EDHEC-Risk Institute and CACEIS undertake research on risk
28 May 2013 Nice
Image: Shutterstock
CACEIS and EDHEC-Risk Institute have announced the creation of a new research chair at EDHEC-Risk Institute: “New frontiers in risk assessment and performance reporting.”
This new three-year chair will follow on from the previous CACEIS research chair at EDHEC-Risk Institute on risk and regulation in the European fund management industry.”
Led by Professor Noël Amenc, director of EDHEC-Risk Institute, and Professor Lionel Martellini, scientific director, the research chair team will examine new advances in risk measurement and reporting.
The goal is to explore, for the benefit of institutional investors and asset managers, both new concepts and innovative applications of concepts that are popular in the investment world.
The chair will focus on the consequences for the reporting of both institutional investors and asset managers of a change from asset allocation to risk allocation, increasingly present within institutional investment and asset management, which is leading to a focus on categories of risk rather than categories of assets.
The chair will also research an improvement in extreme risk measures and reporting for funds and institutional investment management.
Jean-Marc Eyssautier, chief risk and compliance officer for CACEIS Group, said the work will decide what services a major custody and depository player should be able to offer the asset management industry.
Professor Noël Amenc, director of EDHEC-Risk Institute, said: “With the support of CACEIS, we very much look forward to advancing research in the different areas covered by this new research chair—improved risk reporting, by shifting from asset allocation to risk factor allocation; enhanced risk measurement for diversified equity portfolios; and better geographic segmentation for equity investing.”
This new three-year chair will follow on from the previous CACEIS research chair at EDHEC-Risk Institute on risk and regulation in the European fund management industry.”
Led by Professor Noël Amenc, director of EDHEC-Risk Institute, and Professor Lionel Martellini, scientific director, the research chair team will examine new advances in risk measurement and reporting.
The goal is to explore, for the benefit of institutional investors and asset managers, both new concepts and innovative applications of concepts that are popular in the investment world.
The chair will focus on the consequences for the reporting of both institutional investors and asset managers of a change from asset allocation to risk allocation, increasingly present within institutional investment and asset management, which is leading to a focus on categories of risk rather than categories of assets.
The chair will also research an improvement in extreme risk measures and reporting for funds and institutional investment management.
Jean-Marc Eyssautier, chief risk and compliance officer for CACEIS Group, said the work will decide what services a major custody and depository player should be able to offer the asset management industry.
Professor Noël Amenc, director of EDHEC-Risk Institute, said: “With the support of CACEIS, we very much look forward to advancing research in the different areas covered by this new research chair—improved risk reporting, by shifting from asset allocation to risk factor allocation; enhanced risk measurement for diversified equity portfolios; and better geographic segmentation for equity investing.”
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