Research Services
The measurement and management of risk and capital requires a number of assumptions to made. Setting these assumptions requires a deep understanding of how markets work and interact. Recognising this need, we have created a consistent and economically coherent set of methodologies that inform our model calibrations - these are used by financial service companies all over the world.
You can access the results of our analysis and insights via online publications or through consultancy projects. If you are interested in finding out more or would like a quote please contact us.
Published Research
We publish the following research:
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Insights: An ad-hoc and thought-provoking series tackling issues faced in modelling and reporting financial risk.
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Financial Market Update: A quarterly update on key market variables and correlations.
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Financial Market Targets: Our quarterly estimates of targets for key market variables and correlations.
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Initial Yield Curves: Yield curves with a 120 year time horizon constructed using a standard methodology.
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Financial Market Projections: Market-implied forecasts for key market variables in a number of different economies.
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Liquidity Premium Report: Estimates of Expected Loss, Credit Risk Premium and Liquidity Premium in credit spreads.
Consultancy
Use our experience and expertise to help review your assumptions, formulate your views, provide portfolio specific assumptions or advise on methodology. To find out how our consultancy service can be tailored to help meet your needs please contact us or more information.
Speaking Engagements
Senior members of our team are available to present the results of our analysis and insights. Prices will depend on the preparation required - please contact us with information and we will prepare a quote.