Asset management
Asset Manager of the Year – State Street Global Advisors
Asia Risk Awards 2012 winner: State Street Global Advisors – Asset Manager of the Year
RIP OTC: Swap futures gaining buy-side fans
RIP OTC: Swap futures gaining buy-side fans
Fat tails via utility-based entropy
Fat tails via utility-based entropy
Sponsored feature: Goldman Sachs Asset Management
Capital management: Looking beyond share buybacks
House of the year: Citi
Structured Products Asia Awards 2012
Energy Risk interview: chief fund manager at Japan's Astmax
Taking the long view
Non-linear mixture of asset return models
Non-linear mixture of asset return models
Legal & General eyes European infrastructure finance bonds
European Investment Bank set to launch project bond pilot scheme in September
Standard Solvency II asset data framework 'at least 12 months' away
Asset managers seek to standardise Solvency II asset data provision, but industry-wide solution presents challenges
Market reaction to price changes and fat-tailed returns
Market reaction to price changes and fat-tailed returns
Insurers urged to be cautious of long-term liquidity swaps
Uncertain regulatory and economic environment increases risks associated with liquidity trades, warns Fitch
Edhec develops framework for Solvency II equity risk management
Formula for risk control framework can optimise equity risk capital costs, claims research body
Axa enters corporate loan market with SocGen
Insurer targets French mid-caps to diversify investment portfolio
Webinar: Solvency II and the asset data management challenge
Solvency II presents considerable challenges for insurers and asset managers in terms of asset data management. Yet it is an area which to date has received relatively little attention. This webinar, in conjunction with BNY Mellon Asset Servicing, brings…
Capitalising on the bank asset sale
Capitalising on the bank asset sale
Risk institutional investor rankings 2012
Deutsche on top
Lombard Odier advocates different approach to asset allocation
Hubert Keller, managing partner, asset management, at Lombard Odier Investment Managers says investors are making fundamental changes in the way they approach portfolio and hedge fund allocations.
Sponsored webinar: BNY Mellon
Data management proves an ominous task
Stress testing with fully flexible causal inputs
Stress testing with fully flexible causal inputs
Asian institutional investors focus on quantitative risk management
Investors in Asian institutions are catching up with European and North American counterparts in demanding quantitative risk measures and risk numbers as part of their investment mandate, says risk head at AmInvestment Group in Malaysia
Sponsored feature: BNY Mellon
Putting cash to work – Now and post Solvency II
Life & Pension Risk software directory 2012
Software directory 2012
Harcourt appoints van Houten as head of risk
CRO of Swiss investment firm to leave in May
Alternatively weighted risk premium indexes gain momentum
Index providers and fund managers who have tended to focus on performance are seeing demand from investors for strategy indexes that focus on risk