Assessing exposures and vulnerabilities gives sophisticated risk view
Conference will focus on greater transparency and higher standards
In this white paper, Gordon Russell, Global Head of Risk at Broadridge Investment Management Solutions argues that the chances of survival in this new environment will be greater for funds that implement solutions to efficiently and cost-effectively manage data and risk.
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The presence of options in a portfolio fundamentally alters the portfolio's risk and return profiles when compared with an all-equity portfolio. In this paper, we advocate modeling a risk-based crit...
This paper proposes a formula for a market stress test of a portfolio.
Indexes may be less effective hedges in absence of arbitrageurs
Third-party suppliers can expose banks to unsuspected new political threats
High-quality ABS will need some form of public backing to reach potential
In response to industry fears of a collateral crunch, regulators have revised the proposed rules on margining for uncleared over-the-counter (OTC) derivatives.You can find out more by downloading this white paper here.