Market Risk
346 white papers and resources
Risk Library provides a number of market risk white papers, industry reports and opinions, which can be used to aid the decision making process and help reduce your organisations exposure.
SPIVA® institutional scorecard
In this white paper, we measure how well actively managed funds stack up against their index benchmarks over short- and long-term periods. We aim to enable the institutional community to judge managers’ true skill without the possible distortions that fees may create, and illustrate the…
Impactful short duration: green bonds and yield curve strategies
Against the backdrop of rising rates and increasing interest in impact finance, this white paper compares the short, medium and long duration performance of EUR-denominated credit bonds and looks at how the performance of a green bond strategy (iBoxx Global Green Bonds Select (EUR Hedged) stacks up…
Complying with climate risk framework standards for streamlined processes
Conscious that climate change affects all sectors of the economy, financial institutions are realising the significant impact this will have on their customers and, ultimately, their own profit margins. In addition, there is a greater appreciation of how their own activities can influence the…
A wealth manager's guide to keeping clients invested during periods of market instability
Periods of market volatility and instability are typically some of the most challenging times for investors. This guide explores methods of supporting investors and helping them stay the course during turbulent times.
Podcast: Leveraging Real-time Data Feeds For Faster Business Decisions
The markets have been on a very volatile ride in 2022, which makes low-latency data more crucial to the business. This broadcast brought on a veteran data leader from the London Stock Exchange Group (LSEG), who shared what the key markets challenges are, and how firms can leverage LSEG’s vast…
The SPIKES® Volatility Index: Why Methodology Really Matters
Using reliable indicators to gauge market sentiment is crucial for investors and traders, particularly during times of uncertainty such as the September 21st Federal Open Market Committee (FOMC) Meeting. Our latest whitepaper explores the key strength points of SPIKES as a volatility index and how…
Risk applications and the cloud: boosting collaborations to strengthen risk management infrastructure
More of today's financial services organisations are choosing to move their financial risk management applications to the cloud. But, according to a recent survey by Risk.net and SS&C Algorithmics, many risk professionals believe there is room for improvement in key elements of these migration…
The post-trade patch-up: revamping processes in volatile times
This Risk.net Rapid Read survey report, commissioned by ION, examines the effectiveness and efficiency of post-trade processes and services at financial firms, and assesses where change is most needed, and the barriers to change. In an era of heightened volatility where risks are high and errors…
Using portfolio management to steer your way through foggy market conditions
Post-pandemic uncertainties, market consolidations, increasingly complex portfolio compositions, margin compressions, new competitors interest rate rises. Portfolio managers are operating in foggy conditions. Sophisticated portfolio analytics help to provide insights into concentration risks at…
The economic impact of Covid on the US housing and mortgage market
Covid-19 has fundamentally reshaped consumer behaviour. Combined with drastic changes in federal government policy, the impact on financial markets will be long-lasting. Today, the financial markets are battling a new set of economic issues as the US enters the endemic phase of the virus amid…