Evaluating Performance Attributions and New Models to Measure Risk

Carl R. Bacon, CIPM, a performance measurement specialist, discusses the evolution of performance attribution, the latest developments in performance measurement, and the issue of ex post risk.

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Your questions on Governance and Compliance answered

Dario Cintioli, Product Director at StatPro talks to FTfm about governance and compliance in the recent economy, migration into the cloud and how this has changed over the years.

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Morningstar 2011: Technology, where were you?

Following the Morningstar Conference, we've caught our breath and reflected on what we saw, did and heard on the show floor and in the discussion sessions.

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CAP Gets Dirty – Pricing, That Is

Some of you may have seen the news late last week that StatPro has launched several new features as part of its Complex Asset Pricing (CAP) service.

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UCITS and Technology

UCITS IV was passed into law on 1st July and will take effect in July 2011.

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Don’t Blame Risk Numbers for Market Crash

System working well: Send more money. Or so goes the “successful” roulette player’s apocryphal telegram home.

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Liquidity Risk

Back in mid 2007, when the credit crisis first started to unleash its trail of wreckage, everyone was using risk models that focused on market risks.

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The Value of VaR

By Justin Wheatley | May 12, 2010 | risk measurement, VaR

The financial crisis has provoked a lot of naval gazing and blame in different proportions. One of the factors that got a lot of blame was "Value at Risk" or "VaR" for short.

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MSCI Barra buys Riskmetrics

It is not every day that the two largest providers of risk management systems and portfolio analysis to the Asset Management industry merge.

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Building a compliance culture in turbulent times

Executive summary

The Financial crisis has focused investment firms more than ever on the need to better monitor and manage risk.

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