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Credit Crunch – Round two?

Credit Crunch – Round two?

The recent rise in house prices must be a false dawn and is likely to be followed by another crash. From 1999 to 2007 a massive supply of credit combined with relatively low rates and a limited supply

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Credit Crunch – Round two?

StatPro’s Integrated Product Strategy

The Integrated Product Strategy of StatPro offers a wide range of functionality to our clients. Our existing services have been considerably updated and consolidated onto one platform – StatPro Seven.

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Credit Crunch – Round two?

Don’t Blame Risk Numbers for Market Crash

System working well: Send more money. Or so goes the “successful” roulette player’s apocryphal telegram home.Securities Industry News logo

Today, you might be forgiven for assuming this was a message

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Credit Crunch – Round two?

Liquidity Risk

Back in mid 2007, when the credit crisis first started to unleash its trail of wreckage, everyone was using risk models that focused on market risks. All these models assumed Liquidity was always avai

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Credit Crunch – Round two?

The Value of VaR

The financial crisis has provoked a lot of naval gazing and blame in different proportions. One of the factors that got a lot of blame was “Value at Risk” or “VaR” for short. This statistical measure

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Hedged In?

Hedged In?

The forgettably named ‘International Organisation of Securities Commissions’ or IOSCO has just released details of a new Template for gathering data on Hedge Funds from around the world with an aim to

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Credit Crunch – Round two?

Starting a Revolution

Today is the day StatPro launches the “Private Beta” of its new product StatPro Revolution. The product is focused at the Front Office of asset managers, i.e. fund managers, salesmen, analysts, client

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Credit Crunch – Round two?

Question Time

The entertaining political show where an audience gets to pose questions to a panel of politicians from different parties is normally amusing. Naturally enough these days most editions touch on the su

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Credit Crunch – Round two?

Shorter Still

Following my last blog on people complaining about hedge funds shorting Greek bonds, the Economist expressed exactly my sentiments (though better of course) in their leader pages. How can you sell if

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Credit Crunch – Round two?

Selling the Greeks short

Last night I was watching Newsnight and Jeremy Paxman was interviewing a hedge fund manager who was shorting Greek government bonds and also the leader of the Danish socialist party. Naturally, the Da

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Credit Crunch – Round two?

MSCI Barra buys Riskmetrics

It is not every day that the two largest providers of risk management systems and portfolio analysis to the Asset Management industry merge. Riskmetric’s revenue from risk sales is over $150 million a

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