Archive for November, 2007
Next Entries »Hedge Funds Up +3.01 Percent in October
Friday, November 16th, 2007The Greenwich Global Hedge Fund Index (the GGHFI) returned +3.01 percent in October, representing its strongest month since January 2006 and, on a year-to-date basis, the best performance for the first ten months of the year since 2003. The GGHFIs year-to-date return of +12.39 percent is on par with the MSCI World Equity Index (YTD: [...]
Credit Risk – Corporate Treasurers in Flight to Quality
Friday, November 16th, 2007The investment portfolios of large U.S. corporations took a sharp turn for the conservative as a result of recent turmoil in financial markets according to Treasury Strategies, which conducted the first comprehensive study to investigate how corporations are responding to these recent market developments. The investment portfolios of large U.S. corporations took a sharp turn [...]
Asian Banks Seek Right Strategies and Decision Tools For Today’s Credit Boom
Thursday, November 15th, 2007As credit markets in the Asia-Pacific region continue to expand at record rates, results of a new region-wide survey underscore a growing need for proven strategies and solutions that enable banks to make profitable customer decisions that accelerate growth while limiting risk and losses. As credit markets in the Asia-Pacific region continue to expand at [...]
Asian Banks Seek Right Strategies and Decision Tools For Today’s Credit Boom
Thursday, November 15th, 2007As credit markets in the Asia-Pacific region continue to expand at record rates, results of a new region-wide survey underscore a growing need for proven strategies and solutions that enable banks to make profitable customer decisions that accelerate growth while limiting risk and losses. As credit markets in the Asia-Pacific region continue to expand at [...]
Marktrisiko : historische Simulation des Value at Risk
Wednesday, November 14th, 2007Marktrisiko : historische Simulation des Value at Risk
Die Definition laufzeitabhängiger Schock buckets in Simcorp Dimensions
Wednesday, November 14th, 2007Deltavektoren sind ein Maß des Risikos in Verbindung mit der Renditekurve.
Klassifikation von OpRisk – Ereignissen und ihre Quantifizierung
Wednesday, November 14th, 2007Klassifikation von OpRisk – Ereignissen und ihre Quantifizierung
Expected Shortfall
Wednesday, November 14th, 2007Der Expected Shortfall (ES) wird auch als Conditional Value at Risk bezeichnet
Flexibilität für Pensionsfonds durch derivative Investments
Wednesday, November 14th, 2007Faktoren wie ansteigende Lebenserwartung und Änderungen der accounting rules, erschweren es Pensionsfonds ausreichend Investmentperformance zu generieren. Auch wenn man sich darüber einig ist, daß der Ertrag bei Aktieninvestments höher ist, als der eines risikofreien Investments z.b. in Staatsanleihen, zeigt die Realität, das das Risk – Premium gefallen ist. Als Lösung bieten sich Aktieninvestments unter Berücksichtigung [...]
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