Book contributions by Risk Staff
Portfolio Construction and Management
Edited by Brice Benaben and Julien Jarmoszko
Articles by Risk Staff
Rates flow market-maker of the year: LBBW
Risk Awards 2019: Landesbank uses e-trading – and Brexit – to boost its euro swap volumes, and its voice
Sovereign risk manager of the year: Greece’s Public Debt Management Agency
Risk Awards 2019: PDMA’s innovative €35bn swap programme helps slash sovereign’s interest rate payments
Buy-side risk manager of the year: Citadel
Risk Awards 2019: hedge fund CRO is intent on steering clear of the “history trap”
Derivatives house of the year: BNP Paribas
Risk Awards 2019: French bank adds US and flow heft to old strength in Europe and exotics – but patchy performance will require digital savings to arrive earlier
Equities flow market-maker of the year: Citadel Securities
Risk Awards 2019: Risk management overhaul helps market-maker navigate February 5 volatility
OTC trading platform innovation of the year: Tradeweb AiEX
Risk Awards 2019: Expansion of automation tool to swaps trading supports soaring derivatives volume
OTC trading platform of the year: Trad-X
Risk Awards 2019: From a D2C Clob to CCP-specific pricing, Trad-X isn’t scared to rock the boat
Quant of the year: Alexei Kondratyev
Risk Awards 2019: A glimpse of the future? Quant uses ML to model term structure and crunch margin costs
Insurer of the year: Rothesay Life
Risk Awards 2019: Bulk annuity deal unlocks £1 billion of capital in Prudential’s strategic split
Quant research team of the year: Deutsche Bank
Risk Awards 2019: Deutsche’s quants dig for alpha
Lifetime achievement award: Craig Broderick
Risk Awards 2019: Goldman’s long-serving CRO helped bank survive the crisis, and then adapt to new world
Credit portfolio manager of the year: Natixis
Risk Awards 2019: Risk-sharing scheme helps French bank double loan volumes on stable RWAs
Quant hedge fund manager of the year: La Française Investment Solutions
Risk Awards 2019: Focus on correlations helps LFIS stand out in sector’s horrible year
Fintech start-up of the year: TransFICC
Risk Awards 2019: Flexible, fast, cheap – UK-based firm trying to take fuss out of fixed-income trading
Inflation derivatives house of the year: HSBC
Risk Awards 2019: Revamped repack making waves
Exchange of the year/exchange innovation of the year: CME Group
Risk Awards 2019: FX Link, SOFR futures and Nex acquisition headline banner year for Chicago bourse
Streaming liquidity provider of the year: XTX Markets
Risk Awards 2019: Non-bank market-maker doubles direct relationship presence in forex
Asset manager of the year: Goldman Sachs Asset Management
Risk Awards 2019: Firm’s algos pick through earnings call transcripts to figure out what analysts really think
Risk Awards 2019: The winners
BNP Paribas wins derivatives house; lifetime award for Craig Broderick; CME takes clearing house award
Structured products house of the year: Societe Generale
Risk Awards 2019: French bank struck Commerzbank deal and ramped up risk transfer focus
Asia moves: SocGen replaces China head, Goldman names new partners, and more
Latest job changes across industry
Custody Risk Global Awards 2018 winners announced
Custodian of the Year won by BNP Paribas for second year running
EU no-action, double capital and Nasdaq loss
The week on Risk.net, October 27–November 2, 2018
Brexit OTC mutation, chaperones and SA-CCR
The week on Risk.net, October 6–12, 2018