Replicating success

The financial crisis drummed home to many banks the advantages of quickly calculating exposures and executing hedges for complex portfolios. As a result, some banks are looking to the insurance sector and their use of replicating portfolios. By Clive Davidson

anne-baxter
Anne Baxter, Aegon Scottish Equitable

Put yourself in the position of the senior management of a bank during the financial crisis. They see volatility climbing to unmatched levels and know the extreme markets leave them heavily exposed. But their portfolios are complex, and although their desks are piled high with risk reports, these are long and complex and full of arcane numbers and measures. Even when senior managers digest the reports, they are still faced with a key question: what is the most effective action they can take?

Ban

Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content.

To access these options, along with all other subscription benefits, please contact info@risk.net or view our subscription options here: http://subscriptions.risk.net/subscribe

You are currently unable to copy this content. Please contact info@risk.net to find out more.

Sorry, our subscription options are not loading right now

Please try again later. Get in touch with our customer services team if this issue persists.

New to Risk.net? View our subscription options

AI wide open

The Risk Technology Awards 2018 have highlighted how new technologies are bringing recognition for vendors

Sponsored video: Philip Moyer, Amazon Web Services

Philip Moyer, Enterprise Cloud and Financial Technologies, Amazon Web Services, discusses the biggest government, regulatory and compliance (GRC) challenges organisations face today, how moving to the cloud can help firms prevent potential cyber attacks…

Most read articles loading...

You need to sign in to use this feature. If you don’t have a Risk.net account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an individual account here