Calling out autocallable pricing
An interesting primer on the topsy-turvy world of bilocality, and a lesson about always scrutinizing your process for unintended bias which could drastically affect outcomes. More...…
Modelling interrelated shocks will improve stress tests – research
Asking regulators to understand the effect of their own intervention? Scandalous! Regulators should scrap standard stress scenarios in favour of a set of tests that More...…
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Corporate Bonds Are on Fire After the Fed’s Dovish Signal
Everyone wants to see some strong market action. Is the fed giving it the boost it needs? High-yield bonds gained 5.3 percent this year through More...…
Bill Gross: ‘I was a better portfolio manager being constrained’
Constraints make you more creative. Good artists have known this for centuries. Bill Gross’s thoughts on his own experiences make for an interesting read. “After More...…
Fear of risk and volatility persists
Past performance is no indicator of future results. However, psychologically, depending on one’s own experience combined with their market savvy (or their clients’ or bosses), More...…
Quick Take: Quant Finance Master’s Guide 2019
As you look to add smarts to your team, be sure to shop around for the young and hungry talent. Risk.net has done a nice More...…
Central bank gold-buying reaches half-century high
As uncertainty continues to take hold, despite interesting things happening in January, it’s inevitable that more market participants will flee to safety. If your risk More...…
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Cryptocurrency Market Officially in Longest Bear Snooze in History – How Long Will it Last?
Right. A “snooze.” May as well call crypto what it is right now: comatose. Since late December, for more than 410 days, the cryptocurrency sector More...…
Intel’s shares plunge 8% as it misses on revenue and earnings and warns trouble in China could mean more pain to come
With China continuing to dominate the business fortunes of American tech companies, and soft global demand for new technology, Intel is taking it on the More...…
Defective data is a big problem for sustainable investing
ESG considerations have grown from an investing niche to now, almost a standard in the competitive asset manager’s approach to the market. As usual with More...…