Resource Center

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