News & Research

There is no denying the impact of climate change — and associated regulatory realities — on the business of investment management. For portfolio managers, it is essential to understand how to successfully adapt and prepare for what some call the “mother of all correlated risks”. Here we expose — in three parts — what portfolio managers need to know when switching to a fully Paris Aligned Benchmark (PAB) portfolio from a current market-cap weighted (CWB) portfolio.

A mid-size hedge fund was in search of a more robust and flexible enterprise risk management system to handle their sophisticated alternative strategies with timely and responsive risk analytics interoperable with their existing technology stack

Established Finnish fundamental asset manager turns to cloud-based solutions to expand into quantitative strategies

For both quantitative and fundamental managers, alpha calibration is a critical part of the optimal portfolio construction process – but are you doing it right?

Large asset owner focused on passive strategies onboards API-enabled optimizer and risk models as part of their technology stack

During turbulent risk environments, it is imperative that fundamental portfolio managers learn to understand factor exposures to know what is driving their portfolios’ returns.

US quantitative asset manager launches new strategies with a better, faster and more sophisticated optimizer

Industry dynamics are altering the traditional roles played by industry participants in the capital markets and investment ecosystems. Active investment firms are faced with immediate business challenges that are born from the waves of regulation, passive investing, fee compression trends, and broader capital demands that have emerged since the last financial crisis.

In this paper, we took the stress-testing process one step further and showed how the resulting contributions to expected loss could be used as inputs to construct portfolios for each specific stress scenario. Using the process described, investors can also construct candidate portfolios representing a hedge for each scenario and include the target portfolio in their risk management process during rebalancing.

The short answer – APIs provide many advantages for adopters and are a necessary component of a modern technology stack.