Asset management
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,…
FX swap volumes set to rise on China bond index inclusion
Traders expect greater use of FX derivatives if FTSE Russell adds bonds to WGBI this week
Don’t blame HFT: plug liquidity gaps for market stability
Dynamic fees could incentivise liquidity when and where it’s most needed, writes quant fund founder Bouchaud
US regulator may bend on margin rule for segregated accounts
CFTC open to extending September 15 deadline
House of the year, Vietnam: Techcombank
Asia Risk Awards 2020
GRC product of the year: Financial Risk Solutions
Asia Risk Awards 2020
Custodian of the year: BNP Paribas
Asia Risk Awards 2020
Interest rate derivatives house of the year: Goldman Sachs
Asia Risk Awards 2020
Asset management firm of the year: Ping An of China Asset Management (Hong Kong)
Asia Risk Awards 2020
Derivatives house of the year, Asia ex-Japan: UBS
Asia Risk Awards 2020
Private bank of the year: Credit Suisse
Asia Risk Awards 2020
Big buy-side firms seek better model risk disclosures
Working group building standardised disclosure doc for managers and vendors
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
Lessons from the past – The evolving importance of historical tick data (Part I)
A recent Risk.net webinar in association with Refinitiv examined the opportunities and challenges for using historical tick data in today’s volatile markets. Panellists outlined the variety of ways the industry is harnessing historical tick data, but…
Lessons from the past – Overcoming historical tick-data challenges with the cloud (Part II)
The panel at a recent Risk.net webinar in association with Refinitiv outlined some of these challenges, including the expense of data cleaning, maintenance and storage; access to relevant data; and dataset integration. They agreed that cloud-based…
Podcast: Investing, climate risk and energy firms
How are investors enabling the move to the low-carbon economy?
How UBS AM dealt with Covid-19 crunch
Buy-side risk survey: Swiss giant had planned for liquidity squeeze, says CRO – but not one like March
Covid liquidity, block trades and Fed op risk
The week on Risk.net, August 1-7, 2020
FX swaps platform aims to cut out the banks – but not entirely
Peer-to-peer newcomer FX HedgePool targets asset managers’ month-end hedging activity
Spotting co-movement breakdowns with neural networks
Autoencoders can detect changes in relationship between assets in real time
Managing AML and fraud – A risky business needs a risk-based approach
Financial services organisations (FSOs) are expected to meet strict financial crime regulations regardless of their size, and those with smaller budgets and fewer resources are finding this increasingly difficult as regulations, guidelines and threats…
The evolution of pricing bonds and the data journey
Jason Waight, head of regulatory affairs, Europe at MarketAxess, considers why access to flexible data is key to using new trading protocols in fixed income
The econophysics of asset prices, returns and multiple expectations
The author models interactions between financial transactions and expectations and describe asset pricing and return disturbances.
Detecting changes in asset co-movement using autoencoders
ARR aims to anticipate volatility patterns to provide signals for risk management and trading