Menu
Advertisement

investment management

Market

SEC Rule Has Fund Firms Grappling with a VaR Mandate

There is no summer respite for risk managers at asset management firms as they work toward an August 19 deadline to comply with Securities and Exchange Commission Rule 18f-4, which requires them to...

June 17, 2022 | By Michael Shari

Market

A Risk-Based Way of Thinking About Digital Assets

In January 2021, Mark Makepeace came out of a short-lived retirement from London Stock Exchange Group’s FTSE Russell to become CEO of Wilshire. He immediately got into educating pension funds, asset...

March 18, 2022 | By Michael Shari

Market

Is Modern Portfolio Theory Obsolete?

Ever since Harry Markowitz introduced Modern Portfolio Theory (MPT) in “Portfolio Selection,” a 1952 Journal of Finance article, institutional investors have applied it to spread their risk across...

January 21, 2022 | By Michael Shari

Market

Hibernate or Terminate: Making Pension Risk ‘Go Away’

Organizations across the U.S. continue to transfer billions of dollars of defined benefit (DB) pension plan liabilities to insurance companies. These so-called pension risk transfers could easily...

November 24, 2021 | By Tom Sablak

Market

Securities Financing, Crypto Style

Securities financing, used by institutional investors to generate returns on assets and hedge price volatility, is becoming increasingly popular among cryptocurrency holders. Evidence of the...

September 3, 2021 | By John Hintze

Market

Asset Managers on the Crypto-Risk Learning Curve

As high-net-worth investors, family offices and other professional and institutional investors diversify into cryptocurrency and other digital assets, a question arises about readiness: Have...

August 27, 2021 | By Michael Shari

Market

LJM Fund Managers Face CFTC, SEC Charges; Chief Risk Officer Settles

The Commodity Futures Trading Commission and Securities and Exchange Commission have filed civil charges relating to losses incurred by the Chicago-based LJM fund complex amid the “volmageddon”...

June 11, 2021 | By Jeffrey Kutler

Market

As Bitcoin Rises, Institutions Make Crypto Market Impact

When bitcoin climbed past $50,000 in mid-February, the digital-asset buzz was less about a new price spike than about the mainstreaming of cryptocurrencies and the institutionalization of the asset...

February 26, 2021 | By John Hintze

Market

A New Tool to Manage the Impact of Spread Compression on Index Annuities

The COVID pandemic has caused a crueler drop in sales of fixed index annuities (FIAs) than insurers have seen since the Great Recession, creating a new opportunity for inventive managers of...

December 11, 2020 | By Michael Shari

Market

Pandemic, Politics and Modern Portfolio Theory

During a four-week stretch in February and March, the combination of pandemic, politics and related economic fallout caused the Cboe Volatility Index (VIX) to spike by a historic 475%, from 14.38 to...

September 4, 2020 | By Michael Shari

Market

The Impact of the Coronavirus on Investment Decisions

As the world heads toward a global recession, with plunging equity markets and countries facing severe economic downturns, there are uncertainties and strong beliefs that have practically divided the...

June 19, 2020 | By Nupur Pavan Bang and Anisha Sircar

Market

A New Take on Managing Volatility Risk on the Stock Market

In 2017, Alfred Eskandar and Tony Barchetto drummed up a fresh idea to manage the volatility risk of investing in the U.S. stock market. Dubbed truBeta, their process uses risk analytics to build...

February 21, 2020 | By Michael Shari

Market

How to Account for Tail Risk in Wealth Management

Currently, we're in the longest period of fairly stable markets, but it is still critical to get ready for a potential downturn. Traditional measures of risk in investment portfolios are always...

October 4, 2019 | By Alla Gil

Market

A Favorable Climate for Alternatives

Investor interest in private equity and the need to diversify and hedge risk in volatile markets are working to the advantage of hedge funds, according to speakers at a recent New York Alternative...

May 24, 2019 | By Juliette Fairley

Market

The 'Global Technology Crisis': Modernize or Bust

The business of investment management has a technology crisis on its hands - a crisis that not only undercuts the ability of institutions to compete, but costs firms huge sums of money. Firms are...

March 15, 2019 | By Sebastian Ceria

Market

ESG Regulation Turns from Issuers to Investors

Regulation of environmental, social and governance (ESG) investing, historically focused on corporate-issuer disclosures, is turning increasingly toward investors, according to indexing and risk...

March 15, 2019 | By Juliette Fairley

Market

Vetting Corporate Culture in Light of #MeToo

In a 2005 study of CEO employment contracts at U.S. corporations, only three out of 375 cited sexual harassment as grounds for termination. “I haven't done a follow-up study,” says co-author and...

January 4, 2019 | By Juliette Fairley

BylawsCode of ConductPrivacy NoticeTerms of Use © 2022 Global Association of Risk Professionals