Macro risk | Jotup

Risk Dashboard: European insurers’ macro risk exposures decreased, while concerns going forward remain

Retrieved on:

星期二, 二月 9, 2021

Capital requirement, European Insurance and Occupational Pensions Authority, European Union, Insurance regulation, Finance, Money, Macro risk, Solvency II, Insurance, Risk, Own risk and solvency assessment

The European Insurance and Occupational Pensions Authority (EIOPA) published today its Risk Dashboard based on the third quarter of 2020 Solvency II data.

Key Points:

The European Insurance and Occupational Pensions Authority (EIOPA) published today its Risk Dashboard based on the third quarter of 2020 Solvency II data.
The results show that insurers exposures to macro risks decreased from very high to high level, while all other risk categories remain at medium level.
With regards to macro risk, Gross Domestic Product (GDP) growth forecasts, amid upward revisions, show the strongest expected decline in the last quarter of 2020 and the first recovery in the second quarter of 2021.
Financial markets positively reacted to the Covid-19 vaccine news in the second half of 2020 with market and credit risk indicators stabilising.

EIOPA’s Risk Dashboard: European insurers remain exposed to high risks since the outbreak of COVID-19

Retrieved on:

星期二, 八月 18, 2020

Finance, Money, Financial law, Actuarial science, Insurance, Financial risk, Macro risk, Risk, Capital requirement, Own risk and solvency assessment, Political risk

The results show that the risk exposures of the European Union insurance sector remain generally high compared to April as a result of the COVID-19 outbreak.

Key Points:

The results show that the risk exposures of the European Union insurance sector remain generally high compared to April as a result of the COVID-19 outbreak.
Insurers are particularly exposed to very high levels of macro risk, while market, credit, profitability and solvency risks are at high level.
With regard to macro risk, Gross Domestic Product (GDP) growth as well as inflation forecasts have been revised significantly downwards for all geographical areas.
Credit risk remains at high level, as the risk of credit events persist elevated going forward.

Macro Risk Advisors Hires Edward Tom to Lead Derivatives and Quantitative Strategy Effort

Retrieved on:

星期四, 四月 16, 2020

Economy, Finance, Money, Financial law, Financial risk, Macro risk, Derivative, Quantitative analyst, Investor

NEW YORK, April 16, 2020 /PRNewswire/ -- Macro Risk Advisors (MRA), a leading provider of derivatives strategy and trade execution for institutional investors, announced the hire of Edward Tom as Head of Derivatives and Quantitative Strategy.

Key Points:

NEW YORK, April 16, 2020 /PRNewswire/ -- Macro Risk Advisors (MRA), a leading provider of derivatives strategy and trade execution for institutional investors, announced the hire of Edward Tom as Head of Derivatives and Quantitative Strategy.
Mr. Tomis a 30-year Wall Street veteran specializing in quantitative factor models and derivatives research with applications to equity risk management and portfolio trading and construction.
He was most recently a partner at Sakonnet Point Capital, where he led the firm's quantitative research effort.
Macro Risk Advisors is an independent derivatives strategy and execution firm headquartered inNew Yorkand specializing in translating proprietary market intelligence into specific trading ideas for institutional investors.

Macro Risk Advisors Adds to Institutional Coverage Group with Four Senior Appointments

Retrieved on:

星期二, 四月 14, 2020

Economy, Finance, Money, Investment, Canaccord Genuity, Macro risk, Genuity, Financial risk, Institutional Investor, Investor

MRA's decision to expand its coverage team comesat a time ofan unprecedented surge in market volatility and resulting demand from investors for solutions on how to effectively manage portfolio risk.

Key Points:

MRA's decision to expand its coverage team comesat a time ofan unprecedented surge in market volatility and resulting demand from investors for solutions on how to effectively manage portfolio risk.
Mr. Harvey and Mr. Strazzella join from Canaccord Genuity LLC, where both provided cash equity coverage to institutional investors.
At MRA, Mr. Harvey will deliver the firm's insights to clients and provide execution coverage across both equities and listed options.
Macro Risk Advisors is an independent derivatives strategy and execution firm headquartered inNew Yorkand specializing in translating proprietary market intelligence into specific trading ideas for institutional investors.

HiddenLevers Offers Free Portfolio Stress Testing as Black Swans Gather

Retrieved on:

星期二, 三月 17, 2020

Economy, Risk, Finance, HiddenLevers, Personal finance, Stress test, Macro risk, Financial risk

"Our functionality enables the nuance that coronavirus conversations deserve, and the current black swans show why our scenario-based approach is so valuable.

Key Points:

"Our functionality enables the nuance that coronavirus conversations deserve, and the current black swans show why our scenario-based approach is so valuable.
"As we hit peak uncertainty, we want the whole industry to see what best-of-breed portfolio stress testing looks like.
That includes macro risk parity, quality black swan analysis, interactive scenario modeling, and even stress testing for financial plans," said Raj Udeshi, a HiddenLevers Founder.
The cloud-based platform includes a macro-scenario library, proposal generation, portfolio stress testing, model construction, and enterprise monitoring of risk, revenue, and KPI.

Brian Bier Promoted to President at Macro Risk Advisors

Retrieved on:

星期四, 十月 10, 2019

Economy, Finance, Money, Funds, Macro risk, Financial risk, Investor

NEW YORK, Oct. 10, 2019 /PRNewswire/ -- Macro Risk Advisors (MRA), a leading provider of global market risk analysis and execution services for institutional investors, today announced the promotion of Brian Bier to President.

Key Points:

NEW YORK, Oct. 10, 2019 /PRNewswire/ -- Macro Risk Advisors (MRA), a leading provider of global market risk analysis and execution services for institutional investors, today announced the promotion of Brian Bier to President.
During his 7 year tenure at the firm, Mr. Brier has been a partner, leading the sales and execution effort and covering institutional clients.
In his expanded leadership role, Mr. Bier will provide increased direction to MRA's strategy product, developing trade ideas and content that help clients manage risk.
Macro Risk Advisors is an independent derivatives strategy and execution firm headquartered in New York and specializing in translating proprietary market intelligence into specific trading ideas for institutional investors.

OptionMetrics Announces Keynote for 8th Annual Research Conference

Retrieved on:

星期五, 九月 27, 2019

OptionMetrics , an options database and analytics provider for international institutional investors and academic researchers, is announcing Dean Curnutt, Founder and CEO of Macro Risk Advisors, will keynote its 8th Annual Research Conference (ORC2019) , Monday, October 28, at Fordham University, New York City.

Key Points:

OptionMetrics , an options database and analytics provider for international institutional investors and academic researchers, is announcing Dean Curnutt, Founder and CEO of Macro Risk Advisors, will keynote its 8th Annual Research Conference (ORC2019) , Monday, October 28, at Fordham University, New York City.
A recognized expert on risk and cross-asset volatility, he frequently appears on Bloomberg TV to share his views on markets and has delivered keynote presentations at the CBOE Risk Management Conference.
We are always amazed at the caliber of research and insights that are gleaned from OptionMetrics data and this years papers are no exception.
Leading portfolio managers, equity options traders, and quantitative researchers rely on OptionMetrics for extensive, high-quality data to construct and test options investment strategies, perform empirical research, and accurately assess risk.

Jerry Hammerschmidt to Partner at Macro Risk Advisors

Retrieved on:

星期四, 八月 8, 2019

Economy, Finance, Money, Macro risk, Funds, Financial risk, Investor

NEW YORK, Aug. 8, 2019 /PRNewswire/ -- Macro Risk Advisors (MRA), a leading provider of global market risk analysis and execution services for institutional investors, today announced the promotion ofJerry Hammerschmidt to Partner.

Key Points:

NEW YORK, Aug. 8, 2019 /PRNewswire/ -- Macro Risk Advisors (MRA), a leading provider of global market risk analysis and execution services for institutional investors, today announced the promotion ofJerry Hammerschmidt to Partner.
This appointmentstrengthens the management of MRA and further enables the firm to achieve its mission of helping clients better manage risk and generate return.
"I'm excited to be recognized through this promotion and I look forward to continuing to work with our team to help our clients effectively manage risk and develop investment themes," said Mr. Hammerschmidt.
Macro Risk Advisors is an independent derivatives strategy and execution firm headquartered inNew Yorkand specializing in translating proprietary market intelligence into specific trading ideas for institutional investors.

Chris Kettenmann Promoted to Head of Strategic Content

Retrieved on:

星期一, 十二月 10, 2018

Investment, Financial risk, Macro risk, Institutional Investor

NEW YORK, Dec. 10, 2018 /PRNewswire/ -- Macro Risk Advisors (MRA), a leading provider of global market risk analysis and execution services for institutional investors, today announced the promotion ofChris Kettenmannto Head of Strategic Content.

Key Points:

NEW YORK, Dec. 10, 2018 /PRNewswire/ -- Macro Risk Advisors (MRA), a leading provider of global market risk analysis and execution services for institutional investors, today announced the promotion ofChris Kettenmannto Head of Strategic Content.
The promotionof Mr. Kettenmann demonstrates MRA's ongoing commitment to helping clients navigate securities markets through different risk cycles.
In this new role, Mr. Kettenmann will spearhead MRA's overall strategy effort, providing clients with a cohesive product that leverages the work done by the firm's strategists.
In addition to this expanded role, Mr. Kettenmann will continue to serve clients in the capacity as Chief Energy Strategist for MRA.

Macro Risk Advisors Expands Strategy Team with Hire of John Kolovos as Chief Technical Strategist

Retrieved on:

星期三, 六月 13, 2018

Financial law, Economy, Financial risk, Macro risk, Risk, Derivative

NEW YORK, June 13, 2018 /PRNewswire/ -- Macro Risk Advisors (MRA), a leading provider of global market risk analysis and execution services for institutional investors, announced today the hire of John Kolovos as Chief Technical Strategist, as well as the promotion of Mayank Seksaria to Chief Macro Strategist.

Key Points:

NEW YORK, June 13, 2018 /PRNewswire/ -- Macro Risk Advisors (MRA), a leading provider of global market risk analysis and execution services for institutional investors, announced today the hire of John Kolovos as Chief Technical Strategist, as well as the promotion of Mayank Seksaria to Chief Macro Strategist.
"John, Mayank and Vinay add key expertise to MRA as we further build out our capabilities in developing strategies that help our clients optimize performance throughout the risk cycle," said Dean Curnutt, CEO of Macro Risk Advisors.
Prior to joining Three-Five Global Analytics, Mr. Kolovos was a Global Technical Strategist at Fidelity Management & Research.
Macro Risk Advisors is an independent derivatives strategy and execution firm headquartered inNew Yorkand specializing in translating proprietary market intelligence into specific trading ideas for institutional investors.