Latest Investing
The top 10 investment risks for 2024
- Two-fifths of survey respondents placed geopolitical turmoil as the top or second top risk; a quarter included government debt strains in their top five.
- Of more than 30 bouts of inflation above 8% in developed countries since World War II, only two settled within two years.
- “The rise of AI will have productivity benefits but it will also be used increasingly for nefarious purposes,” says a risk manager at an asset management firm.
Climate refugees, zero-day options and the wrong long
A look at the investment risks that just missed our annual list
Quant shop preps NLP-powered index for physical climate risk
Sharp rise in extreme weather events prompts PGIM Quant to aim for better climate-risk pricing
The unknown risk on the flip side of the basis trade
US mutual funds have amassed record notionals in Treasury futures that in some cases exceed their AUM
AllianceBernstein: fine-tuning shrinks gen AI ‘hallucinations’
Asset manager says its tweaks have improved accuracy of LLM models
Featured
Esma sounds alarm over conflicts at CLO raters
Investigation points to analysts meeting with managers and notes softening of rating methodologies
Hedge funds rev up short-vol trade in zero-day options
Firms are capping exposures to avoid a rerun of 2018’s ‘Volmageddon’ unwind
IAIS flags concerns about offshore reinsurance growth
Insurers passing risk to foreign firms makes regulation harder, report says
Investment house of the year: Schroders
Risk Awards 2024: Nimble collateral management helped clients sail through UK gilts crisis unscathed
AI model uses quantum maths to learn like a human
Could the next big breakthrough in machine learning come from the world of finance?
Machine Learning
Can machine learning help predict recessions? Not really
Artificial intelligence models stumble on noisy data and lack of interpretability
Quants look to language models to predict market impact
Oxford-Man Institute says LLM-type engine that ‘reads’ order-book messages could help improve execution
JP Morgan pulls plug on deep learning model for FX algos
US bank turns to less complex models that are easier to explain to clients
Buy-side quants of the year: Nicholas Westray and Kevin Webster
Risk Awards 2024: Debiasing technique for data could usher in golden age of transaction cost analysis
Counterparty Radar
Matchmaking and benchmarking for OTC derivatives
Counterparty Radar is based on position data from around 20,000 US mutual funds and ETFs, rolled up to the manager level – it shows the OTC derivatives they have on their books, and who they traded them with, providing unique insights into an important market segment. More info
Citi swaption volumes surge as BlackRock relationship flourishes
Counterparty Radar: Market leader Pimco cuts nearly one-third of book in Q3
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