Indexes
Adjoint credit risk management
Adjoint algorithmic differentiation is one of the principal innovations in risk management in recent times. Luca Capriotti and Jacky Lee show how this technique can be used to compute real-time risk for credit products, even those valued with fast semi…
A passive play that’s here to stay
Sponsored survey: Deutsche Asset & Wealth Management
Single stocks versus indexes as an underlying asset
Allocation and better terms drive investors to single-stock underlyings
S&P Dow Jones goes equal weight on commodity index
Benchmark commodity index switched from market capitalisation
The rise of Stoxx through innovation
Sponsored interview: Stoxx
Structured Products House of the Year: Deutsche Bank
Bank comes up with innovative products despite directionless markets
Europe set to be key battleground for index providers
Index providers chase new strategies and compete on fees
Russell smart beta Europe index beats cap-weighted version
Fundamental Developed Eurozone Index outperforms by more than 2%
Benchmarking European repo markets
Sponsored forum: Stoxx
Brazil onshore structured note issuance expected to hit $500m per month
Brazil's onshore market for structured products opened with healthy issuance volumes in January, and bankers are hoping for turnover equivalent to $500 million every month
S&P Dow Jones Indices launches Total China series
Total China BMI series provides complete picture of China's equity market; MSCI licenses hedged indexes to UBS; FTSE launches UK digital sector benchmark
What’s next for FX structured products, ETFs and indexes?
Sponsored forum: Bloomberg Indexes
MSCI’s Dimitris Melas discusses innovations in indexing
Sponsored video: MSCI
Russell Indexes discusses the indexing needs of the sell side
Sponsored video: Russell Indexes
Index licensing fees: heading for a fall?
Fee fighters
ETF indexes face clean up
Let there be light
Not all ETF returns are equal
Sponsored statement: Lyxor
Energy should be exempt from benchmark rules, argues EC official
Benchmark indexes in energy markets are already well regulated and do not need further oversight, argues EC director-general for energy
Proprietary indexes under scrutiny as banks keep their insights secret
Indexing in the dark
Absolute Volatility Arbitrage Plus: Amundi Asset Management
13th Annual European Single Manager Awards 2013
Uneconomic trading, market manipulation and baseball
Regulators, including the US Federal Energy Regulatory Commission, are aggressively targeting uneconomic trading in a crackdown on potential market manipulation. Such moves have striking parallels in the history of baseball - some of which might prove…