bobsguide Archives | Charles River Development

page contents

The New OTC Challenge: Optimizing Collateral Management in the Front and Middle Office

Collateralized OTC derivatives transactions help firms reduce credit risk when dealing with smaller, less capitalized counterparties, during periods of market shocks, and when holding long-dated positions. However, managing, monitoring and optimizing collateral places...

Creating Efficiencies and Reducing Operational Risk with an Investment Book of Record (IBOR)

An increasingly critical middle office function is delivering accurate and timely position data to the front office and ensuring redundancy with outsourced back-office services. This article discusses the operational, regulatory and competitive drivers for automated...

Rethinking the Middle Office: Solving Buy-side Challenges with Financial Technology

The buy-side middle office is undergoing significant change, as new regulations, increased use of OTC derivatives and fee compression force firms to reevaluate their existing staffing, workflows and technology. This Insight explores those changes, and discusses how a...

Designing Smart Beta Portfolios (PART 2): The Role of Factor Models and Technology Considerations

Charles River recently discussed how Smart Beta products can improve portfolio diversification, minimise undesirable correlation risk, and deliver better risk-adjusted performance. This article continues the discussion, focusing on the pivotal role of factor models in...

Designing Smart Beta Portfolios (PART 1): Challenges and Considerations

Increasingly popular Smart Beta products provide investment managers and asset owners with conveniently packaged exposure to a number of factors. Risk factors are granular attributes of one or more asset classes that explain risk and return. Read Part 2 –...

How Fund Look-through Improves Buy-side Risk Monitoring & Performance Evaluation

Asset managers and owners increasingly implement their investment strategy by buying funds from a number of providers. These funds can represent a significant portion of the firm’s portfolio, and complicate their ability to manage risk, measure performance and comply...

« Older Entries