Financial risk modeling

Canacol Energy (CNE): Ready to exploit Colombian tightening gas market

Thursday, January 14, 2021 - 8:02am

As we look across the E&P investment universe, few companies potentially offer greater asymmetric risk/reward upside compared with Canacol.

Key Points: 
  • As we look across the E&P investment universe, few companies potentially offer greater asymmetric risk/reward upside compared with Canacol.
  • The company is playing into a tightening Colombian gas market, which should continue to support favourable pricing and longer-term growth plans.
  • Our base case valuation stands at C$5.87/share and assumes the world will return to normal in 2022, with gas sales resuming to pre-COVID-19 levels.
  • With fixed gas prices for the medium term and 624bcf 2P reserves, the downside exposure to this valuation is limited to exploration success and decreased gas demand.

Innealta’s International Fund Delivers Three Times the Return and Half the Drawdown

Wednesday, January 6, 2021 - 10:03am

The Fund experienced half the drawdown and delivered more than three times the returns than its competitors in 2020.

Key Points: 
  • The Fund experienced half the drawdown and delivered more than three times the returns than its competitors in 2020.
  • Risk (drawdown): ICCIX experienced a maximum peak-to-trough contraction of 17.03%, representing only 49.51% and 50.33% of its benchmark and competitors drawdown, respectively.
  • Over the five years that Dr. Sciaraffias team has managed ICCIX, 2020 marks the second year the Fund has ranked in the top 1 percentile.
  • Moreover, under his tenure, the Fund has outperformed its benchmark and competitors for all relevant periods, i.e., 1, 3, and 5 years.

Ensysce Biosciences, a California Based Biotech With a Mission to Solve the Opioid Crisis, Secures $60 Million Capital Commitment From Global Emerging Markets

Thursday, December 31, 2020 - 1:00pm

Today Ensysce announced that it has signed an agreement with GEM Global Yield LLC SCS, (GEM) a Luxembourg-based private, alternative investment group.

Key Points: 
  • Today Ensysce announced that it has signed an agreement with GEM Global Yield LLC SCS, (GEM) a Luxembourg-based private, alternative investment group.
  • Ensysce will control the timing and maximum amount of drawdown under this facility and has no minimum drawdown obligation.
  • The current pandemic has seen a rise in opioid deaths, and Ensysce believes its products will save countless lives.
  • Global Emerging Markets ("GEM") is a $3.4 billion alternative investment group based in Paris, New York and Los Angeles.

AxiomSL Stress Testing Module Named Best Solution for Credit Risk Modelling at Regulation Asia Awards for Excellence

Wednesday, December 16, 2020 - 6:00am

SINGAPORE and LONDON andNEW YORK, Dec.16, 2020 /PRNewswire/ -- AxiomSL ,the industry's leading provider of risk and regulatory reporting solutions, today announced that it received the award for Best Solution: Credit Risk Modeling at the third annual Regulation Asia Awards for Excellence 2020.

Key Points: 
  • SINGAPORE and LONDON andNEW YORK, Dec.16, 2020 /PRNewswire/ -- AxiomSL ,the industry's leading provider of risk and regulatory reporting solutions, today announced that it received the award for Best Solution: Credit Risk Modeling at the third annual Regulation Asia Awards for Excellence 2020.
  • In recognizing the AxiomSL IntegratedModelView credit risk model management solution as the best in its category, the Regulation Asia Awards for Excellence highlighted the software's flexible and transparent stress testing and risk modelling capabilities.
  • The IntegratedModelView module enables financial institutions to meet constantly evolving Basel and IFRS-9-driven credit risk and liquidity reporting requirements by automatically incorporating their various risk models into AxiomSL's ControllerView platform.
  • The Regulation Asia Awards for Excellence 2020 were presented on December 15, 2020.

AxiomSL Stress Testing Module Named Best Solution for Credit Risk Modelling at Regulation Asia Awards for Excellence

Wednesday, December 16, 2020 - 6:00am

SINGAPORE and LONDON and NEW YORK, Dec.16, 2020 /PRNewswire/ -- AxiomSL ,the industry's leading provider of risk and regulatory reporting solutions, today announced that it received the award for Best Solution: Credit Risk Modeling at the third annual Regulation Asia Awards for Excellence 2020.

Key Points: 
  • SINGAPORE and LONDON and NEW YORK, Dec.16, 2020 /PRNewswire/ -- AxiomSL ,the industry's leading provider of risk and regulatory reporting solutions, today announced that it received the award for Best Solution: Credit Risk Modeling at the third annual Regulation Asia Awards for Excellence 2020.
  • In recognizing the AxiomSL IntegratedModelView credit risk model management solution as the best in its category, the Regulation Asia Awards for Excellence highlighted the software's flexible and transparent stress testing and risk modelling capabilities.
  • The IntegratedModelView module enables financial institutions to meet constantly evolving Basel and IFRS-9-driven credit risk and liquidity reporting requirements by automatically incorporating their various risk models into AxiomSL's ControllerView platform.
  • The Regulation Asia Awards for Excellence 2020 were presented on December 15, 2020.

Qontigo Launches a Global Equity Linked Factor Risk Model

Thursday, December 3, 2020 - 3:00pm

NEW YORK, Dec. 3, 2020 /PRNewswire/ --Qontigo, an investment intelligence leader and provider of best-of-breed analytics and world-class indices, launched its first Worldwide Equity Linked Factor Risk Model, providing targeted factor exposures through a combination of the Axioma US, Developed Markets ex-US and Emerging Market Equity Factor Risk Models.

Key Points: 
  • NEW YORK, Dec. 3, 2020 /PRNewswire/ --Qontigo, an investment intelligence leader and provider of best-of-breed analytics and world-class indices, launched its first Worldwide Equity Linked Factor Risk Model, providing targeted factor exposures through a combination of the Axioma US, Developed Markets ex-US and Emerging Market Equity Factor Risk Models.
  • The Axioma Worldwide Equity Linked Factor Risk Model leverages a state-of-the-art modeling technique offering a number of benefits for end users including:
    "The best risk model is always going to be the one that is most closely aligned to your investment process," said Alessandro Michelini, Head of Portfolio Solutions at Qontigo.
  • The Axioma Worldwide Equity Linked Factor Risk Model is available as a flat file and application file format in both short- and medium-term horizons that are updated daily.
  • This latest launch follows the release of the Axioma Developed Markets ex-US Equity Factor Risk Model in September.

Qontigo Releases Developed Markets ex-US Equity Factor Risk Model

Thursday, October 1, 2020 - 3:00pm

NEW YORK, Oct. 1, 2020 /PRNewswire/ --Qontigo, an investment intelligence leader and provider of best-of-breed analytics and world-class indices, has announced the release of the Axioma Developed Markets ex-US Equity Factor Risk Model (AXDMxUS4) as part of its Equity Factor Risk Model Suite.

Key Points: 
  • NEW YORK, Oct. 1, 2020 /PRNewswire/ --Qontigo, an investment intelligence leader and provider of best-of-breed analytics and world-class indices, has announced the release of the Axioma Developed Markets ex-US Equity Factor Risk Model (AXDMxUS4) as part of its Equity Factor Risk Model Suite.
  • This newly launched model allows investors to capture factor exposures and risks in developed markets without the weight of the US and results in superior alignment with investors' unique strategies.
  • "The additional flexibility caters to unique mandates rather than offering an overarching view of risk from a global model."
  • The model covers 20,000 securities from 24 markets and includes 13 market-based and 15 fundamental style factors estimated daily to provide deeper insights into short and medium-horizon risk.

AIR Worldwide Releases Updated Multiple Peril Crop Insurance Model for China

Tuesday, September 22, 2020 - 11:11am

Boston, Sept. 22, 2020 (GLOBE NEWSWIRE) -- Catastrophe risk modeling firm AIR Worldwide (AIR) today announced that it released an updated Multiple Peril Crop Insurance (MPCI) Model for China to support probabilistic assessments for five newly modeled crop lines of business and a newly modeled sub-peril.

Key Points: 
  • Boston, Sept. 22, 2020 (GLOBE NEWSWIRE) -- Catastrophe risk modeling firm AIR Worldwide (AIR) today announced that it released an updated Multiple Peril Crop Insurance (MPCI) Model for China to support probabilistic assessments for five newly modeled crop lines of business and a newly modeled sub-peril.
  • Since then, the model has been updated several times to keep it current with the fast-changing Chinese agricultural insurance market, said Dr. Jeff Amthor, assistant vice president, AIR Worldwide.
  • The AIR Multiple Peril Crop Insurance Model for China leverages a 10,000-year stochastic catalog that contains losses reflecting the most recent assumptions regarding policy conditions.
  • The AIR Multiple Peril Crop Insurance Model for China is available in the 2020 release of the Touchstone Re catastrophe risk management system.

Cabana Asset Management Introduces New Suite of Target Drawdown ETFs with More Than $1 Billion in Initial Assets

Thursday, September 17, 2020 - 2:00pm

There are five strategies in the initial suite of ETFs with target drawdown percentages ranging from 5% to 16%.

Key Points: 
  • There are five strategies in the initial suite of ETFs with target drawdown percentages ranging from 5% to 16%.
  • Cabana Target Drawdown 7 (Ticker: TDSB): is one of five ETFs in the series.
  • Cabana Target Drawdown 10 (Ticker: TDSC): is one of five ETFs in the series.
  • Cabana Target Drawdown 16 (Ticker: TDSE): is the most aggressive of the five ETFs in the series.

Ecoark Holdings, Inc Acquires Additional Energy Assets From Subsidiary of Sanchez Energy Corporation

Wednesday, June 24, 2020 - 12:00pm

We are excited to announce the completion of an additional highly opportunistic acquisition of energy assets as we continue to grow our portfolio of high-quality cash generating assets, said Randy May, Chairman and Chief Executive Officer of Ecoark.

Key Points: 
  • We are excited to announce the completion of an additional highly opportunistic acquisition of energy assets as we continue to grow our portfolio of high-quality cash generating assets, said Randy May, Chairman and Chief Executive Officer of Ecoark.
  • This acquisition complements our existing asset portfolio in the region and reflects Ecoarks ongoing commitment to its holding company strategy and industry diversification.
  • These statements are based on management's current expectations and beliefs, as well as a number of assumptions concerning future events.
  • Additional risks and uncertainties are identified and discussed in each company's filings with the SEC, which are available at the SEC's website at www.sec.gov.