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.
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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?
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.
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.
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.