Risk Management
Risk Management: Multi-stakeholder
01 Feb 2010
Bart Oldenkamp and Herman Bril argue that strategic risk management is the most important policy tool for defined benefit pension funds
Risk Management: Extreme risks
01 Feb 2010
Tim Hodgson takes a qualitative approach to ranking extreme risks and assessing their interconnectedness
Risk Management: Crash testing: don’t be a dummy
01 Feb 2010
Instead of chasing after an infinite number of possible events, a risk manager must consider a limited number of impacts when stress or crash testing, argue Arcady Novosyolov and Daniel Satchkov. The ...
Getting a grip
29 Apr 2009
The financial crisis has uncovered the shortcomings of traditional asset-class and market diversification. Martin Steward asks whether there is a better way
Diversification isn’t dead…
29 Apr 2009
… it’s just more complex than many of us thought. Haitse Hoos argues that fiduciary management can help solve the challenges of active correlation-risk management
Time to be active
29 Apr 2009
Market cycles must be managed dynamically and liabilities kept under control, says Paul Kemmer
Identify the true risks
29 Apr 2009
Mean-variance optimisation’s static focus at the asset class level should be augmented with a dynamic management of risk factors, argues Crispin Lace
Sting in the tail
29 Apr 2009
Extreme Value Theory and stress testing, in combination with factor-based risk models, can help investors around the shortcomings of VaR, says Jennifer Bender
Back to basics
29 Apr 2009
Years of under-investment in risk management cannot be solved simply by buying the hottest new technology, warns Lynn Strongin Dodds
Maintaining the flow
29 Apr 2009
Last year’s multi-faceted liquidity crunch will change the way funds of hedge funds manage their clients’ money, writes Beverly Chandler
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