Most Recent News & Research
As a result of the derivatives rule SEC 18f-4 passed on October 28, 2020, all SEC-registered mutual funds, ETFs and Business Development Companies (BDCs) with derivative notional exceeding certain threshold are required to appoint a derivatives risk manager in charge of implementing a regulatory framework for its fund’s derivatives use. The necessary risk guidelines focus on reporting limits of fund leverage risk based on Value-at-Risk (VaR).
Analytics | Corporate | Index | ESG and Climate
Qontigo Summit Addresses Ascent of Sustainability in Investments, Need to Optimize Impact
Sustainability has moved from a tangential consideration to a crucial criterion in portfolio construction. A line-up of experts told this year’s Qontigo Investment Intelligence Summit how this evolution is re-shaping the entire investment landscape.
Analytics | Portfolio Risk Management
Diversification Enhancer or Performance Detractor? The Concentration Rule’s Impact on Growth Performance
Yet another issue has recently cropped up, leading to unique challenges for investors in the current market environment — the impact of SEC diversification rules, which until now have not had a substantial portfolio impact. My colleague Diana Baechle recently wrote a blog post detailing the substantial impact of the FAANG stocks on risk and […]
Analytics | Regulatory Reporting
Axioma and S&P Dow Jones Indices to create an innovative new set of factor-based indices
Innovation, collaboration and factor indices. This week’s news optimizes all three, with S&P Dow Jones Indices announcing plans to develop new strategies across the smart beta and ESG space, powered by Axioma.
What caused the financial crisis? Does anyone actually know? Was it lack of regulation or de-regulation? Or, was it lack of understanding of the significance and the complexity of the securitisation markets?
