Tail risk
OpRisk Europe: 1,000-year standard is unreachable, Mignola says
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.
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.
More Tail risk articles
Managed futures/CTAs gaining traction with investors
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.
Best in South Korea: Credit Suisse
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....
Long-dated options best way to hedge tail risk, says 36 South
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.
Cutting Edge introduction: Followers of fashion
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....
No magic bullets: Macro-hedgers look for eurozone protection
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
ETF tracking error conundrum
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...
Windhaven puts focus on ETFs
Windhaven Investment Management was an early investor in ETFs, and they are now the key building blocks of their various funds. By Andrew Capon
How can investment banks use grid technology?
Learn how technology is enhancing risk management
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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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.
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