Evolving from Quantitative Risk Management to a High-Performance Risk Management Analytic Framework
As a result of the recent market shocks, banks, capital markets firms and asset managers are rethinking certain issues and focusing on:
1) How to integrate not only risk and reward tradeoffs using portfolio theory, but also how to plan for market shocks;
and
2) The resulting impact of these shocks on the business and its divisions.
Leading financial entities are linking their portfolio risk with the return on capital and integrating market liquidity into their analyses in an attempt to
Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content.
To access these options, along with all other subscription benefits, please contact info@risk.net or view our subscription options here: http://subscriptions.risk.net/subscribe
You are currently unable to print this content. Please contact info@risk.net to find out more.
You are currently unable to copy this content. Please contact info@risk.net to find out more.
Copyright Infopro Digital Limited. All rights reserved.
You may share this content using our article tools. Printing this content is for the sole use of the Authorised User (named subscriber), as outlined in our terms and conditions - https://www.infopro-insight.com/terms-conditions/insight-subscriptions/
If you would like to purchase additional rights please email info@risk.net
Copyright Infopro Digital Limited. All rights reserved.
You may share this content using our article tools. Copying this content is for the sole use of the Authorised User (named subscriber), as outlined in our terms and conditions - https://www.infopro-insight.com/terms-conditions/insight-subscriptions/
If you would like to purchase additional rights please email info@risk.net