Using a country/regional risk model may lead to better evaluation of a portfolio as the factors are more representative of the...
The Value of Local Factors When Evaluating Portfolios
Using a country/regional risk model may lead to better evaluation of a portfolio as the factors are more representative of the...
Liquidity Risk Management: Going Beyond “Tick-the-Box” Compliance
Managing liquidity risk should not be seen as just a “tick-the-box” exercise but rather should form a regular part of a fund’s...
How is Data Governance Changing the Face of Asset Management?
FactSet’s Dean McIntyre, Director of Strategy for Front Office Solutions, discusses the issues surrounding data governance in...
Choosing a Benchmark Data Provider [INFOGRAPHIC]
To determine the right benchmark provider for fixed income and multi-asset class markets, review these key themes and essential...
Pandemic Prompts Buy-Side Rethink on Stress Tests and Risk Integration
Asset managers and owners are deploying novel bank-quality modeling and alternative datasets as they take aim at risk-informed...
Learning from the Tail—Understanding Market Risk from COVID-19
We take a closer look at understanding the tail-risk manifested from the current market upset with case studies on the Canadian...
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GIPS 2020: The Challenges and Benefits of Compliance
GIPS reporting standards have become a de facto business practice expanding to the wealth management and asset owner space.
The Growing Necessity for Multi-Asset Class Risk Factor Models
Multi-asset class risk factor models are especially difficult to construct because of the complexity of calculating risks across...
The Changing Shape of Buy-Side Risk Technology
Many of the risk management trends that were already taking shape in the asset management industry have accelerated as a result...
COVID-19 and Multi-Period Optimization
Here we introduce the concept of multi-period optimization and its application for studying portfolio positioning during...
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