Buy side
Stick to core skills or risk data overload, says Goldman quant
Data-as-a-service chief says asset managers risk being swamped by new types of information
Buy side bemoans gaps in EU benchmark register
Missing detail in approved index list could undermine compliance with new benchmarks regulation, investors warn
Lack of buy-side repo backstop a concern – Citi repo head
Growth of client repo books could create liquidity crunch, says Grigorios Markouizos
Fund-linked structured products face extinction under FRTB
Global market risk capital standards carry sky-high charges for fund derivatives
Funds hunt for the real McCoy in alternative data jungle
Uncorrelated information is a rare species but there are other ways to make funky new data work
China throws up challenges for alternative premia funds
Poor data, curbs on trading and regulatory change put a new spin on the investment approach
Realism or deregulation? Fed sidelined in oversight of insurers
Proposed activities-based approach to non-bank systemic risk will make Sifi designations less likely
Funds ring alarm on EU guidelines for liquidity stress-testing
Managers could be forced to use multiple methods to stress-test large number of funds every quarter
EU-Singapore trade deal awakens sovereign restructuring fears
Many worry that EU government bonds are now in play for international arbitration
Libor fallbacks a low priority for most bond investors
However some securities shunned due to perceived weak legal safeguards
EU swap users still hope for single-sided reporting, one day
Lawmakers fail to deliver Emir reprieve but tease at potential future changes
Capturing alpha in Asia’s ETF market – Trends to watch in 2019
As the inclusion of China A-shares into major indexes could potentially lead to record inflows into China, 2019 is set to be an exceptional year for the Asian exchange-traded funds (ETFs) market. Meanwhile, investors in the region are increasingly eyeing…
Relationship banking isn’t dead, just different
Some asset managers are pumping banks for liquidity leads. But what can they offer in return?
Differing European approaches may hamper Ibor transition
While sterling shifts to Sonia, efforts to save Euribor create euro multi-rate uncertainty
Funds use artificial intelligence to weigh ethical investing
Quants explore links between ESG investment and outperformance
Brexit threatens to trip up derivatives reporting
Split will increase firms’ workload and costs, and result in less-accurate regulatory reports
Asset managers brave patchy data to nowcast China’s GDP
Techniques include using many datasets, relying on proxies and continually reviewing models
Rokos hires new risk chief
Gianluca Squassi is replacing Nick Howard as the $8 billion hedge fund’s CRO
Alt risk premia study finds ‘zero alpha’, clear beta to bonds
Vanilla exposures explain as much as two-thirds of returns, authors say
Buy-siders eye ways to get ahead of US resolution stay rules
Come July 1, asset managers will be unable to dump derivatives as a G-Sib is unwound. Lawyers are standing by
Wall Street vets vie to be BlackRock of crypto
Fund launch uses fundamental analysis to identify value propositions in high-risk industry
Honesty is key to machine learning’s future – Roberts
Oxford-Man Institute director on why tomorrow’s models will gracefully admit defeat