Edhec
Triple-scoring strategy for commodities generates superior risk-adjusted...
An analysis of commodity futures produces a strategy combing two ‘traditional’ signals – momentum and term structure – with idiosyncratic volatility in an easy to deploy triple-scoring scheme
ETF assets hit record highs; European investors demand more equity funds; ETF Securities launches currency-hedged gold ETFs
Research shows an important liquidity-performance trade-off in a sample of Ucits hedge funds. Hedge funds generally have lower volatility and tail risk than UHFs. Domicile could matter for performance...
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How banks needs to consider their IT infrastructure
Banks are increasingly using their IT infrastructure to increase their competitive advantage. Learn how this can work in practice.
More Edhec articles
Hedge funds grapple with Solvency II look-through test
Hedge funds need to address transparency and risk reporting standards to avoid punitive capital treatment under Solvency II, as European insurance companies are keen to increase the current 1% allocation. Kris Devasabai reports
Edhec-Risk Institute appoints new board member
Tomas Franzén appointed chairman of international advisory board
Edhec-Risk Institute warns of alternative index drawdowns
Edhec is reminding investors that alternative indexes can have significant drawdowns
Index roundup
Stoxx launches new Africa indexes; S&P Dow Jones Indices gives access to low-volatility stocks and launches innovative China benchmark; FTSE launches minimum variance series; Edhec-Risk warns of drawdowns in alternative indexes
Standard formula ‘an inadequate risk measure’ for high-risk bonds
Eiopa urged to adjust bond SCR as study by Edhec Business School suggests Solvency II could discourage insurers from long-term bond investment
Edhec develops framework for Solvency II equity risk management
Formula for risk control framework can optimise equity risk capital costs, claims research body
Lookback
Structured Products casts an eye over some of the more noteworthy findings to affect the industry during the past month
Using market and credit risk analytics to strengthen performance
How are banks improving their risk management techniques?
This handy guide reviews the various steps banks are taking to improve their risk management techniques, looking at the benefits and pitfalls of each one.
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Using market and credit risk analytics to strengthen performance
This white paper reviews the various steps banks are taking to improve their risk management techniques.
How financial services need to consider their IT infrastructure
The global credit crisis exposed the weaknesses inherent in the risk management and IT infrastructures employed by banks.
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