Articles by Rob Mannix
Trump win forces rethink of investment risk assumptions
Risk management preparations confounded by day that shifted from risk off to risk on
Taking aim at efficient market theory
Winton founder David Harding slams ‘weak’ theoretical basis for alternative beta
Insurers cannot get round Brexit with ‘brass plaques’ – CBI
Firms will need a substantial presence in Ireland to sell into single market, says regulator
Why Europe's insurers can't stop buying bonds
Solvency II has pushed firms to run positive duration gaps
No subordination: Aviva’s clever matching adjustment repack
Insurer's repack vehicle issued only single senior note
In search of an edge: CTAs launch into swaps trading
Systematic hedge funds are looking to new markets for a competitive advantage
Brexit lessons on handling redemption runs
July experience shows fund suspensions can be used without spillover effects
Transitional resets pose reporting challenge for insurers
Uncertainty over approval process leaves firms “in limbo”
Brexit leaves insurers playing regulation waiting game
Local regime likely to be tougher than Solvency II, although risk margin might change
The fault lines in Europe's Solvency II compromise
Row over calculation of discount rates exposes political differences
Nordea cutting alternatives after shift to unit-linked products
Heightened lapse risk ends 20-year "romance" with hedge funds, says Nordea Life & Pensions CIO
Regulators see 'long journey' to getting Orsas right
Insurers still treating own-risk assessment too much like a compliance exercise, Nordic supervisors say
Change is the only constant in pricing swaps
Regulation is having unexpected effects on derivatives unwinds
Leverage ratio blamed for big swap unwind charges
Buy-siders complain of 'ridiculous' costs to exit trades
Leverage puts hedge funds in the systemic-risk spotlight
Regulatory attention shifting to hedge fund users of derivatives
MetLife judgement demands more than a change of process
Court decision to overturn Sifi status reopens debate on vulnerability of insurers
Buy side turning to stress tests to manage liquidity
Asset managers look beyond quantitative metrics for hard-to-model risk
Why feedback loops could tie regulators in knots
Growing awareness of endogenous risk raises difficult questions about too-big-to-fail approach
Avoiding crowds: BlackRock leads push to model 'endogenous' risk
A known flaw in conventional risk models is becoming hard to ignore in current markets
Banks hold advantage in clearing contract talks
Buy side losing battle with prospective clearing members
Insurers should prep for questions on pro-cyclicality
Regulatory agenda shifting to systemic risk of herding
Surprise answer to regulatory squeeze: use more swaps
New rules could push buy-siders towards synthetic strategies
G-Siis must get used to regulatory pressure on two fronts
Contradictions between systemic risk rules and solvency regulations seem unavoidable
A vision of the future to put insurers on edge
Shareholders have shown how sensitive they are to solvency ratios