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Special Report on

Managing Market Exposure

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Alexander Gordon J., Resnick Bruce G.: ''More on Estimation Risk and Simple Rules for Optimal Portfolio Selection''; The Journal of Finance, vol. XL, N. 1 (Marzo 1985) Barry Christopher B.: ''Portfolio analysis under uncertain means, variances, and covariances'', The Journal of Finance Best Michael J., Grauer Robert R.: ''On the Sensitivity of Mean-Variance-Efficient Portfolios to changes in Asset Means: Some Analytical and Computational Results''; The Review of Financial Studies, vol. 4, N. 2 (1991) Best Michael J., Grauer Robert R.: ''Capital Asset Pricing ...
goods, as well as migrants transferring financial assets, expatriates repatriating funds, and individuals investing overseas. The OzForex website provides real-time exchange rates for dozens of currencies, as well as historical charts and strategies to manage exchange rate exposure. The OzForex Board of Directors is made up of executives with credentials and experience in foreign exchange and financial markets generally. Two of the Directors represent Macquarie Bank Limited OzForex was started by Matthew Gilmour in 1998 ‘‘as an experiment’’ while working as the head of foreign exchange at Bankers Trust .
HEDGE FUNDS INDIA : Indian Hedge Funds information :: Hedge Funds ...
Slowly but surely, India hedge funds are beginning to offer the kind of strategies that can attract big fish such as London hedge fund giant Man Group, whose fund of hedge funds business could make its first direct allocation to an Indian hedge fund within a year, according to Asia business head Patric Gysin. The entire Indian hedge fund universe is modest at around 50-60 funds. When that universe is boiled down to reveal those funds sophisticated enough to attract larger institutions and marquee fund of hedge funds (FoHF) investment from Europe or the US, it could more appropriately be described as a small planetary system – if ... market research, surveys and trends
Why Currencies Play an Important Role in Corporate Earnings :: The ...
It’s important to realize the role that currencies play in the performance of multi-national businesses. The impact can be huge. However, the attention given to managing such a powerful force is, in many cases, shockingly little. S&P 500 companies derive nearly half of their sales from outside the U.S. And for any global company, currencies can impact business in a number of ways. For instance, there’s: Translation exposure , when a company converts foreign-earned revenues to its home currency … Transaction exposure , where prices paid or received for goods are influenced by currency … And ... market research, surveys and trends


The Active Risk Puzzle: Implications for the Asset Management Industry
theory in risk management are Managing Market Exposure (Jan 1996), co-authored by .... risk with an expected equity risk premium of 4 percent, the allocation .... TAA managers manage over $53 billion.14 Among many attractive features, ... industry trends, business articles and survey research
Value at Risk Analysis of a Bank's Balance Sheet
We have shown that the surplus risk is $10.59 million, at a 99 percent level of .... "Managing Market Exposure." Risk Management. Series, Goldman Sachs. ... industry trends, business articles and survey research
NCB to reduce lending rates next week
National Commercial Bank (NCB) will reduce base lending rates next week, against the backrgound of an increasingly competitive market for loan income. Patrick Hylton, NCB Group managing director made the disclosure at the firm's investor and quarterly press briefing, held at the NCB Wellness and Recreation Centre on Phoenix Avenue in Kingston on Friday. Effective August 1, NCB will reduce its base lending rates by 300 bases points or three per cent, from 20.75 per cent, to 17.75 per cent Hylton said, to benefit investors whose loans are tied to base rates. There will also be a reduction of one per cent or 100-150 bases ... market trends, news research and surveys resources
An AIG Failure Would Have Cost Goldman Sachs, Documents Show
has maintained that it would have faced few if any losses had the insurer failed. Though it was the insurer’s biggest trading partner, Goldman contended that it had bought credit insurance from financial institutions that would have protected it, but it declined to identify the institutions. A Congressional document released late Friday lists those institutions and shows that Goldman was exposed to losses in an A.I.G. default because some of the investment bank’s trading partners, such as Citibank and Lehman Brothers , were financially unstable and might have been unable to make good on large claims from Goldman. ... market trends, news research and surveys resources


Risk Management Series
Managing Market Exposure. Contents. Executive Summary. I. Introduction . ... Managing Market Exposure. I. Introduction or most investment managers, ... technology research, surveys study and trend statistics
Sep 29, 2009 ... Managing Director, Credit Suisse 2. Written Statement ... credit exposure in the securities lending market. Electronic Platforms ... technology research, surveys study and trend statistics
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Why are organizations so slow to face the new challenge of ...
Everything good or bad about communication around brand or personal reputation is amplified and accelerated via the social media sites. Many brands are stone deaf to the risks and many others are trying to manage social media as if it were merely an extension of the old customer service silo mentality. Its one thing to have an angry customer on the phone. It's entirely another to have that customer poisoning the water on Facebook, Twitter and LinkedIn. Failure to provide customer satisfaction represents a new level of liability in 2010 On top of that, social media offers an opportunity to collaborate with the customer ...
WikiAnswers - What is off-balance-sheet financing
Also called synthetic leases. This is where a company uses rules from different systems, such as financial and tax, to account for an asset in different ways. For example, I lease a computer from company A. Because I don't own the computer (and I am assuming this is not a capital lease), I get to take the rent expense (for the lease) as a deduction on the books, but I don't have to account for the asset or the debt, therefore it is not on the balance sheet. This is attractive because it creates no debt on the company's books. It is often done through a SPE (Special Purpose Entity). Though lucrative, it has ...