Book contributions by Risk Staff
Portfolio Construction and Management
Edited by Brice Benaben and Julien Jarmoszko
Articles by Risk Staff
Asia moves: Senior hires at Barclays, Crédit Agricole and more
Latest job news from across the industry
Asia moves: Senior hires at Citi, Crédit Agricole and more
Latest job news across the industry
Flow market-maker of the year: Citadel Securities
Risk Awards 2022: ‘Meme factor’ and sturdy systems helped Ken Griffin’s firm cope with huge volumes – and post record revenues
SSA risk manager of the year: European Commission
Risk Awards 2022: EC debt programme skyrockets to fund recovery package of up to €800 billion
Derivatives client clearer of the year: BNP Paribas
Risk Awards 2022: Europe’s clearing powerhouse hoovers up mandates at home and forges a US beachhead
Structured products house of the year: Citi
Risk awards 2022: Future-proofing against jack-knife market moves gives US giant the edge with clients
Quant investment house of the year: Transtrend
Risk Awards 2022: Commodities long shot pays off for trend follower
Credit derivatives house of the year: BNP Paribas
Risk Awards 2022: Relative value trades propel French dealer into US top tier for index and single names
OTC trading platform of the year: TP Icap
Risk Awards 2022: Interdealer broker reinvents itself with Fusion platform and Liquidnet acquisition
Buy-side quants of the year: Matthew Dixon and Igor Halperin
Risk Awards 2022: New machine learning tool tackles an age-old, old age problem
Investment house of the year: LGIM
Risk Awards 2022: LGIM wins mandates from investors looking to limit their contribution to warming
Law firm of the year: Allen & Overy
Risk Awards 2022: law firm takes pivotal role in bond market’s DLT vision
Interest rate derivatives house of the year: Bank of America
Risk Awards 2022: Bank ducks US vol problems that plagued peers, while continuing European expansion
Exchange of the year: Intercontinental Exchange
Risk Awards 2022: Amid Brexit and benchmark transition, Ice fulfils Abu Dhabi exchange ambition
Technology vendor of the year: Bloomberg
Risk Awards 2022: Data giant delivered risk analytics, while playing key role in Libor transition
Risk solutions house of the year: Santander Corporate & Investment Banking
Risk Awards 2022: Multi-jurisdiction transactions saw the bank solve three-way currency conundrum and take on litigation risk
Quant of the year: Hans Buehler
Risk Awards 2022: Architect of deep hedging aims to supplant orthodox models with method based purely on data
Innovation in technology: International Swaps and Derivatives Association
Risk Awards 2022: Isda takes a fintech turn with quant analysis tool Perun, leveraging data standards legacy
Risk Awards 2022: the winners
JP Morgan claims top derivatives house, lifetime award for Mark Carney, BofA wins rates
Prime broker of the year: Barclays
Risk Awards 2022: Focus on risk management helps UK bank win client trust – and balances – in wake of Archegos collapse
Clearing house of the year: OCC
Risk Awards 2022: Risk management reforms help clearing house weather meme stock volatility
Lifetime achievement award: Mark Carney
Risk Awards 2022: The calm at the eye of the storm of post-crisis regulation and climate risk management
Rising star in quant finance: Silvana Pesenti
Risk Awards 2022: New approach allows portfolios to be optimised and aligned with benchmarks
Credit portfolio manager of the year: Intesa Sanpaolo
Risk Awards 2022: Italy’s largest lender is one of the EU’s strongest thanks to smart securitisations