Buy side
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
PKA’s CIO on risk transfer and factor investing
Risk30: Low volatility aids and hinders Danish fund
Basis risk looms for insurers in Libor transition
UK insurers may need to pay more and run basis risk to hedge interest rates after transition
Front-office backlash: the EU gets tough on research unbundling
Three EU watchdogs – including CNMV and AFM – say front-office content can still be Mifid II research
Pimco calls for urgency on Libor transition
Bond giant wants SOFR rate published “sooner rather than later”; BlackRock raises questions over liquidity
‘We’re being fed a line’: investors vexed by central bank influence
Buy-siders say central bank communications policies broke link between markets and political risk
FRTB to create winners and losers on the buy side
Wider spreads could hit returns, but some funds eye opening in exotic and securitised markets
Mnuchin makes life harder for quants
Proposed CCAR changes make KVA calculations even more complex
Buy side unimpressed with Mifid II cost transparency rules
Clients question value of receiving dealers’ swaps profit margin data
The changing face of European interest rate swaps trading
Sponsored webinar: Tradeweb
Buy side fuels boom in single-name CDS clearing
Ice single-name CDS volumes double year on year following switch to semi-annual rolls
Quants turn to machine learning to model market impact
JP Morgan, Bloomberg and Portware among those applying AI to long-standing problem
Risk Chartis Market Report: Buy-side risk management technology
Sponsored by OpenLink and Tradeweb
Fintech start-up of the year: Beacon
Risk Awards 2017: Ex-bankers bring top dealer risk tech to the masses
OTC trading platform of the year: trueEX
Risk Awards 2017: Innovation gives start-up Sef a foothold – and has forced incumbents to change
Don’t keep up with the Kardashians
Dealers may have gifted the buy side an information edge
Giancarlo: March VM deadline is ‘massive challenge’
CFTC commissioner calls on regulators to address buy-side concerns if needed
VM showdown a clash banks could not win
Clients clinging to hard-won CSA terms, in face of dealer calls for standardisation
Flylets and fixed-income portfolio risk management
Sponsored Q&A: Buy-Side Awards 2016 | Tudor Investment Corporation
De-risking pension funds across the board
Sponsored Q&A: Buy-Side Awards 2016 | Prudential Financial Inc
ESG trends: Casting the net wide and deep
Sponsored Q&A: Buy-Side Awards 2016 | Conning
VM regime threatens explosion of small margin calls
Transfer threshold designed to avoid small payments is unworkable, critics claim
New EU prudential framework proposed for investment firms
Non-bank Mifid firms could be subject to liquidity rules for first time
An imperfect solution: Derivatives create new challenges for buy side
Sponsored survey analysis: Calypso Technology