Swiss franc risk higher after central bank comments
Last week, we saw the Swiss franc depreciate strongly versus the USD.
Exchange rate risk declines as euro, stocks and bonds all rise
Our Multi-Asset Class Risk Monitor is a weekly report showing current multi-asset factor correlations and volatilities, treasury curves, yield, spread and FX histories, model portfolio risk analysis and stress tests.
The Systematic Asset Allocation Lego blocks
We’ve all heard them before – ‘Smart Beta,’ ‘Risk Premia,’ ‘Strategic Beta,’ ‘Factor Investing,’ ‘Thematic Strategies’ – words that now seem to headline many investment discussions, industry commentary and panel presentations.
Is Risk Really as Low as You Think?—Revisited
Our latest paper revisits a topic we wrote about earlier this year – with all the political and economic uncertainty around the world, why is volatility remaining so stubbornly low?
Anticipation and Expectation: What today’s risk analytics are all about
In this article, we outline four critical pillars of modern risk management systems, and we discuss the opportunities for risk teams that get it right.