Buy side turns to extreme value theory to spot tail risks
Asset managers reappraise decades-old technique to gauge downside risks amid fears of volatile 2022
Source: risk.net
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CCPs unlikely to be wiped out by op losses, research suggests
Former LCH risk chief says sharing loss data would help CCPs avoid risk of holding too little capital, or too much
Source: risk.net
Worried About The New COVID Strain? 5 ETFs To Consider Buying Today
If you're looking for portfolio protection, Treasuries, the dollar and long/short strategies are worth a look.
Source: thestreet.com
An examination of the tail contribution to distortion risk measures
This paper reports a method for analyzing the influence of the tail in calculations of distortion risk measures.
Source: risk.net
CNN Anderson Cooper 360 October 2, 2021 00:35:00
>> that's great. just finally, where do you think we are in the arc of this pandemic? hospitalizations and deaths are down across the country which is great news. do you expect that to continue to a point where -- well, i mean, yeah -- i mean, to -- i was going to say where we are close to getting it under control. i'm not sure if that's -- i mean, can we say that? >> well, look, i do think that this delta wave of infection is the last surge of infection that we are going to see in this country, barring something unexpected like a new variant that pierces the immunity offered by vaccination or...
Source: archive.org