What If Fed Tapers? How Does a Risk Manager Prepare?
In Part 2 the stress test of Fed tapering QE is discussed as a way to cover for shortcomings of risk models. Incorporating plausible macro scenarios is necessary to make...Read More
Why Sharpe Ratio And Other Traditional Stats Can’t Prepare You For What’s Coming
Are you thinking about interest rate risk and how it might interact with equity risk? If you are using risk models, beware, they can be lying. We can improve the...Read More
Managing Interest Rate Risk For Wealth Management Clients
Majority of the investors are waking up to the fact that fixed income portfolios are not necessarily safest given historically low interest rates and the macroeconomic outlook. The video offers...Read More