Buy side
UK aims to beat EU in Mifid swaps reporting stakes
UK follows up proposed EU solution to confusion over post-trade transparency with its own fix
A BMR-shaped hole in the US Libor transition
US could benefit from copying EU Benchmarks Regulation as market moves to shaky Libor successors
Banks and HFTs team up to solve exchange outage dilemma
Hopes that ‘gentlemen’s agreement’ can break first-mover disadvantage for liquidity providers
How algos are helping inflation-wary investors
Buy-siders look to machine learning for clues on the effect of rising prices on portfolios
Banks invest in futures utility to guard against tech snafus
FCMs, including Goldman and JP, stump up $44 million to fund FIA Tech push to standardise trade processing
Shades of green: sustainability guidance may not help EU funds
Talk of high SFDR hurdle for ESG funds stokes fears “sustainable” label will be unobtainable
Investment flow tracking is next ‘frontier’ for alpha
Risk Live: Flows impact asset prices more than widely believed and may be more predictable – quants
Navigating UMR phases five and six
As awareness grows of the complexities ahead, a panel discusses best practice, their recent experiences and the challenges in-scope firms face as they prepare to meet UMR
Next-generation technologies and the future of trading
Register for our webinar convening groundbreakers, thought leaders and senior representatives from the buy and sell sides to discuss how trading businesses can adapt to this new environment to improve margins and generate alpha
If dogecoin goes to the moon, a risk manager should go too
There seems little logic to the price of meme assets – but bold investors can protect themselves, says tech expert
Quant fund aims to tame bitcoin, and 39 other digital assets
Ex-Morgan Stanley, Winton vets reimagine institutional risk management for volatile crypto markets
Trouble in the family: regulators’ options after Archegos
What rule changes are needed in response to the messy collapse of Bill Hwang’s firm?
Acadian builds ‘green screen’ to auto-filter ESG phoneys
$110 billion quant investor creates automated system to spot greenwashers
Could an Archegos blindside banks in Europe? Not really
Archegos’ banks were burnt by its hidden US swaps – in much of Europe, they would have to be public
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
New UK op risk rules elevate management over measurement
Under op resilience rules, firms must plan for all severe stresses, whatever their probability
Jarrow and co find a better way to spot stock market bubbles
Quant team’s options-based approach avoids pitfalls of historical data dependence
Invesco bets on new tech to refine its FX trading
Home-grown tool will improve order routing and execution strategies, asset manager believes
Esma plan ‘won’t help’ fix Mifid swaps data problem
Dealers say proposal to force disclosure of all big-bank OTC derivatives trades won’t improve data
BNP Paribas AM turns to machine learning for carbon emissions
AI may help fund manager count emissions that companies fail to report
Euro swaps clearing showdown pits banks against Brussels
Forcing swaps clearing to Frankfurt would play into hands of US rivals, say European dealers
Warren Buffett becomes litmus test for ESG investors
Asset managers plan to vote against boards of companies that lack a climate strategy
New Hong Kong fund rules collide with China’s poor ESG data
Under proposed rules, funds will need climate risk data from investee firms, many of them Chinese
Citi-led consortium plans multibank CLO trading platform
‘Project Octopus’ aims to fend off independent platforms eyeing a push into CLOs