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Stressed VaR Reporting for the Buy-Side?

An earlier article in this blog described how reporting on ‘Stress Testing’ for buy-side can help investors get a better perspective of portfolio risk. In this post, we will look at the ‘Stressed VaR’ as an additional measure that I think would be helpful too. For a...

Design 3

Stressed VaR Reporting for the Buy-Side?

An earlier article in this blog described how reporting on ‘Stress Testing’ for buy-side can help investors get a better perspective of portfolio risk. In this post, we will look at the ‘Stressed VaR’ as an additional measure that I think would be helpful too. For a...

ALM and Cashflow Projections: Key Challenges

ALM and Cashflow Projections: Key Challenges

Matching assets to corresponding liabilities i.e. asset-liability management (ALM) is critical for multi-asset portfolio managers with fixed income/swaps and also for firms such as insurance and corporate treasury groups. Portfolio’s holding such instruments provide...

Investment Firms: Approach to transitioning from Legacy Systems

Background Mid to large IM firms traditionally have a large footprint of legacy systems that are core to their daily operations. Key characteristics of legacy systems include but not limited to following: 1. Manual workflows needing user/IT support for exceptions--...

Stressed VaR Reporting for the Buy-Side?

An earlier article in this blog described how reporting on ‘Stress Testing’ for buy-side can help investors get a better perspective of portfolio risk. In this post, we will look at the ‘Stressed VaR’ as an additional measure that I think would be helpful too. For a...

ALM and Cashflow Projections: Key Challenges

ALM and Cashflow Projections: Key Challenges

Matching assets to corresponding liabilities i.e. asset-liability management (ALM) is critical for multi-asset portfolio managers with fixed income/swaps and also for firms such as insurance and corporate treasury groups. Portfolio’s holding such instruments provide...

Investment Firms: Approach to transitioning from Legacy Systems

Background Mid to large IM firms traditionally have a large footprint of legacy systems that are core to their daily operations. Key characteristics of legacy systems include but not limited to following: 1. Manual workflows needing user/IT support for exceptions--...

Stressed VaR Reporting for the Buy-Side?

An earlier article in this blog described how reporting on ‘Stress Testing’ for buy-side can help investors get a better perspective of portfolio risk. In this post, we will look at the ‘Stressed VaR’ as an additional measure that I think would be helpful too. For a...

ALM and Cashflow Projections: Key Challenges

ALM and Cashflow Projections: Key Challenges

Matching assets to corresponding liabilities i.e. asset-liability management (ALM) is critical for multi-asset portfolio managers with fixed income/swaps and also for firms such as insurance and corporate treasury groups. Portfolio’s holding such instruments provide...

Investment Firms: Approach to transitioning from Legacy Systems

Background Mid to large IM firms traditionally have a large footprint of legacy systems that are core to their daily operations. Key characteristics of legacy systems include but not limited to following: 1. Manual workflows needing user/IT support for exceptions--...

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