Volume 8, Issue 3, 2014
The predictive content of dynamic factor models in term structure modeling is evaluated and validated. Under a purely statistical data-driven approach, different sets of variables, estimation and forecasting...
This panel will discuss ways to allocate resources and minimize potential exposure with a set of analytical tools to assess, simulate and quantify operational risk capital to improve business efficiency and performance across the enterprise.
More Forecast articles
Focus on the future
With renewables accounting for a significant and growing proportion of Europe's electricity production, energy traders are increasingly turning to different sources of data to help them gauge the im...
Black and Litterman recommend that portfolio optimization start with a reference portfolio (eg, a performance benchmark) and inferring the returns forecast that makes this portfolio optimal. Personal views...
Hanging in the balance
Hank Prybylski of Ernst & Young LLP discusses how firms are effectively dealing with risk management during a time of intense focus on financial regulatory reform.
Global financial services risk management leader Prybylski discusses forecasting, risk appetite, and Basel III
Oil hedging strategies revised after Irish bail-out
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.