Investment
BlackRock’s 65% of AUM accounts for 1% of global emissions
Asset manager’s absolute emissions linked to corporate securities and real estate stood at 330.7 million tons of CO2e in 2020
SMFG reports highest power sector emissions intensity
Across all systemic banks, only eight dealers disclose their GHG emissions for this field
Systemic banks: black boxes on green issues
Less talk and more action needed around climate disclosures linked to carbon emissions
Assessing climate risk in bond portfolios
Running climate stress tests on bond portfolios is a nascent exercise for many asset managers. MSCI looks at what to consider when optimising bond portfolios for climate exposures
Most G-Sibs fail to disclose financed emissions
None of the world’s top 30 banks disclose climate impact of their whole portfolio
People moves: Quarles quits Fed, CS credit team exodus continues, and more
Latest job changes across the industry
Hedge fund stake exit helps Credit Suisse cut VAR
Market risk-weighted assets at the AM unit drop almost 95% following the move
Asia moves: HSBC appoints new Apac head, Barclays hires country CEO for China, and more
Latest job changes across the industry
EU software capital reversal to hit Lloyds, Barclays the most
Top UK banks boost CET1 ratios in Q3 as the PRA confirms capital benefit will end on January 1
Majority of US G-Sibs’ assets attract sub-100% risk-weighting
Risk Quantum analysis shows top US banks retrenched to lower-risk assets through the pandemic
Next-generation technologies and the future of trading
At a Risk.net webinar in association with capital markets technology provider Numerix, panellists discuss the potential for increased adoption of the public cloud to boost investment performance, its impact on risk management and overcoming barriers to…
Asia moves: LCH appoints new head of Asia, BNY Mellon picks treasury services chief, and more
Latest job news across the industry
Abu Dhabi fund lures top quants for burgeoning team
StanChart analytics head joins Lopez de Prado at Abu Dhabi Investment Authority
GFXC set to tackle reject codes
Co-vice-chair Neill Penney says group will seek to bring clarity to codes assigned to rejected FX trades
The sticky question of Europe’s oil-ridden ESG funds
NN Investment Partners SFDR fund holds 91% of investments in oil and gas companies
Clunky crypto markets serve quants well – can it continue?
Poor price discovery presents opportunities for systematic traders in super-trending markets
Quants split on who wins in the alt-data gold rush
Scale helps in handling new data, but alpha may be found in niche strategies
Seeking SCB relief, Goldman cuts equity investments
Plans for less capital-intensive balance sheet could shave 140bp off capital requirements
The evolution of stress-testing capabilities, design and monitoring
Risk technology, data strategy and innovation audiocast series (part 3 of a series of 3)
Risk technology to navigate future risk
Risk technology, data strategy and innovation audiocast series (part 1 of a series of 3)
Operational resilience – Driving excellence and effective measurement in financial services
This webinar explores how to build resilience across an organisation, discussing actions and measures companies are currently taking to become more agile, adaptable and able to future-proof their business growth
Data and risk strategies to hedge against future black swan events
Risk technology, data strategy and innovation audiocast series (part 2 of a series of 3)
Zurich’s Scott: don’t levy climate risk capital charges
Imposing set-asides based on stress tests “does not make any sense”, sustainability chief warns watchdogs
The future of private market asset investing in Asia‑Pacific
The findings from research into the future of private market asset investing in Asia-Pacific, conducted by Asia Risk in partnership with IHS Markit, shine a light on the reasons private asset allocations decreased across the majority of investors in the…