Tail risk
Tail-risk hedging – Improving the return on capital
Sponsored feature: Pimco
Largest hedge funds vulnerable to 2008 repeat
Biggest 30 would lose 4.6% in one month
Volatility products within family office portfolio: keep it simple or minimise risk in other ways?
A well-diversified portfolio could be better for controlling risk than volatility investments, according to members of the family office industry.
Institutional inertia on tail risk measurement
Institutional inertia is one of the abiding forces in human experience, especially in governmental institutions. Sadly, such inertia is likely to hinder much-needed revisions in the practice of financial risk management, argues David Rowe
Applied risk management series: Integrating stress tests with risk management
Stress testing is a vital part of successful risk management, but risk managers at energy trading firms frequently face obstacles in designing and implementing successful stress testing programmes. In this article, Carlos Blanco provides some advice on…
Prosiris Global Opportunities Fund: Prosiris Capital Management
Independent thinker
OpRisk Europe: 1,000-year standard is unreachable, Mignola says
ORX chairman says Basel II definition is fundamentally flawed
Spectre of tail risk haunts hedge fund investment decisions
Chasing the tail
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
Structured Products Asia Awards 2012
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…
ETF tracking error conundrum
Tracking error conundrum
Windhaven puts focus on ETFs
Betting on beta
Man Tail Protect: Man Investments/GLG Partners
12th European Single Manager Awards 2012
US structurer: Credit Suisse
Structured Products Americas Awards 2012
Quants weigh up VAR's flawed alternatives
VAR at risk
Bank models are built on foundations of sand
Foundations of sand
Equity derivatives house of the year: JP Morgan
Risk awards 2012
Asian institutional investors take aggressive stance on volatility
Taking on the tail