Tag: Risk control
China Market review, February 2024: 5.7-fold sales increase YoY, BOC volumes hit record highs
Asia Pacific | Market Reviews
29 Mar 2024 by Maria Kocheva
Six hundred and thirty-five structured products worth an estimated CNY1.5 trillion (US$203.7 billion) were added to the SRP China database in February.
Spotlight on… US risk control with decrement in focus
North America | Indices
09 Feb 2024 by SRP News
The risk control underlying co-developed by MerQube and J.P. Morgan has had a strong start of the year.
Exclusive: Research Affiliates moves on from BNPP partnership, debuts multi-asset index play
North America | Products
12 Dec 2023 by Summer Wang
The smart beta and asset allocation research company is targeting the indexed annuity space with its first multi-asset strategy.
QuantCube: scalable data - the new building blocks for next generation indices
International | Indices
04 Oct 2023 by Pablo Conde
The French company which has more than 100 staffers - most of them data scientists – is leveraging the quality of its data to build its reputation and expand its activities in the capital markets.
BBVA designs QIS for capital protection
International | Indices
28 Sep 2023 by SRP News
The bank has launched the latest addition to its quantitative investment strategies (QIS) indices family for structured products.
TIS Ratio: benchmark vs risk control
North America | Indices
27 Sep 2023 by Jay Watson & Trent McKinnon - The Index Standard
The Index Standard has released a new functionality to create an apples-to-apples comparison of raw index performance for FIAs.
Zebra Capital: standardisation to make custom underlyings more attractive
North America | Indices
20 Sep 2023 by Pablo Conde
Custom indices including quantitative investment strategies (QIS) and multi-asset indices can offer a more diversified exposure for investors and minimise risks.
Zebra index anniversary - exploiting behavioural bias v backtesting
North America | Indices
19 Sep 2023 by Pablo Conde
The index is the first to be founded on Pr. Roger Ibbotson's behavioural finance research, which found that investors could achieve higher returns with less risk by removing overly popular and overly volatile stocks.
RBC Capital Markets – sentiment, risk appetite driving adoption of custom underlyings
International | Indices
15 Sep 2023 by Pablo Conde
The ability to slice and dice new datasets and capture market trends has fueled the development of new underlyings which have captured the imagination of investors.