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Building Smarter Portfolios with Factor Models

In a recent Insights article, we discussed how factor models are changing the way institutional investment managers analyze and measure portfolio risk. In this Insight, we’ll examine factor-based investment methods and challenges, and discuss how managers use Charles...

Enhancing Portfolio Construction with Factor Models

Factor models and factor-based investing are changing the way institutional investment managers construct portfolios and analyze risk. This Insight discusses how factor models enable better portfolio risk assessments and how they are implemented in Charles River’s...

Re-thinking Buy-Side Portfolio Decision Support

Portfolio decision support solutions provide integrated multi-asset risk management and scenario analysis, performance measurement and attribution, and portfolio analysis and construction capabilities on a single platform, with managed security and benchmark data,...

Valuing Interest Rate Swaps: The Importance of Dual Curve Stripping

Sign Up for Charles River News An Interest Rate Swap (IRS) is a versatile and widely used derivative that helps firms manage interest rate exposures, reduce borrowing costs, and restructure cash flows in a cost-effective manner. A vanilla IRS allows two parties, each...

Two Approaches to Stress Testing

Sign Up for Charles River News Stress tests are risk management tools widely used by both institutional investment managers and regulatory authorities. While annual Dodd-Frank Act stress tests of large financial institutions garner lots of media coverage, the same...