Tail risk
OpRisk Europe: 1,000-year standard is unreachable, Mignola says
ORX chairman says Basel II definition is fundamentally flawed
Spectre of tail risk haunts hedge fund investment decisions
Chasing the tail
Managed futures/CTAs gaining traction with investors
Research on how investors are protecting themselves from tail risk events shows a preference for managed futures/CTAs. There is also reluctance to use single hedge fund strategies as protection.
Best in South Korea: Credit Suisse
Structured Products Asia Awards 2012
Long-dated options best way to hedge tail risk, says 36 South
Investors and hedge fund managers are trying to find effective and cost-efficient ways to tackle tail risk. One way to hedge this risk is through long-dated options, because they offer convexity.
Cutting Edge introduction: Followers of fashion
Focusing on how often a trading strategy ends on the winning side can distract from the question of whether it profits on average. The key is in the return distribution’s skew – and at least for trend-following strategies this can be directly controlled…
ETF tracking error conundrum
Tracking error conundrum
Windhaven puts focus on ETFs
Betting on beta
Man Tail Protect: Man Investments/GLG Partners
12th European Single Manager Awards 2012
US structurer: Credit Suisse
Structured Products Americas Awards 2012
Quants weigh up VAR's flawed alternatives
VAR at risk
Bank models are built on foundations of sand
Foundations of sand
Equity derivatives house of the year: JP Morgan
Risk awards 2012
Asian institutional investors take aggressive stance on volatility
Taking on the tail
Investors at risk of being misled as alpha strategies gain in popularity
What's it all about, alpha?
Eurozone deal brings relief in forex spot and options
Risk sentiment appeared to make a comeback in forex markets yesterday, as options volatility fell from record highs and the euro rallied in response to the deal announced after the Euro Summit in Brussels
Economic depression is world's top risk, says Towers Watson ranking
The global financial environment continues to show imbalances, and is not in a good position to withstand shocks, says Tim Hodgson
Market volatility spurs interest in tail-risk management strategies
The sting in the tail
Can risk managers take action against sovereign meltdown?
A risk too far?
The hedge fund that takes disaster in its stride
Tracking tail risk
Study says funds of hedge funds see limited diversification benefits
FoHFs see limited diversification benefits