LATEST NEWS

March 16, 2009
Paris, France — Riskdata, the leading risk management provider for pension funds and other institutional investors, today released a new comparative study which reveals that investors can hedge their portfolio against catastrophic "perfect storm" financial market events at no cost through quantitative risk management techniques. Entitled "Keeping the Devil in its Box", the paper looks at how - in the wake of a market meltdown — institutions can manage portfolios and cap potential losses by integrating extreme risk budgeting into their investment process.
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UPCOMING EVENTS

July 16, 2009
Raphael Douady will animate a workshop "Market Risk Techniques for Today’s Stress Conditions" during Quant Congress USA, New York, July 14-16, 2009

July 14-16, 2009
Quant Congress USA, New York

21 - 23 September 2009
Asset Allocation Summit 2009
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LATEST PUBLICATIONS

Keeping the Devil in Its Box A new comparative study on how investors can hedge their portfolio against "perfect storm" financial market events through extreme risk budgeting technique
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LATEST PRESENTATION

Riskdata Workshop Presentation at 2009 EDHEC Institutional Days, May 26–27, 2009
Lesson from 2008
Reshaping the Pension Fund Investment Process Around Risk Management Combining Short-Term and Long-Term Views
By Olivier Lemarois
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