Category Archives: Risk Metrics

Happy New Year

Posted on January 15, 2012 by admin

New Year 2012

Posted in AIFMD, Alternative Investments, Compliance, Hedge Fund Portfolio Construction, Hedge Funds, Investors, Market Comments, Markets and Regulations, Pension Funds, Risk Metrics, Risk Reporting, UCITS, wealth management | Leave a comment

What should we expect from VaR?

Posted on November 11, 2010 by admin

In this post we will discuss what VaR is, why it is used and what it can – and cannot – tell us; from a user point of view. VaR has three main goals: It puts a figure on the … Continue reading →

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