In a significant move to advance climate risk management in Africa, RISK INSIGHTS has partnered with FUSION GROUP to enhance ESG (Environmental, Social, and Governance)
UK pension funds have given mixed views on calls from two of Netherlands’ largest schemes to penalise asset managers for poor performance. Read full article.
London-based Fusion Asset Management is seeing increasing interest from corporate treasurers in a new foreign exchange liquidity hedging programme it launched last year following a
March 3, 2010 Kirill Ilinski Fusion Asset Management Working Paper No. FAM-02-10 Abstract: In this paper we introduce a novel structure for performance-based compensation, the Shock
Credit Risk Reversal (CRR), a market model for relative Credit/Equity Volatility pricing and hedging, corrected the short-comings of structural Merton-style debt-equity models and resulted in
January 1, 2010 Kirill Ilinski, Alexis Pokrovski Fusion Asset Management Working Paper No. FAM-01-10 Abstract: In this paper we examine in detail the qualitative effects