Liquidity Risk Management and N-Port: What to Expect Ahead of the April 2019 Deadline

Now that the dust has finally settled, the fund industry can appropriately focus its energy on delivering N-Port and its most sticky component: liquidity.

Posted 07.19.18 Denis Tarpey

Top Tech Trends in Portfolio & Risk Management

Portfolio and risk management is undergoing a revolution. The technology landscape is changing and the analytics arms race is heating up, but what trends are worth paying attention to?

 

Posted 07.19.18 Fabien Couderc

Just Ask Donald Trump

Be aware of the dangers of using a single correlation regime in your stress test exercise when modeling geopolitical risk – especially under Trump.

Posted 07.18.18 Olivier d'Assier

How to model a trade war

In this article, we examine the impact of a potential trade war on a global multi-asset class model portfolio.

Posted 07.16.18 Christoph Schon, CFA, CIPM

Attribution Benefits of Axioma’s US Small Cap-Model

For a factor-tilt-based manager, Axioma’s new US Small-Cap Fundamental Model (USSC4) should confer an attribution benefit versus the all-cap US4 when factor performance diverges between the two models.

Posted 07.12.18 Melissa R. Brown, CFA

Just How Disappointing Has Momentum Been Recently?

Momentum has taken a beating from observers lately, thanks to the apparent recent breakdown in performance. But there may be a bit more going on here than meets the eye.

Posted 07.11.18 Melissa R. Brown, CFA