FactSet Research Systems
Risk modelling: Covid’s impact on US housing and mortgages
The Covid-19 pandemic has reshaped consumer behaviour to an extent surpassing the impact of the global financial crisis that began in 2007–08. This fact, combined with drastic policy changes by the US federal government, has effects on financial markets…
Multi-asset class portfolio stress‑testing: best practices and future challenges
Risk and investment professionals will require a sophisticated blend of historical and hypothetical scenarios to navigate today’s volatile markets, says Ivan Mitov, director of risk research at FactSet
Boosting the ESG exposure of a low‑risk portfolio
Nikolay Radev, senior quantitative researcher at FactSet, discusses the limitations of previous environmental, social and governance (ESG) measurement, and proposes a new approach to optimising ESG exposure in minimum tail-risk (MTR) portfolio…
Non-transparent ETF spreads are tighter than transparent ones
Non-transparent ETFs don’t disclose what they own. Market-makers have worked it out anyway
The evolution of stress-testing capabilities, design and monitoring
Risk technology, data strategy and innovation audiocast series (part 3 of a series of 3)
Data and risk strategies to hedge against future black swan events
Risk technology, data strategy and innovation audiocast series (part 2 of a series of 3)
Covid-19 prompts buy-side rethink on stress tests and risk integration
FactSet explores why asset managers and owners are deploying novel bank-quality modelling and alternative datasets as they take aim at risk-informed portfolio management
The changing shape of buy-side risk technology
This webinar shares insights into the emerging strategies shaping firms’ investment, compliance and technology risk decisions, and how Covid-19 is causing a rethink in priorities
Reshaping buy-side trading and risk
Video Q&A: Sean Carr, FactSet
Risk Markets Technology Awards 2020 winners' review
Advances in technology are often a double-edged sword. For banks, the past couple of years have brought tremendous leaps in the ability to capture, manipulate and apply large volumes of data to everyday decisions; but it has been accompanied by a step…
Tools and techniques for safeguarding fixed-income portfolios
Sponsored webinar: FactSet
White paper: The financial paradigm shift
White paper: FactSet