Exchange-traded funds (ETFs)
BNPP targets US equities in new tie-up with GTS
French bank says derivatives business will benefit from better prices and liquidity in underlying stocks
Hong Kong ETFs spotlighted amid growing A-share interest
Hong Kong’s exchange-traded fund market takes centre stage in international investors’ foray into Chinese markets, experts say. By Hong Kong Exchanges and Clearing (HKEX)
Rival strategies split multi-factor fund investing
Goldman, Robeco challenge conventional ‘bottom-up’ portfolio design
ETF provider of the year: HSBC
Asia Risk Awards 2018
Asia moves: SGCIB makes two promotions, Natixis hires three heads, and more
Latest job changes across industry
Own goal: Mifid II reduces transparency in some EU markets
New rules replace voluntary arrangements in ETFs and Nordic bonds, fragmenting post-trade data
Does the impact of exchange-traded funds flows on commodities prices involve stockpiling as a signature? An empirical investigation
This paper examines the relation between the flows into the three main commodity index exchange-traded funds (ETFs) and the prices, inventory and term structure of four energy and twelve US-traded agricultural contracts.
ETFs may shift oil price but not stockpiles
Inelastic oil market moved easily by speculation, finds macroeconomist
Watch out for commodity vol products
Commodity traders shouldn't ignore the recent meltdown in CBOE’s Vix derivatives, writes energy consultant
Short-vol products pose new risk to investors, experts warn
Vix manipulation reports may be leading investors to pile back into risky short-volatility products
Statistics of VIX futures and their applications to trading volatility exchange-traded products
In this paper, the authors study the dynamics of Chicago Board Options Exchange volatility index (VIX) futures and exchange-traded notes (ETNs)/exchange-traded funds (ETFs).
Mifid drives ETF trading on to platforms
Best execution rules push Tradeweb ETF volumes up 32%, but smart order routers may alter trend
Traders blame short gamma positions for Nikkei vol jump
Uridashis, macro positioning and ETFs behind record 23% rise in volatility on November 9
ETFs under scrutiny over liquidity risk
Secondary market trading in funds could freeze up in times of stress, supervisors fear
BlackRock’s Prager backs unified fixed-income trading concept
A single venue for trading bonds, ETFs and derivatives is 'on the drawing board'
Saba’s Weinstein: ETFs ‘destroy value’ in junk bonds
Hedge funds wary of high-yield bonds; blame ETFs for shrinking liquidity premium
Growth in factor investing renews crowding fears
Single-factor ETFs could pose threat to quantitative equity market neutral strategies
Andrew Lo’s theory to beat a theory
Author of Adaptive Markets tells Risk.net what his ideas mean for investors and regulators
Equities flow market-maker of the year: Citadel Securities
Risk Awards 2017: Chicago firm is trying to make the New York Stock Exchange more robust
‘Great rotation’ highlights clash over unseen risks in factor investing
Gaps in performance of apparently similar products rekindle debate on index construction
Bond ETFs ‘a source of liquidity’ in stress events
ETF volumes jumped after US election, while bond volumes remained constant
‘Wrong type of liquidity’ spells trouble for energy hedges
Cyclical lull conceals structural shift as liquidity becomes shorter-dated and more flighty
BlackRock pitching long-short ETF trades as cash alternative
Investors turning to ‘cash-and-carry’ approach using exchange-traded funds
Risk España Rankings 2016
Global banks advance in the scramble for supremacy