Addressing the shortcomings of current multi-asset class risk analytics across the buy side

The limited flexibility of underlying risk modelling assumptions available via most standard multi-asset class risk analytics platforms continues to impinge on hedge funds’ and traditional asset managers’ abilities to effectively manage market risk.

This discussion focuses on the extent to which this lack of flexibility puts investors’ capital at risk, and proposes possible solutions to address this challenge. Taking part in the webinar are:

• Victor Anderson, moderator, editor-in-chief, Waters Technology
• David M. Lee, chief risk officer and managing director, Credit Suisse
• Ian Webster, managing director, Emea, Axioma
• Timothy Wilson, managing director and co-head of risk services, Global Risk Management Advisors

 

Sponsored content