Resource Center

CESR’S GUIDELINES
Hedge Fund returns & Peak to valley
The Dodd-Frank Act
(Anti) Fragility
The Madoff Case: Quantitative beats qualitative!
Use of backtesting
Fat tailed models
2007-2008 Crisis
Measuring Hedge fund risk
Volatility of low rates
Measuring nonlinear risk
Yield curve smoothing
Liquidity risk
Bermudan option pricing
HuLK Value-at-risk
Double barrier options
VaR measure
Interest rate models
The Stress VaR
Basel III Revisions
OPCVM
Basel III key updates
Return-based model
Basel III Liquidity
Time bombs
Implementing AIFMD
Keeping the devil in its box
Non-centrally-cleared derivatives
Navigating the perfect storm
Basel II revisions
Hedge Fund risk
Solvency II
Bias ratio indicator
Return smoothing practices
Basel III
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