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News and Information

Following the recent market turmoil and subsequent deterioration of global liquidity, The Clifton Group would like to share three key ways in which a policy overlay program may improve a fund’s risk controls, expected return, and overall flexibility.  Please click here to read more. 

Clifton's 3rd Quarter 2008 Synthetic Market Overview is now available.

Shortfalls of Traditional Financial Risk Models: Read Clifton's latest white paper on the inadequacies of conventional risk models.

Important information regarding futures:  Clifton has received numerous inquires regarding the security of exchange traded derivatives given current market volatility.  Please click the link above for an explanation of Exchange Traded Contract Safeguards.

Read Maintaining Beta in Portable Alpha Mandates during the Credit Crisis to evaluate alternative approaches to maintaining synthetic market exposures during counterparty credit events.

View our Option Overlay Matrices for the latest data on options premium pricing.


 

White Papers


Interesting, timely analysis and commentary from Clifton's Investment Professionals on topics related to and affecting the derivative markets and general risk management.

November 2008: Shortfalls of Traditional Financial Risk Models: The Clifton Group discusses the inability of conventional risk models to adequately represent risk in today's capital markets. 


May 2008: What is Wrong with LIBOR? The Clifton Group observes LIBOR levels diverging from Eurodollar rates, and may be underestimating the actual level at which banks lend to each other.  This white paper discusses this situation and its implications, provides some historical information, and offers some possible solutions to the "problem."


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