Introducing 'liquidity VaR' and other post-crisis notions

Mar 24, 2010

With so many concepts about portfolio management having failed during the credit crisis, State Street is coming up with new ways for institutional investors to think about risk.

Introducing 'liquidity VaR' and other post-crisis notions

The 2007-08 financial crisis upended some of the conventional wisdom about investing. Pension funds, insurance companies and other long-term investors were taught that the best way to mitigate risk was to diversify, stick to long-term allocations and rebalance automatically.

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