Events tagged "Assets Management":

Mumbai, India

Scope and Purpose: Asset and liability management (ALM) strategies can be applied in a number of financial planning contexts: pension funds, insurance, banks lending and borrowing and life cycle planning for wealthy individuals. The quant models for these applications compute various risk exposures such as longevity risk, interest rate risk, inflation risk, default risk etc. Read more »

Mumbai, India

Scope and Purpose:
The 2008 Global Financial Crisis brought to light the limitations of classical asset pricing models, which assume returns are normally distributed. What are termed as 6sigma to 10sigma events, which are supposed to happen once in 10,000 to 1 million years, happened every few decades. Read more »