Investment
MMFs’ reverse repos with Fed surged 35% last year
Fidelity-run funds drove 29% of the $601 billion in new trades
UK’s plans to ditch share trading rules threaten liquidity
Asset managers say London’s decision to relax EU equity regime will fragment liquidity – with unpredictable consequences
Dynamic rebalancing of a risk parity investment portfolio
The authors examine the All-Weather portfolio in relation to other popular portfolios and investigate the impact of various static and dynamic portfolio-rebalancing strategies on the All-Weather portfolio.
Dynamic signal selection strategies
The authors use eight models of pairwise dependency to select predictors that offer a high level of dependency in stock returns.
Impactful short duration: green bonds and yield curve strategies
In the search for impact and yield, how does a green bond investment strategy compare with the performance of the wider European credit market?
Asia moves: Citi and Deutsche Bank make senior hires, and more
Latest job news across the industry
Asset allocation with inverse reinforcement learning
Using reinforcement learning to help replicate asset managers' allocation strategy
Asia moves: senior hires at Deutsche Bank, Maybank and more
Latest job news from across the industry
UK pension funds hand over more assets to LDI managers
Transfer of assets is a pre-emptive move to avoid repeat of September’s collateral crunch, trustees say
Barclays, Deutsche, Credit Suisse take $437m hit on leveraged loans
Higher interest rates eroded value of facilities stuck in pre-syndication during Q3
BNY, State Street took $6.5bn fair-value hit to bonds in Q3
Eroding prices of RMBSs and govies keep widening unrealised losses
Asia moves: senior hires at BNP Paribas, HSBC and more
Latest job news across the industry
Impact investing: trends and best practices
A panel of investment specialists discusses the rapidly expanding world of environment, social and governance (ESG) investing, with a particular focus on climate. They discuss best practice for achieving impact investing, their expectations on climate…
The rock-solid case for database marketing
With the right databases and intelligence, products can stand out above those of competitors
Allianz, Generali post €52bn in fair value losses in H1
Bond portfolio values crash as equities tailwinds fades
Multi-asset class portfolio stress‑testing: best practices and future challenges
Risk and investment professionals will require a sophisticated blend of historical and hypothetical scenarios to navigate today’s volatile markets, says Ivan Mitov, director of risk research at FactSet
Why database marketing is increasing in importance for asset managers
Improved market presence, product viewership and brand recognition, coupled with the ability to forge long-term community followings, is making the prioritisation of database marketing a no-brainer
Japan’s GPIF divests $1.5bn in Russia-linked assets
Pension fund cut exposure to country by 95% in the 12 months to March
Finding the investment management ‘one analytics view’
To meet their investment goals in today’s markets, chief investment officers (CIOs) and investment managers need a single view of risk and performance. So why is it so hard to achieve?
Bermuda ‘examined’ PE insurers criticised by US senator
Premier David Burt is ‘confident’ pension assets reinsured on the island are ‘appropriately’ regulated
CDS notionals made a comeback in 2021
A 5% rise to highest end-year figure since 2017 driven by swaps on junk debt
No soft landings in flight to safety from Russia
Impact of Ukraine invasion hit bank balance sheets hard; its effects look set to continue
US pension fund sues Credit Suisse over Archegos failures
Lawsuit alleges top execs breached fiduciary duties; Credit Suisse shareholders block board exoneration
Credit Suisse cuts leverage exposure by $11.5bn
CET1 leverage ratio remained flat over Q1 as drop in capital more than offset cuts in prime brokerage business