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News & Research
Most Recent News & Research
Analytics | Portfolio Risk Management
Risk Webinar: New SEC Derivatives Rule ‘Is Sea Change and Opportunity’
Rule 18f-4 is likely the most significant change ever to the way the SEC regulates funds’ use of derivatives, and will have a large impact on how registered companies will need to manage their derivatives risk. We hosted a Risk.net webinar with Dechert LLP and Wellington Management to discuss what this important legislation entails, how firms are preparing for it and what risk measurements are required. The main message? Companies need to focus on this now to make the Aug. 19, 2022 deadline.
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 | Portfolio Risk Management
INFOGRAPHIC: The SEC Derivatives Rule – The Road to Compliance
The SEC has adopted the 18-f Rule which will affect specific investment companies using derivatives. Reporting on stress tests, VaR measurements and backtests, are just some of the mandatory requirements – all of which can be accessed through the cloud-native Axioma RiskTM risk management platform.
Analytics | Corporate | Index | ESG & Sustainability
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.
When clients invest in tax-managed investment strategies, their goal is to track the model portfolio, while harvesting as many losses as possible.
Analytics | Regulation
Are You Ahead of the Curve? Staying Compliant with the MMF Regulation Amid Geopolitical Risks and the Search for Yield
The Money Market Fund (MMF) Regulation poses some of the latest operational hurdles faced by the asset-management industry in Europe in 2020.
Back in June of 2018, the Securities and Exchange Commission (SEC) started to require large registered investment companies to report their monthly position holdings under Form N-PORT, but now it’s time for smaller companies to follow suit.
December 2018, the SEC released its examination priorities for 2019, which are issued annually and intended to “promote transparency of its examination program and provide insights into the areas it believes present potentially heightened risk to investors or the integrity of the U.S. capital markets.”
Analytics | Regulation
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.
US and European stocks posted modest gains in September, helping the STOXX® Global 1800 Index wrap up its best calendar quarter this year. Japanese shares recorded their strongest month in 11, reportedly amid foreign investors’ inflows.
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?