White Papers

White Paper:
Predicting the Past

Historical VaR (HVaR) has become a standard measurement of risk. Many firms now require a full twelve years of prices (plus data from further back such as the Great Recession of 2008–2009). However, this requirement introduces a conundrum: what do we do when a company has not been around for a full twelve years?

August 22, 2022

Research Summary: Prime Brokerage, Margin, Collateral and Data

This summary is based on research conducted between February and March 2021 with 20 banks looking at current trends and priorities for Prime Brokers in the Margin, Collateral and Data areas.

September 15, 2021

Round Table Summary: Prime Brokerage, Margin, Collateral and Data

Offering valuable insight into the priorities and challenges facing prime brokers, broker dealers and clearers, this report is a summary of the discussion during the Margin, Collateral and Data Round Table, sponsored by TS Imagine on Thursday 25th March 2021.

April 29, 2021
When the market flips its lid, what does it mean for LDI?

When the Market Flips its Lid, What Does it Mean for LDI?

An area of investment management that is particularly exposed to changes in interest rates (nominal and real) is the world of Liability-driven Investing (LDI). This eBook provides an overview of the concept, and then dives into the key questions regarding risk management for liability-driven investing and provides technology tips.

October 12, 2020

Brochures

HVaR: Predicting the Past

HVaR: Predicting the Past

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    AUGUST 2021 – Research Summary: Prime Brokerage, Margin, Collateral and Data

    AUGUST 2021 – Research Summary: Prime Brokerage, Margin, Collateral and Data

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      MARCH 2021 – Round Table Summary: Prime Brokerage, Margin, Collateral and Data

      MARCH 2021 – Round Table Summary: Prime Brokerage, Margin, Collateral and Data

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        12 Key Questions LDI Managers Should Be Asking

        12 Key Questions LDI Managers Should Be Asking

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