COVID-19: How to stress test for the unknown

The COVID-19 pandemic has already had far-reaching consequences beyond the spread of the disease, such as plummeting oil prices, stock and bond market volatility and a lack of global liquidity. With a...

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Fixed Income Attribution – Where risk and performance really come together

For many years, investment management professionals have discussed risk and performance as being ‘two sides of the same coin’ and the convergence of the two functions within asset managers. Risk is managed...

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New School Risk Management

For the new school asset manager, a proper risk framework is indispensible

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Reasons to embrace configurability: the benefits of more flexible platforms for asset managers

There are a number of reasons why asset managers are increasingly looking to integrate their performance measurement and risk analytics systems. 

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Risk Measurement: A call for standards

By Damian Handzy and Carl Bacon

Professional risk managers are a curious combination of artist, scientist and practitioner, simultaneously employing intuition, complex mathematical analysis and hard-earned...

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School of StatPro: five things everyone should understand about Value at Risk

"In a world that is changing really quickly, the only strategy that is guaranteed to fail is not taking risks."

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School of StatPro: five things you should know about AIFMD

The global financial crisis of 2008 prompted a regulatory response that has spawned a multiplicity of new acronyms, terminology and jargon that sometimes sounds like an altogether different language. 

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