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January 20

Note Water risk: what COVID-19 has taught us about ignoring systemic risks and what to do about it

For the past decade, WWF has been asking, “why are water crises continually ignored despite featuring on the WEF risk list year after year?” We know water crises are happening, we know the impact is substantial, and we know the risks are worsening, yet nobody is (...)

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Infrastructure investment to be a key driver of growth in emerging markets post COVID-19 crisis, sigma says

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Neuberger Berman adapts Sharpe’s ratio to insurance management and prudential risk measurement

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January 2020

Note ESMA report values EU Alternative Investment Funds at €5.8 trillion

The European Securities and Markets Authority (ESMA) today published its second statistical report on European Union (EU) Alternative Investment Funds (AIF). The study found that the EU AIF sector in 2018, as measured by Net Asset Value (NAV), amounted to €5.8tn or nearly 40% (...)

November 2019

Note ESG bucks the trend of declining growth among world’s largest asset managers

The pace of change within the investment industry is accelerating, under pressure from regulatory activity, fee compression and the high cost of technology. Amidst this change, there is growing appreciation among fund managers of the importance of sustainability and of (...)

September 2019

Note Investors face increasing risks amid renewed market volatility

The European Securities and Markets Authority (ESMA), the EU’s securities regulator, has published the second Trends, Risks and Vulnerabilities (TRV) report for 2019. The report identifies a deteriorating outlook for the asset management industry and continued very high (...)

July 2019

Note European Alternatives Industry Hits €1.62 Trillion in Assets

Preqin launches its second annual Alternatives in Europe report in partnership with Amundi, which examines the alternative assets industry’s most diverse region, and for the first time provides a breakdown of the sector in each major European (...)

July 2019

Note Sovereign Investors pivot away from Europe towards China

Invesco released its seventh Invesco Global Sovereign Asset Management Study, an annual in-depth report on the complex investment behaviour of sovereign wealth funds and central banks, which this year shows disenchantment with Europe among sovereign (...)

July 2019

Note Wealth managers need to up their game in India to mitigate HNW investors’ desire to channel wealth abroad, says GlobalData

As part of 2019 Budget, India has recently proposed to raise income tax surcharge on wealthy individuals and this is set to spur demand for offshore investments in the high-net-worth (HNW) space.

June 2019

Note BofA Merrill Lynch June Fund Manager Survey: Bears all around

Average cash balance soars to 5.6% from 4.6% for each of the last three months, marking the biggest jump in cash since the debt ceiling crisis in 2011; allocation to cash jumps 10ppt from last month to net 43% (...)

May 2019

Note Factor investing in fixed-income: EDHEC-Risk Institute paper shows that it is possible to build duration-timing strategies that are economically superior to bearing unconditional duration risk

The abundance of theoretical and empirical research on factor investing in the equity universe contrasts strongly with the relative scarcity of research on the existence and exploitability of risk premia in bond (...)

March 2019

Note ESMA report values EU Alternative Investment Funds at €4.9 trillion

The European Securities and Markets Authority (ESMA) today published its first statistical report on European Union (EU) Alternative Investment Funds (AIF). The study finds that the EU AIF sector in 2017, as measured by Net Asset Value (NAV), amounted to (...)

February 2019

Note Stock market shows greater reaction to forecasts by analysts with favourable surnames

Financial analysts whose surnames are perceived as favourable elicit stronger market reactions to their earnings forecasts, new research from Cass Business School has found.

February 2019

Note Global dividends surge to new record in 2018, with more growth in 2019

Global dividends rose to a new record in 2018, with a strong fourth quarter for dividend payments despite more challenging equity market conditions, according to the latest Janus Henderson Global Dividend Index.

January 2019

Note How well are European asset owners’ portfolios aligned with the Paris Agreement’s climate goals?

WWF identified the largest asset owners in 11 European countries and approached 88 of them to undertake a forward-looking climate scenario assessment. 33 agreed to disclose their climate alignment results in this report for a set of key climate-relevant technologies: coal (...)

October 2018

Note BofA Merrill Lynch October Fund Manager Survey finds investors most bearish on global growth since 2007

Average cash balance holds steady at 5.1%, well above the 10-year average of 4.5%, as investors stay bearish. A record 85% of survey respondents think the global economy is in the late cycle, 11ppt above prior highs in Dec. (...)

September 2018

Note The CAT bonds market remains dynamic

Despite the increasing number of natural disasters in 2017, the CAT bond market continues to grow. Despite recent poor performance, both outstandings assets and new issuances have reached record levels by the end of (...)

July 2018

Note Versatility of ETFs driving usage among European Institutions

Facing a set of fast-changing global market conditions, European institutional investors are utilizing the versatility of exchange-traded funds (ETFs) to adjust their portfolios, and integrating ETFs more deeply into both tactical and strategic investment processes and (...)

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Note Emotion is not a sign of weakness for investors any more

New research suggests that rather than staying cold-bloodied and rational the top fund managers use emotion to choose which stocks to buy.

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Note Trading and Internal Fraud

High profile cases of trading fraud and the associated financial losses by rogue traders have highlighted the strategic vulnerability in financial institutions.

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Note TLAC / MREL - eligible senior debt: investors often overlooking the fundamental angle

Concerns about a weakened bank’s senior unsecured debt potentially being bailed in should not taint investment views for banks in decent-to-good credit shape; for financially healthy banks resolution remains a very remote (...)

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Note What is Structured Finance ?

If the current crisis (labelled as the subprime crisis) has highlighted the complexity of structured finance along with the necessity of developing more sophisticated risk management tools, it appears that a great deal of misunderstanding still prevails among economic and (...)

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Note Financial markets and self-fulfilling prophecies

This phenomenon is equivalent to the change from a brutal economic and financial equilibrium to another, not because the fundamentals of the macroeconomic environment would justify it, but because there was a change for good or bad reasons of market (...)

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Note BofA Merrill Lynch April Fund Manager Survey finds investors turning to Eurozone stocks from U.S. equities

Investors are turning to Eurozone stocks from U.S. equities, the fifth largest rotation since 1999, despite the coming French election. Allocation to Eurozone equities rises to 15-month highs (net 48% overweight)...

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Note The impact of commodity prices on Emerging Markets

In the report, Nomura’s researchers highlight five channels through which emerging market economies are affected by lower commodity prices: Merchandise trade, CPI inflation, profit margins, fiscal positions, and GDP growth to assess the winners and losers in the Emerging (...)

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Note Smart Beta 2.0 – Taking the risks of new equity benchmarks into account

In research published two weeks ago entitled, “Smart Beta 2.0,” EDHEC-Risk Institute is seeking to draw the attention of investors to the risks of traditional smart beta equity indices and propose a new approach to smart beta investing to take account of these (...)

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Note UCITS hedge funds underperform their non-UCITS rivals, shows new study

UCITS hedge funds are typically more volatile and underperform their non-UCITS hedge fund rivals, a new comprehensive comparative study by the EDHEC-Risk Institute has found...

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Note Three Quarters of Investors Demand Increased Levels of Transparency on Private Equity Performance

Nearly two thirds (59 percent) of institutional investors globally are set to increase their allocation to private equity over the next five years, according to new State Street research. In contrast, a further 15 percent of institutional investors said their exposure to (...)

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Note The CAT bonds market remains dynamic

Despite the increasing number of natural disasters in 2017, the CAT bond market continues to grow. Despite recent poor performance, both outstandings assets and new issuances have reached record levels by the end of (...)

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Note The scale of longevity risk is too vast for insurers alone without the development of a capital market!

A liquid capital market in longevity risk can ensure long-term funding of people’s longer lives, says Swiss Re’s newest publication, A mature market: Building a capital market for longevity risk.

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Note New EDHEC-Risk Institute study addresses Volatility ETNs following the Credit Suisse TVIX controversy of early 2012

Gaining exposure to volatility has become easier for investors after the introduction of volatility ETNs (exchange-traded notes) and volatility ETFs (exchange-traded funds) and some of these products have enjoyed a surge in (...)

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Note EDHEC-Risk Institute survey documents unmet institutional investor requirements for transparency of indices

Between August and November 2013, EDHEC-Risk Institute surveyed 109 institutional investors from across Europe, including Europe’s largest pension and reserve funds, insurance and provident institutions and their asset management subsidiaries, to document their expectations (...)

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Note Robos helping to save the future

Barclays hosted its fifth annual UK Savings Conference on 8th June 2016, and the key takeaway was that Robo-Advice would have a significant role to play in closing the advice gap, but is akin to the rise of internet banking in the early (...)

Focus

Note EURO STOXX 50® Index implied repo trading at Eurex

This research paper focuses on the inseparable relationship between implied repo rates and equity index total return swaps. Written by Stuart Heath, Director Equity & Index R&D at Eurex, it covers the various aspects and calculations of both repo rates and the (...)

Focus

France’s debt

Outlook, strategies and investment vehicles on France’s debt

Recherche Quantitative

Recherche Quantitative : Quels sont les thèmes qui occupent dorénavant les Quants au sein des salles de marchés et des sociétés de gestion ?

Selection: Products

Kiosk Alternatives to financial markets investments

The financial investment is not limited to financial markets assets and the current uncertainties obviously feed such thoughts. Indeed, there are many investment vehicles that could create value in a portfolio.

Product Inflation linked bonds’ mechanism

Inflation linked bonds are bonds whose principal is linked to inflation which allows their holders to protected against inflation as opposed to traditional bonds.

Product Back to the future, may 2011: Nobles Crus and Earth Element Fund

Yesterday they were introduced as innovatives products. Today, How far have they got and what are the prospects for tomorrow ? Two products in the spotlight this month: Nobles Crus or the blend of passion for wine and financial investment, and a quantitative systematic (...)

Regulation Solvency II: Advantage convertible bonds

The results of QIS 5 confirmed that convertible bonds bear low capital cost. A balanced-profile convertible bond portfolio with optimized convexity therefore obtains a moderate intrinsic SCR whilst benefiting from «equity» (...)

Last commented articles

Note Emotion is not a sign of weakness for investors any more
Read comments Update March 2,  13:37
FR Note Les déséquilibres TARGET2, de nouveau au centre de l’attention
Read comments Update April 2020
FR Note Regain de confiance des investisseurs institutionnels internationaux
Read comments Update October 2014

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