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Finding balance in the active vs passive investment debate

In our 2018 FTF Performance Measurement Europe Conference recap blog we highlighted the impact of passive investment and fee compression on asset managers. As active managers move towards adding passive...

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Evolve or die: Entering the next era of compliance

Research has found that far too many companies still conduct compliance monitoring manually, which naturally increases the risk of errors and reduces efficiencies.

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The fuss about factors

 

The idea that the risk and return characteristics of global assets can be neatly decomposed into common driving factors is highly appealing to today’s demanding investors.

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Liquidity risk in the US and EU: Differing ideologies

Stemming from StatPro's inaugural global regulations panel earlier this month, when it comes to the relationship between regulators and financial firms in the European Union versus the United States, it’s...

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Global Risk Outlook: Uncovering country risk during market uncertainty

Trade tensions as a result of the tariffs between the US and China, political and economic instability with Russia, and the underperforming Brazilian economy require us to assess potential risk exposures we...

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The World Cup and randomness

The average American watching the World Cup has less of an appreciation for the intricacies of set piece routines, or the passing skills of a particular team’s midfielder, but there is undoubtedly an...

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Using technology to manage liquidity risk

If the financial crisis of a decade ago taught us anything, it’s that the liquidity of traded financial instruments is unpredictable and can fluctuate wildly in a matter of seconds.

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Creating Risk Forecasts for Clients

It’s common for asset managers to communicate their expected return forecasts to clients, but less so their expected risk forecasts. We believe a key reason for this is that the language of risk and return...

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Global Risk Outlook: FANG stocks in volatility

What are FANG stocks?

The term “FANG” was coined in 2013 by CNBC host Jim Cramer as an acronym for the four highest performing, high volume, technology growth stocks: Facebook (FB), Amazon (AMZN), Netflix...

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What does the VIX really tell us?

 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.

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