Long-term capital management (ltcm)
The cost of liquidation
Form PF and the debate on buy-side risk
Quants' golden age
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.
More Long-term capital management (ltcm) articles
Collapse of Long Term Capital Management was due to excessive leverage and shows the perils of an over-reliance on classical portfolio theory, says one of its top quants
Profile: Henry Hu
‘Hard fought’ battles expected ahead over scale and scope of new financial regulation
The recovery from the financial crisis is unlikely to reduce the momentum for global financial reform, according to Australia's minister for financial services, Chris Bowen. "This crisis has affected...
The US government's bank stress tests appear to have been successful in stabilising financial markets, but some market observers believe they are obscuring broader systemic problems and could hamper...
What would happen if one of the world's largest investment banks pulled out of derivatives? Risk managers at Deutsche Bank and JP Morgan Chase are already building this scenario into their stress-te...
“There is no evidence to support the assertion that VAR-based risk management systems destabilise the financial system,” says University of California at Irvine professor Philippe Jorion, in a p...
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.