ORX chairman says Basel II definition is fundamentally flawed
Relative value volatility strategies can generate absolute returns and protect investors from hidden market risks and tail events
Tail risks are present. Financial asset price inflation, caused by ultra-loose central bank monetary policies, is affecting markets and could result in multiple tail risk events in 2013.
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.
More Tail risk articles
Research on how investors are protecting themselves from tail risk events shows a preference for managed futures/CTAs. There is also reluctance to use single hedge fund strategies as protection.
Credit Suisse's ability to expand its reach across South Korea's equity, fixed-income and fund-linked products markets while introducing new flow products, despite a more challenging regulatory environment, has made the Swiss bank stand out this year....
Investors and hedge fund managers are trying to find effective and cost-efficient ways to tackle tail risk. One way to hedge this risk is through long-dated options, because they offer convexity.
Focusing on how often a trading strategy ends on the winning side can distract from the question of whether it profits on average. The key is in the return distribution’s skew – and at least for trend-following strategies this can be directly controlled....
Europe’s debt crisis could get worse, and some firms are looking for tail risk hedges in the foreign exchange market – but even magic bullets can backfire. Mark Pengelly reports
Tracking error is one of the biggest risks facing ETF investors – but there still seems to be a lack of understanding over what it is and how to measure it. Should regulators take a firmer hand in establishing a standard calculation methodology? David...
Technology can provide a competitive advantage in banking. How it is applied by Tier 1 and Tier 2 institutions, to the benefit for their risk management systems, is discussed.
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