Book contributions by Risk Staff
Portfolio Construction and Management
Edited by Brice Benaben and Julien Jarmoszko
Articles by Risk Staff
Book of the year: Chapelle wins for best practices work
OpRisk Awards 2020: Work arrives as non-financial risk discipline approaches a crossroads
Industry initiative of the year: ABA and MStar
OpRisk Awards 2020: ABA-led project with CCAR banks wins plaudits for forward-looking strategy
Asset manager of the year: Federated Hermes
OpRisk Awards 2020: Ethics pledge helps firm build culture of accountability
Paper of the year: Peter Mitic and Jiaqi Hu
OpRisk Awards 2020: Quants recognised for VAR approach to modelling conduct risk with scant data
Consultancy of the year: KPMG
OpRisk Awards 2020: Firm’s machine learning-based sanctions tool helps HSBC cut false positives by 80%
Libor webinars: loans, bonds and derivatives
Listen here to three Risk.net webinars, covering topics from transition timelines to market turmoil
Asia moves: JP Morgan names new Apac CEO, Axa hires six heads, and more
Latest job news across the industry
Interdealer broker of the year: BGC Partners
Risk Awards 2020: Strong voice revenues are helping fund ambitious electronic projects
Bank risk manager of the year: HSBC
Risk Awards 2020: New market risk system proves its worth in a year of emerging market blow-ups
OTC trading platform of the year: Tradeweb
Risk Awards 2020: To keep volumes growing, platform had to confront “incumbent’s dilemma”
Clearing house innovation of the year: Ice Clear Credit
Risk Awards 2020: Clearing house lures fund business with efficient new Monte Carlo methodology
Asia moves: Soc Gen replaces Asia chief, Deutsche Bank appoints wealth management head, and more
Latest job changes across the industry
Clearing house of the year: LCH
Risk Awards 2020: CCP conquers Brexit threat to deliver banner year for RFRs, margin and forex
OTC client clearer of the year: Bank of America
Risk Awards 2020: Pivot to Europe pays off with market share growth and big client wins
Rising star in quant finance: Blanka Horvath, Aitor Muguruza and Mehdi Tomas
Risk Awards 2020: New machine learning techniques bring ‘rough volatility’ models to life
Foreign exchange prime broker of the year: HSBC
Risk Awards 2020: UK bank manages risk in real time, while building tool to cut exposures up to 80%
Insurer of the year: Pension Insurance Corporation
Risk Awards 2020: Innovative regulatory capital bond gives PIC an edge
Lifetime achievement: Benoît Coeuré
Risk Awards 2020: The departing ECB executive has helped transform eurozone financial markets
Hedging adviser of the year: Chatham Financial
Risk Awards 2020: Hedge accounting solution helps Freddie Mac tackle P&L swings from loan hedges
Buy-side risk manager of the year: Vanguard
Risk Awards 2020: Fund giant gave more risk work to machines this year - from duration hedging to op risk
Exchange innovation of the year: CME Group
Risk Awards 2020: New equity index contracts most successful launch in exchange’s history
Equities flow market-maker of the year: Citadel Securities
Risk Awards 2020: US giant boosts client-facing European business into second spot by market share
Research house of the year: UBS
Risk Awards 2020: Swiss bank pushing its analysts to be more like scientists
Currency derivatives house of the year: BNP Paribas
Risk Awards 2020: Bank seeks spot market insights to bolster forex options trading