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Quants – pick your alt data wisely, says Goldman MD
Investors must balance risk of false signals versus missing out on alpha, says Matthew Rothman
Fund managers look beyond Hong Kong as instability bites
Contingency planning for Hong Kong protests could turn into structural shift for asset management industry
Aberdeen head of structured solutions departs
De Roeck considering Libor discontinuation consultancy launch
Latest
Quotes
Legislators should just eliminate the ability for trading venues and approved publication arrangements to charge for required post-trade transparency at all
Regulatory expert at a large hedge fund
I do think you’re going to see some asset managers looking more into risk parity and defined outcome types of solutions
Briton Ryan, Nuveen
You’re not just using a linear regression and trying to fit some model to what’s going on ... but you’re not losing sight of economic fundamentals and macro information
Aric Whitewood, Credit Suisse
Editor's Choice
Asian investors primed to buy more CLOs, experts say
Liquidity and diversification are drivers for demand, after US loan market’s recovery from blip
Big Figure
The age of leverage
European Union hedge funds became more leveraged in 2018, a report by the European Securities and Markets Authority shows. Adjusted leverage for these funds, a measure that excludes interest rate derivatives, was 1,052% of aggregate net asset values in 2018, compared with 781% in 2017. Factoring in these derivatives, hedge funds were levered 5,514% in 2018 and 4,491% in 2017.
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Disruption, CCP default and the latest Libor problem
The week on Risk.net, January 18–24, 2020
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Credit data: sustainable companies are better credit risks
How collateral scarcity reshaped the US yield curve
Our Take
Allocation models that know their unknowns
Replication can illuminate private equity’s nascent risks