Buy side
Fixed income portfolio trading sees rapid take-up
Tighter spreads and ease of execution spur European firms to trade baskets of bonds
Poor data hurting buy side’s automated bond trading
Spotty bond liquidity creates gaps in trading data that could harm best execution, insiders warn
Fund fears linger over guidelines set to avert fire sales
Final Esma framework allays some European asset managers’ concerns
Mirror-image factors are wiping out quant alpha
Equity momentum and value strategies are cancelling each other out, buy-siders say
ETF strategies to manage market volatility
Money managers and institutional investors are re-evaluating investment strategies in the face of rapidly shifting market conditions. Consequently, selective genres of exchange-traded funds (ETFs) are seeing robust growth in assets. Hong Kong Exchanges…
Realising opportunities while managing conduct risk
As efforts to transition from Libor to risk-free rates ramp up, Maria Blanco and Nassim Daneshzadeh, partners in PwC’s US and UK financial services practices, discuss two critical and interconnected strategies that are front and centre for PwC clients
ESG investing: It’s not just great to be good
Investing according to environmental, social and governance (ESG) criteria can be done in various ways, with continuing development of filters and ways of analysing companies. As the market in ESG indexes and investments linked to sustainability matures,…
Funds look to ‘retrain’ traders as automation takes hold
As technology reshapes markets, nearly a third of buy-side staff will need to gain new skills
Libor transition and implementation – Covering all bases
Sponsored Q&A
Tradeweb reveals package trading for swaps and bonds
New tool offers pricing and trading of sterling swap-bond combo
Buy side seeks more clarity on FX trade rejects
Schroders and BoE criticise code mish-mash, as Investment Association presses for standardisation
Buy-side market risk management product of the year: Imagine Software
Asia Risk Technology Awards 2019
Patchy grasp of Libor reform worries Asia lenders
Widespread lack of understanding could hinder renegotiation of loan terms
Structured products – The ART of risk transfer
Exploring the risk thrown up by autocallables has created a new family of structured products, offering diversification to investors while allowing their manufacturers room to extend their portfolios, writes Manvir Nijhar, co-head of equities and equity…
CME-LCH basis collapses amid rates downturn
Brexit and recent LCH initial margin raise could also be factors
The rise of the robot quant
The latest big idea in machine learning is to automate the drudge work in model-building for quants
AQR takes step into exotic trend following
$200-billion quant firm joins those plugging new take on strategy that’s struggled
How AI could tear up risk modelling canon
BlackRock, MSCI, LFIS among firms looking to replace traditional, linear risk models
A tech-driven transformation
A panel of experts explores how greater collaboration between risk and finance teams can garner significant benefits and add value, how technological innovation is making the regulatory landscape more complicated to navigate and produce transformative…
Risk and finance – Better together
Changing regulations and new accounting standards are creating enormous challenges for financial organisations. Thorsten Hein, principal product marketing manager, risk research and quantitative solutions at SAS, explores why, to successfully meet these…
JP Morgan AM creates Taiwan trading hub
New local centre aims to channel orders in bulk, cutting price slippage