CASE STUDY: ROBECO
A large, highly respected asset manager that offers both fundamental and quantitative strategies across asset classes replaced an incumbent vendor with TS Imagine for its Insurance and Pension Solutions (IPS) group to manage their bespoke Liability-Driven Investing (LDI) solutions, Buy & Maintain strategies, and more.
TS Imagine is proud to announce that we have been ranked no 1 in the Technology and Techniques category by Chartis Research in the Chartis RiskTech Buyside 50 report.
HVaR, By Dr Lance Smith, Chief Strategy Officer, TS Imagine Historical VaR (HVaR) has become a standard measurement of risk, in which a current portfolio is subjected to the market conditions of a prior day and the resulting P&L is recorded. Read entire article here.
HVaR assumes that present market dynamics are captured in past behavior so what should we do when the world changes? Since Russia's invasion of Ukraine, commodity markets have entered new trading patterns and Lance Smith, TS Imagine Chief Strategy Officer explains some of the tools that can be used to help HVaR without disturbing other risk factors.