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108 views
which product supports Basel III LCR (liquidity coverage ratio) reporting?
After Jan 2013 change, now the main reporting changes requested from Basel III is LCR, Liquidity Coverage Ratio.
Moody's has a product named RiskAuthority (previously Fermat CAD) that is going to ...
3
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1answer
141 views
Examples of investable factors via factor funds/ETFs
In the draft chapter about hedge funds of his forthcoming book Andrew Ang postulates the dawn of new factor funds (p. 35 ff.), i.e. funds that directly target factors like volatility, value-growth, ...
