Investment
Accelerating fixed income’s risk‑on rise
Jason Waight at MarketAxess reveals how advances in data and technology are enabling faster, more agile risk-on trading strategies in today’s fixed income markets
New HKEX warrant buyers surf vol in unfamiliar waters
While stock volatility is boosting inline warrant turnover, it’s driving bets more suited to wholesale products
A winning formula – Risk’s rising role in investment strategy
Risk.net surveyed 124 asset managers and hedge funds to explore the changing role risk offices play in the evolution of investment strategies, from early-stage product development through to portfolio management and re-evaluation, and the key financial,…
Ratings can still sharpen credit risk picture
Study shows even the most modern default models benefit from adding credit rating information
GRC product of the year: Financial Risk Solutions
Asia Risk Awards 2020
Equally diversified or equally weighted?
New diversification measure enables construction of equally diversified portfolios
The changing shape of buy-side risk technology
Buy-side risk managers and FactSet’s global head of quantitative analytics gathered for a Risk.net webinar to discuss topical risk management trends for asset managers and to consider the industry challenges posed by the recent Covid‑19 pandemic
Podcast: Investing, climate risk and energy firms
How are investors enabling the move to the low-carbon economy?
Asia debt market suffers SOFR inertia
Issuers of floating rate notes stick with Libor in absence of term version of risk-free rate
Volatility scaling flops in credit alt risk premia
Strategies miss recovery from March plunge, prompting rethink on speed of mean reversion
The changing shape of buy-side risk technology
This webinar shares insights into the emerging strategies shaping firms’ investment, compliance and technology risk decisions, and how Covid-19 is causing a rethink in priorities
Sometimes it’s fine to be boring
Diversification puts portfolios in the middle of the pack – where investors feel safe, writes Antonia Lim
Top European insurers bet on private equity
Allianz and Axa had a combined €29 billion at end-2019
Covid-19: Pandemic risk – Special report 2020
The economic devastation wrought by Covid-19 is already significant: the hits to employment, gross domestic product and other key macro factors regulators ask banks to test to has already surpassed supervisors’ severely adverse scenarios, and shows every…
China bond buyers tiptoe through credit analysis minefield
State backing for domestic companies is hard to gauge, as new investors are discovering
Quant firm deploys new metric for Covid sensitivity
Los Angeles Capital debuts new factor for measuring stocks’ sensitivity to the pandemic
Margin calls on eurozone funds rose fivefold in March
ECB data shows some funds faced liquidity squeeze as VM calls flooded in
Preparing for Basel IV amid regulatory uncertainty
This webinar explores how technology can lead a proactive approach to compliance with regulations in a timely manner, leveraging investments to anticipate breaches and shortfalls
Some quants fear more deleveraging to come
Buy-siders brace for further selling after hedge funds dumped risk in March
Covid-19 tumult is testing AI fund returns
Some ML strategies have coped well, but others began to struggle as panic mounted
Seeing red over blue-chip swap in Argentina’s NDF fiasco
Emta protocol salve aside, peso settlement rate snafu is a warning for emerging market FX derivatives
Lighting up the black box: a must for investors?
Many contend you must be able to interpret machine learning in order to use it
Asia moves: JP Morgan names new Apac CEO, Axa hires six heads, and more
Latest job news across the industry
‘Quantamental’ approach convinces Morgan Creek CEO
Proponent of big-picture investing sees growing role for machines, but with caveats