumes set to rise on China bond index inclusion
Traders expect greater use of FX derivatives if FTSE Russell adds bonds to WGBI this week
Don’t blame HFT: plug liquidity gaps for market stability
Dynamic fees could incentivise liquidity when and where it’s most needed, writes quant fund founder Bouchaud
US regulator may bend on margin rule for segregated accounts
CFTC open to extending September 15 deadline
House of the year, Vietnam: Techcombank
Asia Risk Awards 2020
GRC product of the year: Financial Risk Solutions
Asia Risk Awards 2020
Custodian of the year: BNP Paribas
Asia Risk Awards 2020
Interest rate derivatives house of the year: Goldman Sachs
Asia Risk Awards 2020
Asset management firm of the year: Ping An of China Asset Management (Hong Kong)
Asia Risk Awards 2020
Derivatives house of the year, Asia ex-Japan: UBS
Asia Risk Awards 2020
Private bank of the year: Credit Suisse
Asia Risk Awards 2020
Big buy-side firms seek better model risk disclosures
Working group building standardised disclosure doc for managers and vendors
The changing shape of buy-side risk technology
Buy-side risk managers and FactSet’s global head of quantitative analytics gathered for a Risk.net webinar to discuss topical risk management trends for asset managers and to consider the industry challenges posed by the recent Covid‑19 pandemic
Lessons from the past – The evolving importance of historical tick data (Part I)
A recent Risk.net webinar in association with Refinitiv examined the opportunities and challenges for using historical tick data in today’s volatile markets. Panellists outlined the variety of ways the industry is harnessing historical tick data, but…
Lessons from the past – Overcoming historical tick-data challenges with the cloud (Part II)
The panel at a recent Risk.net webinar in association with Refinitiv outlined some of these challenges, including the expense of data cleaning, maintenance and storage; access to relevant data; and dataset integration. They agreed that cloud-based…
Podcast: Investing, climate risk and energy firms
How are investors enabling the move to the low-carbon economy?
How UBS AM dealt with Covid-19 crunch
Buy-side risk survey: Swiss giant had planned for liquidity squeeze, says CRO – but not one like March
Covid liquidity, block trades and Fed op risk
The week on Risk.net, August 1-7, 2020
FX swaps platform aims to cut out the banks – but not entirely
Peer-to-peer newcomer FX HedgePool targets asset managers’ month-end hedging activity
Spotting co-movement breakdowns with neural networks
Autoencoders can detect changes in relationship between assets in real time