Inflation: The Challenge for Latin America Investors

In many Latin American countries, fast recovery from the financial crisis has come at the cost of an ongoing battle against inflation. Government responses have varied, and the interaction of inflation pressures, interest rates and currency valuations has created a difficult situation for institutional investors. Powerful statistical tools offer investors the opportunity to stay ahead of inflation.

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New Measures of
Systemic Risk

Systemic risk has emerged as a critical challenge for asset owners and managers around the world. But what exactly is systemic risk? Can it be measured? Can financial professionals deploy an early warning system to identify it and defend against it? New quantitative research approaches are answering these questions and opening up a whole new field of portfolio and risk management.

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Turbulence, Systemic Risk
and Dynamic Portfolio
Construction

History shows that turbulence is inherent in financial markets, making risk management a challenge. Previous attempts to measure this turbulence have focused on volatility and ignored the impact of correlations between investments. Risk management groups are now looking at these correlations to help clients monitor the turbulence level of the market.

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