MANAGEMENT BRIEFS

MANAGEMENT BRIEFS

Barra Inc.

formed a 14-member consortium to support the development of an Indonesian equity risk model. The company will use its multiple-factor approach for this model. The consortium includes the Institute for Financial Analysis Development, ABN Amro Investment Management, Bahana TCW Investment Management, Bira Asset Management, the Jakarta Stock Exchange, Danamon GT Management, Danareksa Fund Management, Intru Nusantara, Omnireksa Nusantara, Bank Papan, Pentasena Arthatama, Sigma Batara

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Systematic tools gain favor in fixed income

Automation is enabling systematic strategies in fixed income that were previously reserved for equities trading. The tech gap between the two may be closing, but differences remain.

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