Tue, Jan 23, 2018
A A A
Welcome Guest
Free Trial RSS
Get FREE trial access to our award winning publications
Alternative Market Briefing

For fiscal cliff wary asset managers, Investor Analytics offers stress tests

Wednesday, November 28, 2012

Bailey McCann, Opalesque New York: Asset managers and owners have a new weapon in understanding and preparing for the fiscal cliff, such that it happens in the US. Investor Analytics LLC (IA), a global leader in risk management solutions, has developed stress tests for asset managers and owners to navigate through any "fiscal cliff" outcome. IA estimates that balanced funds comprising US equities and bonds may suffer losses in the range of 10% to 21% from the fallout of fiscal cliff negotiations. IA’s stress tests are designed to help managers prevent catastrophic loss by stressing portfolios against the gamut of potential market reactions.

"Fiscal Cliff" has become the catch-all term for the package of across-the-board budget cuts included as part of last year's deal to raise the US federal debt ceiling, that ultimately resulted in the first ever credit downgrade of the US. The budget cuts will begin on January 1, 2013 and span the remainder of the year if no deal is reached on broader debt restructuring before then. Many have described the cuts as apocalyptic, although they essentially bring US spending back in line with 2007 levels.

Congress is expected to deal with the fiscal cliff and at a minimum get to some temporary deal in the lame duck session, although Senate Majority Leader Harry Reid (D-NV) said today in a press conference with reporters that "little progress," had been made causing US equities to tick ......................

To view our full article Click here

Today's Exclusives Today's Other Voices More Exclusives
Previous Opalesque Exclusives                                  
More Other Voices
Previous Other Voices                                               
Access Alternative Market Briefing

 



  • Top Forwarded
  • Top Tracked
  • Top Searched
  1. Opalesque Exclusive: Statsure Financial launches captive insurer for hedge funds[more]

    Bailey McCann, Opalesque New York: Hedge fund managers have a new option for protecting their business. Launching this week at the annual MFA Conference, Statsure Financial is offering a captive insurance solution for hedge fund managers. Many large companies have captive insurers - insurance

  2. Legal - Former Och Ziff hedge fund executive indicted for fraud in Africa investment scheme, prosecutor says, Hedge fund blasts defense of Puerto Rico restructuring law[more]

    Former Och Ziff hedge fund executive indicted for fraud in Africa investment scheme, prosecutor says From CNBC.com: A former hedge fund executive faces federal charges for defrauding a UK-based charity over investments in Africa, according to a grand jury indictment made public Wednesday.

  3. U.S. economy, inflation and alternative investments to dominate 2018 markets, says family office Wilmington Trust[more]

    Komfie Manalo, Opalesque Asia: The emergence of a late-cycle economy in the U.S., the mystery of inflation and growth from a domestic and global perspective, and the potential for alternative investments to prosper against a backdrop of rich valuations, low yields, and higher volatility are the t

  4. Performance - Some hedge funds deliver double-digit gains for 2017, Brevan Howard's hedge fund suffers biggest annual loss in 2017, Crispin Odey's flagship hedge fund plummeted about 20% in 2017, Profits fall 90% at ex-Morgan Stanley banker's hedge fund, Fannie-Freddie overhaul might mint hedge fund riches, losses[more]

    Some hedge funds deliver double-digit gains for 2017 From Reuters/Investing.com: A handful of hedge funds ended 2017 with double digit returns, their investors said, at a time the $3 trillion industry took in fresh money and posted its best returns in years, industry data show. Act

  5. Investing - Hedge funds start 2018 with record $19 billion bet on the euro, Hedge fund Kora Management invests in Satin Creditcare[more]

    Hedge funds start 2018 with record $19 billion bet on the euro From Reuters.com: Hedge funds have kicked off 2018 with their biggest bet ever on the euro rising, a clear vote of confidence in the single currency but, with positioning so stretched, one which could backfire in the near ter