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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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Why look-through transparency is no longer a nice to have requirement

Look-through transparency for performance and risk-practical considerations, challenges, and opportunities

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Global Risk Outlook: Volatility is back

The days of single digit VIX are over

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Global Risk Outlook: Measuring the impact when market volatility returns

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...

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Fiat news and the connection between political risk and market risk

 This post is the first in a series of pieces written by members of the StatPro client services teams.

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