Calculating correlations – how technology is sharpening ALM approaches

carola-lawton-brown — Carola Lawton-Brown, RLAM

Clive Davidson
21 Mar 2011

Tweet
Facebook
LinkedIn
Save this article
Send to
Print this page

It is of little surprise that those charged with managing the assets of insurance companies and pension funds are now more focused on risk. The financial crisis of 2007-08, quickly followed by the sovereign debt crisis, has shaken the foundations of traditional equity and bond portfolios. Meanwhile, the crises have exposed correlations between assets and liabilities that were previously either hidden or of such low apparent probability that they were all but ignored. Now the heightened awareness

Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content.

To access these options, along with all other subscription benefits, please contact [email protected] or view our subscription options here: http://subscriptions.risk.net/subscribe

You are currently unable to print this content. Please contact [email protected] to find out more.

You are currently unable to copy this content. Please contact [email protected] to find out more.

You may share this content using our article tools. Printing this content is for the sole use of the Authorised User (named subscriber), as outlined in our terms and conditions - https://www.infopro-insight.com/terms-conditions/insight-subscriptions/

If you would like to purchase additional rights please email [email protected]

You may share this content using our article tools. Copying this content is for the sole use of the Authorised User (named subscriber), as outlined in our terms and conditions - https://www.infopro-insight.com/terms-conditions/insight-subscriptions/

If you would like to purchase additional rights please email [email protected]