Risk Awards

The Risk Awards are the longest-running awards of their kind and are widely recognised as the most prestigious for firms and individuals in our markets.

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Risk Awards 2021
 

♦♦ CONGRATULATIONS TO ALL OF OUR 2021 WINNERS  ♦♦
 

♦♦ WATCH ALL OF THE 2021 AWARD PRESENTATIONS AND PANEL DISCUSSIONS ON DEMAND ♦♦
 

WATCH ON DEMAND

No black tie, no tickets, no tables – still the risk transfer market’s most prestigious awards.

Thank you to everyone who joined us this year for the 2021 Risk Awards and Risk Markets Technology Awards. The awards were hosted virtually, consisting of interviews and panel discussions with awards winners and market leaders, followed by the awards announcement. All the content is available to watch for free on demand, you can see the agenda below. 

 

WATCH ON DEMAND


AGENDA

Day 1

Opening remarks: Duncan Wood, global editorial director, Risk.net

Interview with Risk.net 2021 Quant of the Year Award recipients, Jim Gatheral and Mathieu Rosenbaum

Interviewed by: Mauro Cesa, quant finance editor, Risk.net 
 

Awards announced:

Risk Awards 2021:

  • Bank risk manager of the year
  • Credit portfolio manager of the year
  • Innovation in risk management
  • Sovereign risk manager of the year
  • Technology innovation of the year
  • Technology vendor of the year
  • Rising star in quant finance
  • Buy-side quant of the year
  • Quant of the year

Risk Markets Technology Awards 2021

  • Pricing and analytics: fixed income, currencies, credit
  • Pricing and analytics: structured products/cross-asset
  • Trading systems: commodities
  • Trading systems: equities
  • Trading systems: fixed income, currencies, credit
  • Best user interface innovation
  • Best use of machine learning/Ai
  • Best use of natural language processing
  • Best use of cloud
  • Best modelling innovation

Day 2

Opening remarks: Duncan Wood, global editorial director, Risk.net

Webinar: The changing face of fixed income liquidity provision

Today’s credit, FX and rates markets embody a host of apparent contradictions. Bilateral trading is resurgent, while new multilateral venues are still being launched; execution algos are cutting orders into ever-smaller slices, while portfolio trades allow ever-larger one-shot transactions; internalisation rates are growing, while hoovering up flow to the public venues on which pricing engines depend. How to explain this uneasy equilibrium? And what does it mean for liquidity providers, and consumers?

  • Moderator: Lukas Becker, editor, Risk.net
  • Giuseppe Nuti, head of machine learning & AI, UBS
  • John Estrada, managing director, head of eMacro trading, Credit Suisse
  • Roel Oomen, head of FIC quant trading, Deutsche Bank
  • Isaac Chang, head of trading, global fixed income, Citadel
     

Awards announced

Risk Awards 2021:

  • Flow market-maker of the year
  • Innovation in execution 
  • Risk solutions house of the year
  • Inflation derivatives house of the year
  • Credit derivatives house of the year
  • Currency derivatives house of the year
  • Interest rate derivatives house of the year

Risk Markets Technology Awards 2021

  • Market risk management product of the year
  • Market liquidity risk product of the year
  • Counterparty risk product of the year
  • FRTB product of the year
  • Regulatory reporting product of the year
  • Best support for Libor reform

Day 3

Opening remarks: Duncan Wood, global editorial director, Risk.net

Webinar: Spotlight on clearing and margin efficiency 

Few predicted the outbreak of a mysterious, pneumonia-like illness in central China a year ago would turn into a pandemic that has killed millions and wrecked the global economy. Most CCPs’ margin models failed to predict the consequences, either – with some exhibiting alarming spikes in requirements of 1,000% or more as asset prices whipsawed in the aftermath, adding to systemic risk concerns at a time of extreme stress on dollar funding markets. Throw in issues with post-trade resilience among some banks and vendors, and the derivatives industry did well to come through 2020 relatively unscathed. Banks, clients and clearers alike united to patch things up – but what can be done to prevent a repeat? And, how can firms move forward with more positive initiatives to ease margin pressures, in operational and efficiency terms? 

  • Moderator: Tom Osborn, risk management editor, Risk.net
  • Nick Rustad, global head of derivative clearing, JP Morgan
  • Dmitrij Senko, chief risk officer, Eurex Clearing
  • Ulrich Karl, head of clearing services, ISDA
  • William Thum, principal, global head of capital markets legal and regulatory, Vanguard
     

Awards announced:

Risk Awards 2021:

  • Hedging adviser of the year
  • Law firm of the year
  • OTC infrastructure service of the year
  • OTC platform of the year
  • Exchange of the year
  • FX prime broker of the year
  • Derivatives client clearer of the year
  • Clearing house of the year

Risk Markets Technology Awards 2021

  • Central counterparty clearing support product of the year
  • Collateral management and optimisation product of the year
  • Market data vendor of the year
  • Alternative data vendor of the year
  • Risk data repository and data management product of the year
  • Electronic trading support product of the year
  • Best vendor for system support and implementation

Day 4

Opening remarks: Duncan Wood, global editorial director, Risk.net

Webinar: Life after 60-40: what to do when bonds stop working

Yields are near zero. As a diversifier bonds can no longer be counted on. Inflation is a mounting concern. The traditional 60-40 portfolio model, with bonds offsetting risks in equities, arguably is broken. Replacing it won’t be easy. Probably, it will require the use of more-complex investing strategies and call for closer risk management, especially of tail risks.

  • Moderator: Rob Mannix, quant investing editor, Risk.net
  • Sandrine Ungari, head of cross-asset quantitative research, Societe Generale
  • Serge Tabachnik, head of research, multi-asset group, Lombard Odier
  • Kari Vatanen, chief investment officer, Veritas Pension Insurance Company
  • Asbjørn Trolle Hansen, head of asset allocation, Nordea Investment Management
     

Awards announced:

Risk Awards 2021

  • Investment house of the year
  • Hedge fund of the year
  • Quant investment firm of the year
  • Research house of the year
  • Equity derivatives house of the year
  • Structured products house of the year
  • Lifetime achievement
  • Derivatives house of the year

Risk Markets Technology Awards 2021

  • Buy-side market risk management product of the year
  • Performance attribution product of the year
  • Best execution product of the year
  • Buy-side ALM product of the year
  • Market scenario generator of the year

If you would like more information on how to enter please contact:

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Duncan Wood

Global editorial director