This paper discusses the complexities facing investments management firms as they tackle the new requirements of the Investment Firms Regulation (IFR) according to the Investment Firms Directive (IFD).
This white paper assesses market participants’ efficiency in managing risk, margin and collateral amid increased volatility, and the transition to new central counterparty risk methodologies.
This report presents the findings from Risk.net’s fourth annual global ETF trading survey, commissioned by Jane Street. It includes responses from 285 institutional investors, as well as qualitative interviews from six buy-side firms.
The traditional investment book of record (IBOR) is struggling to eﬀectively meet the new business requirements of some buy-side firms. Find out more about the essential attributes of the “next generation” IBOR.
The economic uncertainty caused by COVID- 19 has contributed to heightened financial market volatility along with rising tail risk. Calypso’s Pardha Viswanadha, Raj Manghani, CFA & Sophie Marnhier-Foy discuss about specific solutions for evaluating portfolio impact from COVID-19 and its economic…
This case study reveals how Mirabaud Asset Management is using IHS Markit’s Enterprise Data Management (EDM) platform to establish a strong foundation for the its long-term SRI-ESG (socially-responsible / environmental, social and governance investing) strategy. This includes empowering Mirabaud’s…
This whitepaper sheds light on key indicators that will guide you in identifying if your approach needs modifying to propel the organisation forward with fast and actionable insights to ensure you are delivering effective risk management.
The equity swaps market has an inefficient, labour-intensive, and manual T+N affirmation process – particularly during reset periods. Buy-side and sell-side participants face uncertainty around settlements, with delays identifying and fixing breaks in a timely manner. This video showcases a…
This whitepaper explores the complications caused by the changes in interest calculations when using RFRs and how they can be addressed through use of an index. This paper explores the complications and how they can be addressed through use of an index.