Media Features
Media Features
2008
November 11, 2008 — Securities Industry News
Riskdata Introduces Shock VAR Measurement
By Maureen Nevin Duffy
Riskdata, a supplier of risk management solutions to the alterative investment industry, is aiming to improve hedge fund transparency by teaming with Hedge Fund Research to publish daily value at risk (VaR) indicators, including a new measurement - Shock VaR.
November 1, 2008 — Investments & Pensions Europe
Troubled Times for Hedge Funds
By Maha Khan Phillips
Olivier Le Marois is quoted on the ongoing financial crisis and the hedge fund industry.
October 27, 2008 — Pensions & Investments
Daily value-at-risk indicators now available
By Christine Williamson
Riskdata, in collaboration with Hedge Fund Research, now offers daily value-at-risk indicators for the global hedge fund industry.
Riskdata analyzes the daily HFRX indexes published by Hedge Fund Research using Monte Carlo simulation theory to estimate both traditional VaR and ShockVar. ShockVar indicates the possible overestimate or underestimate of risk during periods of extreme market stress and is more reactive than long-term VaR, Ingmar Adlerberg, Riskdata's CEO, said in a news release...
October 23, 2008 — Wall Street & Technology
Riskdata Collaborates with Hedge Fund Research To improve hedge fund transparency and achieve selectivity in investment decisions, Riskdata publishes VAR For HFR Indices
By Leslie Kramer
Riskdata, a developer of risk management solutions, in close collaboration with Hedge Fund Research Inc., a provider of hedge fund performance data and indices, is starting day-to-day publication of Value-at-Risk (VaR) indicators for the global hedge fund industry. The aim of this disclosure is to provide in-depth insight into the levels of risks in the hedge fund industry, thereby increasing overall market transparency and restoring rationality to investor confidence. Riskdata and Hedge Fund Research Inc. believe that publishing VaR indicators can help investors to discern and separate real from imaginary investment threats...
August 31, 2008 — Financial Times
Hedge Fund Investors Seek Shelter from Meltdown
By Eric Uhlfelder
In a Riskdata study of 3,216 hedge funds and funds of hedge funds, he found that nearly one-third of funds trading illiquid securities may be smoothing their returns, which could mislead investors about actual underlying turbulence…
August, 2008 — Global Pensions
Hedging the credit crisis
By Emma Oakman
While hedge funds have taken a very visible battering in the credit crisis, not everything is doom and gloom for the controversial vehicles.Hedge funds have demonstrated compelling capital preservation charachteristics.
August 1, 2008 — Hedge Funds Review
Hedge Fund Ponder Choices and Challenges of Pre-Trade Analytics
By Stephen Quigley
Olivier Le Marois, chief executive of Riskdata, believes it is important that the usage of pre-trade analytics combines the strategy specifics with a global cross asset class view. Riskdata thinks risk reporting and pre-trade analytics must take into account all possible funding risks to hedge funds, including market risk and funding liquidity…
June, 2008 — Institutional and Alternative Investment
Avoiding the Hedge Fund Time Bombs
The article talks about Riskdata study of hedge funds that use non-linear factor based model. These hedge funds have a better chance to reduce hedge fund "time bombs". This approach would have led an investor in a broad hedge fund portfolio to a chieve a 4% return over the nine months period ending in March 2008, compared with a 0% return for the hedge fund universe as a whole.
February 4, 2008 — Investment & Pensions Europe
Risky Business
In an increasingly complex investment world, risk management has become a critical issue for pension funds. Over the last few years, regulatory initiatives, better funding and a focus on liability matching has helped pension funds get to grips with their risk budgets. Still, say observers, current market conditions have revealed that there is more to be done…
January, 2008 — Globalcustodian.com
Riskdata Launches Screening Tool For Upgraded Risk Management System
Riskdata, the provider of risk management applications to the worldwide investment marketplace, announced today that it has launched AlphaRisk Screener, a new screening tool that will form part of the upgraded FOFiX 3.0, its flagship risk management system for investors in external funds. The new screening tool will enable investors to rank and select external funds not only by their risk appetite, but to match precise portfolio "risk style" targets, jointly with performance objectives…
With AlphaRisk Tracker in place, FOFiX 3.0 now supports the entire investment process, from manager selection and monitoring to portfolio construction and risk control and reporting. The company says it is capable of dealing with mixed portfolios, including sophisticated hedge-fund strategies, traditional long-only mutual funds, and instruments such as derivatives…
“The challenge for us was to get an aggregated view of the fund risk profile while tracking the specific risk of each underlying strategy. We think Riskdata is able to address both of these issues simultaneously. Moreover, we can monitor the impact of any portfolio allocation on the fund risk profile.”
Philippe Uzan,
CDC IXIS Multi-Strategy Fund
Latest Case Study
Texas Treasury Safekeeping Trust Company Risk Management
Endowment Adopts Risk Budgeting Strategy and Selects Riskdata To Implement New Approach