Asset management
Industry lukewarm on proposed ‘quick fixes’ to Priips rules
Many fear performance scenarios will remain misleading and expose providers to mis-selling claims
Asia moves: BlackRock picks new Asia head, Credit Suisse boosts regional solutions, and more
Latest job changes across industry
Rumble in the IM jungle: how new platforms match up
After testing rival margin services, banks now have to pick a favourite – one has better tech, the other is cheaper
New directions – Diversification of alternative risk premia strategies
Despite a difficult year, investors remain keen to use alternative risk premia strategies. However, current approaches may be less diversified than they appear, especially given cross-contamination in cash equity factors. According to Nomura, a more…
Hedge fund giants lead fourth wave of IM candidates
BlueCrest, Capula, Citadel, Millennium and Rokos expected to be in scope for next phase of margin rules
Risk Markets Technology Awards 2019: Vendors enter the pick-and-mix era
Modular tech and micro-services – plus new risk and regulatory needs – are creating openings for insurgents and incumbents
Global banks shrink systemic footprint
The big banks trimmed total leverage exposure by €2.9 trillion (4%) in 2017
Growing an institutional footprint in Asia’s ETF market
Hong Kong Exchanges and Clearing (HKEX) explores the burgeoning impact of institutional investors in Asia’s exchange‑traded funds (ETFs) market – which is demonstrating the potential to establish itself as a global force – with a focus on the rapid…
Asia moves: SocGen replaces China head, Goldman names new partners, and more
Latest job changes across industry
Obstacles and opportunities in adopting cloud computing
Sponsored Q&A
Compliance preparations amid uncertain rules
A forum of industry leaders discusses how banks will define individual trading desks under FRTB, whether BCBS 239 compliance projects can help banks meet FRTB risk data challenges, which model validation obstacles banks still face and other key topics
European funds wary of stress-test ‘straitjacket’
As Esma finalises guidance, some fear a one-size-fits-all approach
Asia embraces intelligent automation
Asia’s adoption of new tools and processes has gained significant momentum, with increased automation now a primary focus for many financial firms. Paul Worthy, head of Japan at Tradeweb, explores how this change has come about, and how firms can use the…
Big funds muzzle their AI machines
Fears over interpretability, crowding and overfitting have put a damper on efforts to unleash AI for asset management
Institutional ETF trading: Liquidity improving, trade sizes growing
Sponsored survey report: Jane Street
Ripple effect: The impact of moving away from Libor
Sponsored Q&A
Value-ranked equity portfolios via entropy pooling
This paper demonstrates how to directly incorporate common value-investing idea into the portfolio optimization process.
Esma preps stricter stress-testing rules for EU funds
New guidance expected to be released for consultation in early 2019
Brevan Howard is first non-bank caught by margin rules, sources say
Non-cleared exposures thought to exceed $1.5 trillion
Bank risk committees: desperately seeking risk managers
Most boards still lack career risk specialists despite tighter governance requirements
EU insurers embrace infrastructure bonds
Solvency II-compliant infrastructure investments concentrated in handful of firms
EU insurers most exposed to French sovereign risk
French government bonds make up 23% of sovereign exposures
EU insurers shun ABS, real estate
Securitisations make up just 0.5% of portfolios; property 2.7%