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Press Releases

 

Press Releases

2012

March 28, 2012 — Greek Debt Default: Investors' and Risk Managers' Perspective

Greek Debt Default: Investors' and Risk Managers' Perspective
What do Bond Holders Receive after the First Eurozone Default in terms of Greek Write-Down, Portfolio Duration and CDS Credit Event Triggering?
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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
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Texas Treasury Safekeeping Trust Company Risk Management

Endowment Adopts Risk Budgeting Strategy and Selects Riskdata To Implement New Approach

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