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Access the latest CWAN resources to level up your investment strategies.
The stealth risks building inside APAC insurance portfolios are not inevitable. They are the predictable result of growing faster than the infrastructure can support, and they are addressable for firms willing to treat operational capability as a strategic priority rather than an administrative one.
TSAM London returned to the Business Design Centre on April 13-14, bringing together senior buy-side leaders for two days of conversation on the forces reshaping asset management.
Here’s what we’ve learned about what actually matters in year one of launching a hedge fund, and what will matter in years three, five, and ten.
Discover how the Clearwater GR8 equity risk factor model improves portfolio risk attribution with new factors for crowding, drawdown, and payout. Built for quantamental strategies and institutional asset management.
Our 2026 Outlook not only leverages the typical publicly available data – but also leverages the atypical, our own proprietary database. We’re looking out and, for the first time, looking in
Explore the evolution of the alternatives market for insurers, drawing on CWAN’s proprietary database to reveal real-time allocation trends.
Adopting a dynamic approach to cash management is a necessary step to better bottom lines. CWAN data suggests dozens, if not hundreds, of firms on our platform could achieve better portfolio performance by paying more attention to shifts in monetary policy and the bond market.
Explore insights from top insurance CIOs on future-proofing operating models in our latest report with Clearwater Analytics.
Recent Treasury and futures market dynamics reflect notable shifts in investor sentiment, triggered by changes in U.S. trade policy and attendant macro uncertainty. Entering 2025, market expectations were anchored in continued economic resilience and easing—but still tight—monetary policy. Over the…
How Corporate Treasurers Maximized Yields in a Shifting Interest Rate Landscape