Book contributions by Risk Staff
Portfolio Construction and Management
Edited by Brice Benaben and Julien Jarmoszko
Articles by Risk Staff
Review of 2017: All sorts of volatility, bar one
Markets were oddly calm this year, while everything else was in motion
People moves: Deutsche Börse appoints UniCredit banker as new CEO
New fixed-income head at Mizuho; trueEX hires CTO; Deutsche fills ETF role; and more
Asset manager of the year, risk management: Legal & General Investment Management
Risk Awards 2018: LGIM led on inflation e-trading, margin rules prep
People: Shell’s Quartermain replaces Muller
Other moves at Morgan Stanley, Gunvor, Macquarie and others
Risk Awards 2018: The winners
Morgan Stanley takes top derivatives prize; lifetime award for Xavier Rolet; Citi lands risk management award
Bank risk manager of the year: Citi
Risk Awards 2018: How US bank helped Nigeria's lenders through a dollar funding crisis
Equity derivatives house of the year: Societe Generale
Risk Awards 2018: From geometric dispersion to fund derivatives, the French bank combines popular products with risk recycling strategies
Insurer of the year: Allianz
Risk Awards 2018: Solvency II ratio of 205% protects dividends, boosted stock – and has spurred shift in new business
Quants of the year: Leif Andersen, Michael Pykhtin and Alexander Sokol
Risk Awards 2018: Quants reveal hidden settlement risks – and present solutions
Exchange innovation of the year: Eris Exchange
Risk Awards 2018: New swap futures pricing curve removes hurdle for real-money users
Pension fund of the year: AP3
Risk Awards 2018: Swedish fund proves that shunning ‘sin stocks’ can pay
Institutional investment product of the year: Deutsche Bank
Risk Awards 2018: €829m alternative premia fund shows softening bank-asset manager rivalry
Index provider of the year: Bloomberg
Risk Awards 2018: Indexer is helping boost liquidity with new China indexes and standardised swaps
Exchange of the year: CME Group
Risk Awards 2018: Capital-conscious customers prompt bourse to refocus on US
Structured products house of the year: UBS
Risk Awards 2018: Swiss bank connects clients with cheap execution and innovative investment products – even when offered by rivals
Currency derivatives house of the year: Deutsche Bank
Risk Awards 2018: Search for forex market’s gaps spurs huge growth in correlation trades and new tech services
Technology vendor of the year: Moody's Analytics
Risk Awards 2018: Stress-testing and scenario prowess is helping firms profit from ‘what-if?’ questions
Equities flow market-maker of the year: Citadel Securities
Risk Awards 2018: Chicago firm makes big hires and pushes into new derivatives products
Reinsurer of the year: Prudential Financial
Risk Awards 2018: From rock stars to robots – how reinsurer is trying to keep up with longevity demand
Asset manager of the year, systematic investing: BlackRock
Risk Awards 2018: Giant manager has in-built advantages, but is also breaking new ground
Quant hedge fund of the year: Man AHL
Risk Awards 2018: New roles for machine learning, frontier markets and OTC data give fund an edge
Derivatives house of the year: Morgan Stanley
Risk Awards 2018: From inflation repacks to Formosa flows – US bank’s slimmed-down fixed-income business is gaining share
Lifetime achievement award: Xavier Rolet
Risk Awards 2018: Eight-year tenure transformed LSEG, but one big deal got away; exchange now faces Brexit risks and Mifid opportunities
Credit portfolio manager of the year: Crédit Agricole CIB
Risk Awards 2018: French bank shifts $1bn in structured finance RWAs – with a green twist