Articles
Risk Management
News
First KRM22 Risk Offerings for TT Platform Announced
New KRM22 Limits Manager and KRM22 Risk Manager offerings integrated into TT platform, beginning in Q2
News
Technology: Zafin Acquires FINCAD
Complementary portfolio of technology solutions will address rapidly growing demand for digital transformation within financial services industry
News
Platforms: Blackstone Taps Beacon
Global Alternative Asset Manager Blackstone Accelerates Digital Transformation with Beacon Platform
News
Qontigo: The Eye of the Storm
Deutsche Borse Group subsidiary named Category Winner in Factor Modeling and Portfolio Optimization by Chartis Research
Events
Robert Litterman to Highlight Climate Risk at Quant Insights Conference
Asset allocation and risk management innovator to explore climate issues as a systemic risk at October event
Articles
Articles
Gambler’s Ruin
The term “gambler’s ruin” is used for a number of statistical ideas whose common denominator is predicting the eventual outcome of a series of repeated bets. There are some beautiful and counterintuitive results in which […]
Articles
Amaranthus Extermino
On September 19, 2006 the hedge fund Amaranth Advisors of Greenwich, Connecticut announced that it had lost $6 billion, about two thirds of the $9.25 billion fund in less than two weeks, largely because it […]
Articles
Building Your Wings on the Way Down
Ray Bradbury famously defined “living at risk” as jumping off a cliff and building your wings on the way down. Too many financial risk managers who came late to the field think of risk as […]