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Events
Recent Seminars
WHEN Tuesday, October 21, 2008
WHERE Thomson Reuters – Thomson Reuters, Minato-ku, Tokyo
New Developments in Asset Management
"Beta as alpha", Market neutral and 130/30 strategies, Shifting correlation, volatility, and liquidity;
Factor models for multi-asset strategies that assist in both risk control and pricing for default risk in structured credit products;
Hedge fund index replication, and Updated analysis for impulse response functions and scenario analysis.
5pm – 5:45pm
Lessons Learned and the Shifting Focus of Financial Research
Takao Kobayashi
Professor of Economics, University of Tokyo
6:05pm - 7pm
From Financial Research to Successful Industry Applications
Terry Marsh
President and CEO of Quantal International Inc.
Emeritus Professor of Finance at Haas School of Business, UC Berkeley
This coming discussion will take place at: Thomson Reuters, 30F Akasaka Biz Tower, 5-3-1 Akasaka, Minato-ku, Tokyo 107-6330
Date: October 21
For Japanese:
http://www.carf.e.u-tokyo.ac.jp/research/20081021goudou-semi.html
WHEN Tuesday, September 23, 2008
WHERE Thomson Reuters – 3 Times Square, New York
Thomson Reuters Unveils JRisk Quantal Solution in NYC
Thomson Reuters hosted its latest RISK MANAGEMENT Forum - "Latest Innovations in Portfolio Risk Management" - on September 23rd at the 30th Floor Conference center at the Thomson Reuters headquarters in Times Square.
Co-hosted by Quantal International, "Latest Innovations in Portfolio Risk Management" highlighted to an audience of over 70 people the pressing need for financial institutions to integrate more sophisticated risk controls and solutions into their risk management infrastructure to sustain revenues in today's turbulent markets.
Larry Tint, Chairman of Quantal International and former U.S. CEO of Barclays Global Investors (BGI), Terry Marsh, President of Quantal, and Andreas Raggl of Thomson Reuters RISK, discussed in a panel forum risk management problems faced by many financial institutions including the inability to identify "unintended" bets associated with the portfolios they hold.
Our speakers demonstrated how "unintended" bets, in this case the effect oil prices have on non-oil stocks, can negatively affect the returns of even well-diversified portfolios. The forum then turned to how the JRisk/ Quantal solution helps identify and properly gauge the risk of these "unintended" bets providing portfolio managers the ability to properly manage and analyze the risk of a well-diversified, cross-asset portfolio - all in a single system.
The event presentation and podcast are now available at http://about.reuters.com/productinfo/risk/events/latestInnovations.aspx
WHEN Wednesday, July 2, 2008
WHERE Thomson Reuters - Canary Wharf, London
Implications of Recent Events for Risk Modeling
Speaker: Terry Marsh, CEO, Quantal International
Synopsis: The past ten months have been “interesting times” for risk management, with the inevitable ex post finger-pointing and calls for action. Terry briefly reviewed the discussion as background to our main focus on the financial innovation that has taken place, potential vulnerabilities in risk models, and possible remedies. In particular, we looked at the shifts over time in risk model structure – in factor structure and thus volatilities and correlations of asset returns and default rates; the calibration of default rates and the necessary transparency; consistency of the multi-factor models across asset classes (“enterprise risk”); and shifts in risk tolerance. We conclude with some analysis of the role that impulse response functions can play in analyzing the sensitivity of returns on assets or baskets on assets to shocks to critical risk parameters.
This chapter meeting was held by GARP and Thomson Reuters. For more information click here.
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02.01.2010
QED Financial Systems, based in Marlton, New Jersey, and Quantal
International, Inc. based in San Francisco, California, today announced the creation of strategic joint venture. Quantal's portfolio analysis including
multifactor risk modeling, value at risk (VaR), performance measurement, dynamic
attribution analysis, and portfolio planning will be seamlessly integrated for QED
clients and the broader financial market as single hosted solution. Please
click here for more details.
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08.01.2010
Quantal Lighthouse Solutions provides cutting-edge risk management,
portfolio optimization and trade execution solutions to Lighthouse trade clients.
The solutions combine the strengths of Quantal International
in investement R&D and custom applications with Lighthouse's rapidly growing
and innovative trading services. Please
click here for more details.
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