Investment
Study warns against ignoring factors’ procyclicality
Common multi-factor strategies have hidden macroeconomic exposures, research shows
Ensuring reliability in a rapidly changing energy landscape
Igor Koprivnikar, member of the management board at Gen-i, discusses what sets the organisation apart as the top power dealer in eastern Europe, the benefits that a global portfolio can bring for clients in regional European markets, and how strong…
A communicative approach to innovative business growth
James Rausch, head of Canadian client coverage and global head of banks, brokers and exchanges at RBC Investor & Treasury Services, discusses how the organisation works alongside clients, leveraging resources and expertise from its other businesses and…
Optimal investment and financing with macroeconomic risk and loan guarantees
This paper considers an entrepreneur who has no assets in place but possesses an option to invest in a project incurring a lump-sum investment cost, of which a fraction must be financed by entering into an equity-for-guarantee swap.
Speed and dimensions of trading
In this paper, two new portfolio statistics are introduced: ENT, which measures trading speed, and ENTD, which measures trading diversity. Together with vectors representing major trading directions, these provide new insight into the intrinsic…
Market Technology Awards 2018: New problems, new solutions
Vendors embrace cloud, alternative languages and agile approaches
Standard bearer – Leading the IFRS 17 charge
With wins for regulatory reporting, economic scenario generation, Solvency II and stress-testing products in the 2018 Risk.net Market Technology Awards, Moody’s Analytics is well positioned to meet the demands of changing regulation such as IFRS 17
Digitally adapting to regulatory change
Winners' Circle Q&A: Structured Products Europe Awards 2017 | BNP Paribas
Insurers say capital rule threatens long-duration products
Implied credit charges could triple under one approach being field-tested by regulators
A silver lining to the repo clouds
Central clearing of buy-side trades could further buttress the repo market
Investing across periods with Mahalanobis distances
The authors propose an analytical framework to measure investment opportunities and allocate risk across time based on the Mahalanobis distance.
Profile software readies market data mobile app
Athens-based technology provider Profile Software has launched a new mobile app, dubbed Plexus, which allows users to monitor real-time data and news on their iPhone and iPad devices.