Tag Archives: technical
The Lognormal Bridge
This note discusses the use of a “lognormal bridge” to estimate interest rate statistics and to calculate HVAR.
Calculating Risk Under Market Uncertainty:
There is No Right Answer
When newcomers to the field of quantitative finance are assigned the task of writing up an analysis, they will often show numbers using five, six or even more digits to the right of the decimal point. This may be driven by the part of the brain that craves precision and exactness. Given the unstable nature of financial data, does that mean it is a fool’s errand to try to estimate risk?
Risk Monitoring Through Turbulent Markets
Markets change frequently and often erratically, presenting risk managers, asset managers, and investors with enormous uncertainty. Given the market volatility in recent months, it is especially important to monitor real-time risks and to test a portfolio’s resilience under future possible market fluctuations.
Hundreds of Interactive Dashboards a Click Away
When investors, clients, managers, regulators, or compliance departments request a report on their fund’s VaR, stress tests, or performance, it should be just a click away. That’s exactly what TS Imagine’s Dashboards and reports are designed to provide.