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Stay up to date on market trends, operational strategies, and the technology that’s shaping the future of investment management.
Asset managers are embracing AI, but weak data holds many back. New Clearwater research on where AI is delivering results across the investment workflow.
The AI investment paradox in asset management: why firms are spending big on AI yet remain deeply divided on the value of those investments.
Insurance risk regulation has quietly changed shape. The frameworks that rating agencies and regulators apply to insurers no longer accept a simplified estimate of what a portfolio would be worth under stress. Increasingly, they expect insurers to demonstrate a genuinely recalculated value — every instrument, repriced under each prescribed condition.
Insurance risk has changed more in the last decade than in the twenty years before it. We sat down with Tatiana Zebaze to talk about what’s driving that change, why regulators and rating agencies increasingly expect a fully recalculated portfolio rather than an estimate, and what it means for mid-market insurers today.
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.
The KOSPI has risen into record territory above 4,200 in 2025, establishing Korea as one of the strongest-performing major equity markets globally.
This article is not an argument to rip and replace. It’s an honest look at what the market has changed, what modern platforms now offer that older ones structurally cannot, and how to evaluate whether your current setup is still the right fit for where your business is going.
Can the U.S. economy skirt recession again?
Key insights from the “What Does a Strong Data & AI Strategy Look Like for Hedge Funds and Asset Managers in 2026?” breakfast briefing panel discussion
InvestOps attendees described a set of problems that will sound familiar to anyone running investment operations today. Validating data across systems that should agree but don’t. Accessing historical records back to inception for transparency requests and audits. Spending hours on manual cleanup before any downstream work can begin.
Many legacy OMS platforms were built when equity-centric strategies dominated the hedge fund landscape. As strategies have evolved to include meaningful fixed income, FX, swaps, options, futures, and structured products, those platforms have struggled to keep pace.
The cost of running a multi-fund, multi-asset book of record in Excel is much more expensive than investment teams realize. If your book of record lives in a spreadsheet, your book of record lives in a single point of failure.
Peek behind the code at Clearwater Engineering. Discover how our team tackles challenges like AI orchestration, auto‑scaling, and zero‑trust.