Support Materials
Presentations
Extreme Risk Budgeting: A New Approach to Risk Management
Presentation at Riskdata Workshop in London, 15 October 2009
By Olivier Le Marois, Raphael Douady
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
Olivier Le Marois presentation at the Global Arc conference, Oct. 28, 2008
“Much of what distinguishes modern economies from those of the past is the new ability to identify risk, to measure it, to appreciate its consequences, and to take action accordingly.”
Michel Crouhy, Dan Galai, and Robert Mark
The Essentials of Risk Management
Latest Case Study
Texas Treasury Safekeeping Trust Company Risk Management
Endowment Adopts Risk Budgeting Strategy and Selects Riskdata To Implement New Approach