Practical analysis for investment professionals

Risk Management


Avinash Persaud: Investors Should Brace for a Return of Currency Volatility

The chairman of Intelligence Capital laid out "seven rules of foreign exchange" that can help market practitioners manage their exchange rate exposures and clarify the future direction of currency markets.

Take 15 Series: Selecting and Implementing a Fixed-Income Attribution System

Performance attribution has become a standard requirement for institutional clients. This episode discusses practical issues selecting and implementing a fixed-income attribution system. The method requires a great deal of data and high-quality data management systems, but it could be the basis for a standard method of performance attribution in the fixed-income market.

Generating Investment Ideas: Interview with Entegra’s Jim Butcher (Part 2)

In the second half of this interview with the CEO of Entegra Partners, Jim Butcher outlines the benefits of scenario planning, which he thinks is especially useful in these uncertain times.

Take 15: The Risk Factors and Economic Impact behind Commercial and Sovereign Debt

Stephen G. Cecchetti discusses commercial bank leverage, calculating risk weightings, and the long-term effects of excessive sovereign debt.

Take 15: Superior Risk Management through Value Investing

Charles K. Bobrinskoy describes how Ariel Investments puts Buffett value investing principles to work.

Take 15: Evolution of Risk Reporting

Clients are demanding increased risk monitoring and control capabilities across all asset types. This session reveals the latest trends in risk reporting, which lead to increased transparency and control exposures.

Take 15: Evaluating Performance Attributions and New Models to Measure Risk

Carl R. Bacon, CIPM, a performance measurement specialist, discusses the evolution of performance attribution, the latest developments in performance measurement, and the issue of ex post risk.

Guide to the European Sovereign Debt Crisis

Given the many moving pieces, it can be difficult for investors to keep track of the various elements of the European sovereign debt crisis. Here then is a multipart guide for understanding the origins, causes, and unresolved issues of the ongoing economic emergency in the eurozone. Each of the links below provides a more detailed discussion of the underlying issues.

Book Review: Models.Behaving.Badly

Emanuel Derman spent two decades at Goldman Sachs, making valuable contributions to financial modeling. Before that, as recounted in My Life as a Quant (John Wiley & Sons, 2004), he was a physicist. Today, Derman is the head of risk management at Prisma Capital Partners and directs Columbia University’s financial engineering program. He also devotes energy to combating the belief that security markets can be analyzed with the same mathematical precision as heavenly bodies and subatomic particles.

Anatomy of the MF Global Debacle

Here we go again: Another high-profile bankruptcy of a financial firm… Another scandal… It’s just another day on Wall Street, it seems. In October, following a series of debilitating credit downgrades and a steep drop in its stock price,… READ MORE ›



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