stress tests Technology vs. Energy Three years ago the information technology sector was priced at a 50% discount to energy (see graph below). Since then, the discount has collapsed and the ratio of IT over
stress tests "Safe" havens An article on Bloomberg called our attention recently. The authors quote a research from Goldman Sachs contending that traditional safe havens (Gold, bonds, Yen) might not be appropriate diversifiers in
stress tests Rate risk in the utilities sector Last week the FT published an article titled: Rising interest rates punish US power sector. It is well known that utilities tend to underperform when interest rates are expected to
stress tests Transitive risk: Measure the impact of a rate rise in your portfolio The Fed is starting its massive balance sheet unwind. Given the current economic recovery and inflationary pressures, higher yields need to be paid on those treasuries in order to entice
REST Everysk REST API V2 We are pleased to announce the launch of our REST API V2. V2 is a powerful upgrade in terms of functionality and performance. Its most salient features are: Efficiently performs
fixed income Corporate Bond and CDS This blog demonstrates some properties from our fixed income asset classes. Specifically we will show how Everysk can capture intricate correlation effects between a corporate bond and a credit default
fixed income New Fixed Income Asset Classes We are happy to announce the release of our fixed income asset class library. It is comprised of 7 new instruments, all sharing common risk elements: The new fixed income
