Nordic Regions Pension News: An enhanced tail-risk approach can help investors to identify hotspots and safe spots
"Overreliance on simplistic modeling can lead to misreading market conditions" according to David Merrill, CEO of FinAnalytica, in an interview.
FinAnalytica CEO David Merrill discusses what's on horizon for buyside risk and portfolios managers.
Gregory Crawford talks with David Merrill, CEO of FinAnalytica, talks about the communication gap between portfolio managers and risk managers and how that's being filled.
Taking a view on the sovereign debt crisis, Michael Palmieri and Svetoslav Delev, disucss how the most widely used risk measures lead institutional investors astray prior to market shocks.
Ajna Partners, the New York City global equities hedge fund, implemented FinAnalytica's fat-tailed risk system to keep a tight rein on its portfolio.
Managing and monitoring tail risk is not just about insuring against extreme losses. Boryana Racheva-Iotova describes the potential for expected tail loss measures to feed into tactical portfolio optimisation where variance is traditionally deployed.
Joel Nadelman, FinAnalytica Client Services Manager, writes about how some institutional investors are hedging their portfolios against tail risk through a comprehensive process.
Financial institutions are more aware of the risks posed by high-impact events since the crisis, but the question is how to encapsulate these in models. Zari Rachev, Boryana Racheva-Iotova and Stoyan Stoyanov discuss three approaches for capturing fat tails.