The Latest
In Conversation

The evolution of risk

Chief investment officer of Windham Capital Management and researcher extraordinaire, Mark Kritzman, is using his proprietary turbulence and systemic risk indicators to calculate the internal systemic risk of total institutional portfolios. He says this analysis can deliver a powerful precursor to portfolio volatility in the future.
STATE STREET SPONSORED RESEARCH

Systemic Risk: Strategic Challenges for Policymakers and Practitioners

Systemic risk has emerged as a critical challenge for central bankers, regulators, asset owners and managers. While the infuence of the phenomenon is well-understood, systemic risk is often virtually invisible until it erupts into widespread market dislocation. New regulatory standards, oversight bodies and quantitative research approaches seek to moderate its infuence and stabilise global markets. […]
<2of2>