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Latest on Investing
Stock-picking finds unlikely champion in ex-Winton CIO
Matthew Beddall’s Havelock restyles value investing for the big data age
Replication can illuminate private equity’s nascent risks
New benchmarks paint a less flattering picture of buyout funds
CLO stress test shows losses for US insurers could top $6.9bn
Under one stress scenario, BBB tranches could suffer losses
Latest
Quotes
We’ve seen an increase in FICC repo by MMFs, so it does likely mean that direct access to some MMFs has decreased for some of the banks
Robert Sabatino, UBS Asset Management
Private equity is built on a statistical fiction, but it’s a powerful one
Andrew Beer, Dynamic Beta Investments
From a trading perspective, you’re trying to limit the amount of manual intervention at every phase of the order lifecycle
Ed Wicks, LGIM
Editor's Choice
All clear? Structural shifts add to repo madness
Many things contributed to 10% repo, among them a FICC programme and a surge in overnight funding
Big Figure
The equity equation
Annualised returns for DSC Quant Group’s index calculated from 1996 – with live performance from 2014 – beat the Cambridge Associates private equity returns index by nearly three percentage points a year.
Read the full article7 days in 60 seconds
Zombie Libor, climate risk flaw, Mifid’s closed door
The week on Risk.net, December 7–13
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Credit data: sustainable companies are better credit risks
How collateral scarcity reshaped the US yield curve
Our Take
Replication can illuminate private equity’s nascent risks
Quants bring ‘triptych’ of variables to risk measurement