If regulators want to improve the level of disclosure for retail investment products, they need to abandon a narrative description of the risks in favour of quantitative indicators. This is the only way...
Insurance Risk and BNY Mellon have conducted a survey to look at how insurance companies are preparing for the new regime and the opportunities and challenges that the changes will bring.
More Quantitative analysis articles
State Street Global Markets has launched an index that measures the susceptibility of the US equity market to market shocks
Barclays Capital has launched a new index tailored to the needs of the stable value industry and intended to provide a more diversified exposure to debt from the securitised, credit and government sectors
Linear factor models are commonly used by portfolio managers to capture sources of risk, traditionally split between systematic and idiosyncratic types. By using the conditional link between flexible bottom-up estimation, and top-down attribution, factor...
The UK-based bank has named an emerging markets specialist with a strong quantitative pedigree to run global fixed-income research
This paper discusses a number of diverse considerations that risk managers need to incorporate into their thought processes and recurring procedures if they are to fulfill their role more effectively in the future