Risk.net Asset Management

Risk.net Asset Management Focused on the investment management community. Coverage is concentrated across: risk management; regulation; derivatives; markets; and quantitative investing

The asset management category of Risk.net covers risk management, derivatives and regulation from the point of view of the buy-side. That includes asset managers, insurers, pension funds and hedge funds. Our risk management coverage focuses mainly – but not exclusively – on market risk. For insurers and pension funds this means paying special attention to interest rate risk and to how institutions

manage and match their assets and liabilities. We follow the work of asset managers and hedge funds to model, understand and manage investment risk on behalf of customers. In derivatives we cover changes in market practice and how they affect the buy side, dislocations in pricing that reflect fundamental or structural changes in the market (rather than short-term movements), and broader changes in the derivatives industry that affect buy-side firms. Our regulatory coverage encompasses Solvency II – the incoming European insurance regime – and how that affects insurance company capital and risk management. We also track the effects of Emir and Mifid II on the buy side. Our regulatory coverage is focused on the regulation of derivatives markets and risk management rather than the regulation of firms, per se. So we steer away from rules about how buy-siders are organised or about the distribution of investment products, for example. Our coverage is of interest to participants in the derivatives markets, risk management professionals and their various advisers across both buy- and sell-side firms. The asset management team sits at the heart of Risk.net – the industry-leading website focused on providing deep and analytical coverage of risk management, derivatives and regulation.

BlackRock hopes Preqin purchase will solve ongoing problem of how to model risk in portfolios for which data is sparse h...
02/06/2026

BlackRock hopes Preqin purchase will solve ongoing problem of how to model risk in portfolios for which data is sparse https://hubs.li/Q04jHZy_0

UK life insurers have pushed leverage in structured gilt trades up to as much as four times to bolster returns in suppor...
11/05/2026

UK life insurers have pushed leverage in structured gilt trades up to as much as four times to bolster returns in support of pension buyout pricing

Par-par asset swaps give way to higher-leverage structures as funding costs increase

Structural risks in the market could become “existential”, warns hedge fund CIO
07/05/2026

Structural risks in the market could become “existential”, warns hedge fund CIO

Next big market shock will lead to “liquidity driven bankruptcies”, says Adapt’s Maubourguet

Structural risks in the market could become “existential”, warns hedge fund CIO
05/05/2026

Structural risks in the market could become “existential”, warns hedge fund CIO

Next big market shock will lead to “liquidity driven bankruptcies”, says Adapt’s Maubourget

Few US funds have used equity options to trade the AI wave like BlackRock’s $17 billion Global Allocation Fund – not jus...
28/04/2026

Few US funds have used equity options to trade the AI wave like BlackRock’s $17 billion Global Allocation Fund – not just by buying stocks but systematically reshaping its exposure using equity options

Counterparty Radar: Global Allocation Fund shifts from net short to net long derivatives as equity allocation falls

AI will ask questions investors would otherwise miss, say quants
24/04/2026

AI will ask questions investors would otherwise miss, say quants

AI agents can boost human managers by analysing investments, risks and portfolio choices at scale

14/04/2026

In a corner of the CDS market where large US retail funds sell risk in small, diversified clips, one manager has taken the opposite tack

Counterparty Radar: Boston Management and Research builds sizeable protection-heavy positions across narrower set of issuers

Free to read: how Claude may crack causal modelling
10/04/2026

Free to read: how Claude may crack causal modelling

A new test model built using Claude suggests oil prices may surge back above $100

“If [cross-margining] access is cut off unilaterally and without notice, it could have serious negative consequences for...
20/03/2026

“If [cross-margining] access is cut off unilaterally and without notice, it could have serious negative consequences for the customer” – Daniel Austin, Aima

Hedge funds worried by CCP powers to suspend arrangement; clearing members say it’s standard practice

Pimco scaled back around $86.5 billion in notional from its group-of-10 (G10) currency forwards hedging book at the end ...
19/03/2026

Pimco scaled back around $86.5 billion in notional from its group-of-10 (G10) currency forwards hedging book at the end of 2025, mostly by winding down its short US dollar positions

Counterparty Radar: EUR/USD cuts drive $86.5 billion reduction

Address

Infopro Digital, Haymarket House, 28-29 Haymarket
London
SW1Y4RX

Telephone

020 7316 9000

Website

Alerts

Be the first to know and let us send you an email when Risk.net Asset Management posts news and promotions. Your email address will not be used for any other purpose, and you can unsubscribe at any time.

Shortcuts

Share

Category