Evaluating Benchmark Misfit Risk
CFA Institute
DECEMBER 19, 2022
How can we identify and measure a portfolio's benchmark misfit risk?
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CFA Institute
DECEMBER 19, 2022
How can we identify and measure a portfolio's benchmark misfit risk?
CFA Institute
JULY 14, 2023
Can we retain the benefits and economically sound basis of a factor approach to equity investing while more closely aligning a factor portfolio’s performance to a cap-weighted benchmark?
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The decision follows a consultation in Dec 2020 led by ICE Benchmark Administration, which compiles and oversees the daily rate. According to the FCA, banks will have time — until June 2023 — to extricate themselves from US$200 trillion of contracts tied to Libor. Hong Kong is also developing an alternative rate.
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Their agreement will pull more than 200 evaluation criteria within the Supplier Risk tool to strengthen SAP Ariba’s ability to asses potential supply chain threats, disruptions and vendor risk exposures. Vendor risk is becoming an increasingly integral part of the supply chain management process, according to analysts.
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And you know, at the end of the day, un unless we have investment guidelines or restrictions from clients, you know, we seek alpha with a bit of ag agnosticism to both the benchmark and the region. 00:27:56 [Speaker Changed] So let’s talk a little bit about risk management. What are some other unintended risks?
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Understand and Mitigate Risks: A CFO must have a comprehensive understanding of the various risks the company faces, including operational, financial, and strategic risks. This involves developing risk management strategies to prevent or mitigate potential adverse impacts on the company.
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