Tag: Barclays

Manager Selection July 28, 2020

Maryland State Pension Receives $405,000 in LIBOR Restitution from UBS

The payout settles charges that the Swiss bank manipulated interest rate benchmark during the 2008 financial crisis.

Alternatives April 7, 2020

Barclays Joins the Carbon Neutrality by 2050 Movement

The UK-based bank has indicated it wants to align the principles of all its financing activities with that of the Paris climate agreement.

Asset Allocation January 13, 2020

Institutional Investors Call for Barclays to End Fossil Fuel Financing

Managers of more than $170 billion say bank lags behind peers in climate action.

December 20, 2019

CIOs Bring Passive Investments into the Mix

But will index funds hold on to their appeal if US stocks hit a bear market in the next year or two?

Corporate Moves January 18, 2019

People Moves Roundup

Barclays gets a new Canadian of Financial Institutions Head, Nuveen tops off its advisory services team, and more.

Regulation May 11, 2017

Barclays Settles SEC Charges for $97 Million

Investment bank to create fair fund to pay back clients.

Industry White Papers

Investing in Real Estate, Look to New York—Here’s Why Capitalizing on near-term opportunities

2020 Long-term Capital Market Assumptions Q2 Update

Emerging Markets and Covid-19: Crisis or opportunity…or both? 2020 will be a challenging moment for Emerging Markets’ economies. But there will likely be a wide open Emerging Markets “door” that sees governments fall back on privatisation to bridge fiscal holes. In an environment of tight domestic monetary conditions and reduced cross border flows, the buyers of these assets have considerable advantage.

Meditations in an emergency Multi-Asset Strategist Adam Berger discusses the macro and market impact of the coronavirus and offers his "playbook" for the coming weeks and months, including thoughts on rebalancing and opportunistic investments.

The Power of Portfolio Flexibility Many investment managers apply strict portfolio constraints under the guise of risk management best practices. This paper examines the costs of those investment constraints and how an unconstrained investment approach can be key in generating long-term excess returns.

Quantitative Science—Actively Adding To Fixed Income Decisions Quantitative vs. active debate? This issue of Franklin Templeton Fixed Income Markets explains how our “active quant” approach sets us apart.