Exchange-traded funds (ETFs)
The relentless rise of real-time data
Rob Lane, head of real-time feeds at Refinitiv, discusses the changing data needs of banks and buy-side firms and how the cloud is helping improve access to a key source of competitive advantage
Banks offer crypto clearing but, shhh, don’t tell
Top dealers clear crypto futures for select clients despite smorgasbord of risks
Asia moves: Trio of senior hires at Wells Fargo and Haitong International, and more
Latest job news across the industry
Transparent pricing data shapes the evolution of indexation in fixed income
In this audiocast, MarketAxess' Kat Sweeney, head of index and ETF Solutions, and John Keller, ETF and index product manager, share their views on the evolution of credit market structure and how MarketAxess is using its unique vantage point to inject…
Asia moves: Trio of senior hires at Barclays, Credit Suisse and Deutsche Bank, and more
Latest job changes across the industry
Institutional ETF trading: innovation, efficiency and versatility fuel growth
Despite a 30-year history, exchange-traded fund (ETF) adoption still felt new and nascent in many parts of the world when this survey was first conducted in 2017. Today, ETFs are widely accepted as important tools and usage has greatly expanded among…
Former clearing head urges ‘reasonable regulation’ of crypto
Risk USA: panellists complain current regulatory approach is ‘painful’ and doesn’t embrace innovation
Asia moves: BIS appoints new chair for Asia council, VP Bank expands Asia leadership, and more
Latest job changes across the industry
EC aims for near-real-time consolidated tape
Exchanges say the plan is too ambitious and would trigger a latency arms race
Non-bank growth in e-credit spurs dealer algo push
As the likes of Jane Street capture more electronic business, dealers are reassessing their capabilities
Market-maker of the year: Haitong International
Asia Risk Awards 2021
Collateral management solution of the year: Adenza
Asia Risk Awards 2021
Deutsche sees equity RWAs jump 29% on new EU rules
CRR II requires banks to calculate exposure they would incur to honour guaranteed returns on investment products
Competition may be coming to crypto ETP market-making
Flow Traders makes markets in every European cryptocurrency ETP. Banks want in on the action
EC drafting proposal for derivatives consolidated tape
Commission official says beta version ready for testing in 2023 will also include equities, bonds and ETFs
Crypto market structure pushing institutions towards synthetics
Risk Live: Credit risk and custody challenges with spot could push investors to derivatives and ETPs
A bitcoin ETF could threaten the world’s biggest crypto fund
Regulated funds may suck away demand for Grayscale’s off-exchange investment trusts
The world’s largest bitcoin fund has a tracking error problem
Grayscale Bitcoin Trust moved from trading at an average premium of 36.5% to an 11.6% discount
ETF options: the market’s latest credit hedge
Investors look to derivatives on fixed income exchange-traded funds to manage credit risk exposure
Nasdaq retail rush powers intraday momentum trade
Options and ETFs give tech index new momentum, while S&P 500 sees higher levels of mean reversion
ETF provider of the year: Yuanta SITC
Asia Risk Awards 2020
Eigenportfolios of US equities for the exponential correlation model
In this paper, the eigendecomposition of a Toeplitz matrix populated by an exponential function in order to model empirical correlations of US equity returns is investigated.
Oil funds want to reduce risk. Will investors let them?
Despite posting big losses, funds that track front-month contracts remain popular with investors
FCMs feared systemic incident during March back-office meltdown
Trade breaks following Covid-19 spike in futures volumes required massive clean-up job, says BofA exec