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