Absolute return
International evidence on the industrial affordability of deep decarbonization
The authors analyse industries of varying degrees of carbon intensity in IEA countries and investigate to what extent deep decarbonisation will be affordable.
Op Risk Benchmarking 2024: the G-Sibs
Eleven large banks feature in round II, with new data points on first-line risk teams, taxonomies and AI adoption
AI hack threat forcing banks to review cyber controls
Risk Live: AI lowers barriers to entry for phishing, say firms; more common controls needed
Podcast: Jan Rosenzweig on fat tails and LDI portfolios
An optimised portfolio can look very different when extreme moves are given more weight
Banks temper credit loss models by editing Covid narrative
Faced with geopolitical chaos and signs of recession, expected credit loss models need to adapt fast
Kurtosis optimisation gives portfolios a shock absorber
Hedge fund quant shows how an alternative to PCA makes risk management more robust
US fund filings show CME taking bite out of LCH swaps share
Counterparty Radar: Rivals neck-and-neck after big LCH user cuts rate swaps book and non-G10 trades surge
Don’t blame CCPs’ models for Covid margin spikes – WFE
Lobby group counters popular view that tools could ease procyclicality; puts focus on liquidity management
Coronavirus shock to hit diversified lenders hardest – ECB
Diversified and wholesale lenders projected to see CET1 ratio decline 7 percentage points under worst-case scenario
Ties between banks and non-banks at pre-crisis levels – FSB
Other financial intermediaries grow share of total financial assets to 30.5% in 2017
VAR breaches push NatWest Markets’ RWAs higher
Turbulence in rates behind higher market risk charges
Modelling the tweetstorm? Political risks vex EM funds
Digital fusillades have heightened the risks facing emerging market investors
La Française finds success in focus on quantitative premia and credit strategies
Launching a hedge fund business in February 2013 may have seemed an unusual move at the time, but for the co-founders of La Française Investment Solutions (LFIS) it has proved a logical and successful one
Quant funds look past the obvious for uses of alternative data
Many systematic investors are sceptical but a few are finding ways to make new data work
Sberbank: doubts over courts hamper netting in Russia
Unpredictable decisions undermining faith in close-out netting opinion, says Russian bank
Commodity broker of the year: OTC Global Holdings
Energy Risk Awards 2017: OTC Global Holdings expands and penetrates
FRTB data pooling crawls into action
Dealers voice concerns on data pooling as industry initiative to model risk factors faces significant challenges
New frontiers in investment strategies – Combatting the low interest rate environment
Sponsored feature: Standard Life
JP Morgan expects dispersion of hedge fund returns to increase
Historical composite data unreliable for extrapolating returns