Investment
A European liquidity pool for bitcoin futures has arrived
Eurex’s new FTSE Bitcoin Index Futures contracts can help investors remove regulatory uncertainty from their crypto investments
Chartis RiskTech Buyside50
The second annual RiskTech Buyside50 ranking from Chartis Research outlines notable trends in the buy side and ranks the key players operating within it, focusing on solutions, industry segments and the scope and breadth of investment lifecycle…
Asia moves: Senior hires at BNP Paribas, BNY Mellon and more
Latest job news from across the industry
On capital allocation under information constraints
This paper offers a portfolio optimization framework that uses return data to calculate an optimal capital allocation based on a Cobb–Douglas utility function.
Information geometry of risks and returns
An innovative product design framework and its geometric interpretation is introduced
Active versus passive investment in declining markets
The latest S&P Indices versus Active (SPIVA®) Scorecard provides an update on the active versus passive investment debate
Managing a high-inflation environment with clearing
Recent geopolitical events, macroeconomic forces and market disruptions have created significant challenges for the investment community. LCH explores how clearing can help market participants manage inflation.
US MMFs’ holdings hit record as deposits flee banks
Funds run by JP Morgan, Fidelity and Goldman behind half of new investments in March
Some investors see value in beaten-down AT1s
CoCos are trading at a discount on fears that European issuers won’t call the bonds. But buy-siders say this risk is overstated
An experimental study of capacity remuneration mechanisms in the electricity industry
The authors investigate the efficiency properties of energy market designs with regard new investments, reductions in unserved energy frequency and energy prices of a generic capacity remuneration mechanism impervious to the forward capacity market.
Asia moves: Senior hires at Citi, Nomura and more
Latest job news from across the industry
US banks seize chance to transfer securities from HTM to AFS
Wells Fargo, JP Morgan and Citi reclassify $34bn following new hedge accounting treatment
A model for small basket equities financing
A haircut model for equity baskets based on credit and equity indexes is introduced
Like SVB, five other US lenders saw negative NII growth in 2022
Ally, Customers, First Foundation, Morgan Stanley and PacWest were pressured by rising rates
Fixed income ‘big 3’ tap Finbourne for EU consolidated tape bid
Bloomberg, Tradeweb and MarketAxess select tech partner to jumpstart cash bond tape ambitions
Asia moves: Senior hires at Natixis CIB, Citi and more
Latest job news from across the industry
MMFs’ reverse repos with Fed surged 35% last year
Fidelity-run funds drove 29% of the $601 billion in new trades
UK’s plans to ditch share trading rules threaten liquidity
Asset managers say London’s decision to relax EU equity regime will fragment liquidity – with unpredictable consequences
Dynamic rebalancing of a risk parity investment portfolio
The authors examine the All-Weather portfolio in relation to other popular portfolios and investigate the impact of various static and dynamic portfolio-rebalancing strategies on the All-Weather portfolio.
Dynamic signal selection strategies
The authors use eight models of pairwise dependency to select predictors that offer a high level of dependency in stock returns.
Impactful short duration: green bonds and yield curve strategies
In the search for impact and yield, how does a green bond investment strategy compare with the performance of the wider European credit market?
Asia moves: Citi and Deutsche Bank make senior hires, and more
Latest job news across the industry
Asset allocation with inverse reinforcement learning
Using reinforcement learning to help replicate asset managers' allocation strategy
Asia moves: Senior hires at Deutsche Bank, Maybank and more
Latest job news from across the industry