A lot has been made of the recent spike in the VIX, which in February jumped from single-digit levels to nearly 50% following a prolonged period of low volatility.
Look-through transparency for performance and risk-practical considerations, challenges, and opportunities
With the role of asset managers becoming increasingly important to the global financial services industry, it is important to look at the current market trends and how particular investment options impact...
This post is the first in a series of pieces written by members of the StatPro client services teams.
Liquidity back in focus
As part of the SEC investment company reporting modernization rules published in October 2016, all open-ended US mutual funds and ETFs will be required to implement liquidity risk...
The Role of Asset Managers
Asset managers are playing an increasingly important role in global financial services; with AUM closing in on that of global banking balance sheets, they are now, in many cases,...
In a recent report, Ernst & Young created its "Top 10 action list to achieve better risk management".
The benefits of combined performance and risk analytics are well documented, but until recently have been an impossible ambition.
When evaluating performance and risk, large asset management firms need a big picture that is clear of irrelevance and obsolete calculation.