PODCAST

The challenges of modelling risk in today’s market

The challenges of modelling risk in today’s market

In this podcast, Alex Botte (pictured), CFA, CAIA, Client Solutions Research at Two Sigma and Venn, discusses what impact Covid-19 has had on the way risk is perceived, modelled, and ultimately managed within investor portfolios. And how next generation AI tools are helping to generate fresh insights on how factor risks are understood. During the discussion, Alex provides some examples of how Venn thinks about managing inflation risk exposures, crypto asset risk exposures, and what the latest developments are on translating ESG considerations into risk factor decomposition.

SPONSORED CONTENT

AI-driven data insights set to improve transparency in credit markets

AI-driven data insights set to improve transparency in credit markets

The fallout from the Greensill collapse in recent weeks has highlighted just how vital it is to have a transparent view on credit risk, whether it is in supply chain finance or the equity tranche of a CLO. In any investment fund the buck stops with the portfolio manager; they are the ones making critical decisions and one must assume they understand the underlying risk. 

MANAGER INSIGHTS

Crypto hedge fund Nickel Digital is thriving on bitcoin’s price volatility

Crypto hedge fund Nickel Digital is thriving on bitcoin’s price volatility

As the ongoing digital assets boom continues to throw up myriad investment opportunities for asset managers and investors alike, London-based Nickel Digital Asset Management aims to bridge the gap between traditional finance and the cryptocurrency market, offering a diverse range of investment strategies across the hedge fund, multi-strategy and long-only spectrum.