14.10.09 | By order of Allianz Global Investors, risklab provides speaker
Dr. Christian Schmitt at Honorarberater-Kongress in Frankfurt/Germany
on 14 October 2009.
Topic: "Paradigmenwechsel im Risikomanagement? Lehren aus der Krise"
www.honorarberaterkongress.de

05.09.09 | Launch of first risklab Index:
The risklab Variance Premium Trading (VPT) Index^TM systematically sells variance swaps on EuroStoxx50 and S&P500 to provide exposure to the differential between (forward looking) implied equity index volatility and subsequently realized volatility. The fully rules-based VPT investment strategy is designed to generate positive performance during periods where implied volatility levels are greater than their subsequently realized levels. It is motivated by the historical observation that implied volatility tends to overestimate future realized volatility, resulting in a negative risk premium of volatility or variance, respectively. The collateral of the index is invested into EUR denominated money market instruments.
For further information: Fact Sheet

03.06.09 | risklab provides speaker Dr. Christian Schmitt at European Fund Forum in Wiesbaden/Germany on 06 June 2009.
Topic: "Paradigmenwechsel im Risikomanagement? Lehren aus der Krise"
www.fondswerte.com

03.03.09 | risklab is quoted in article about correlation:
Trotz aller Unzulänglichkeiten unverzichtbar,
Published in: portfolio institutionell, February 09, issue 02

14.11.08 | Study jointly realized with Institut für Finanz- und Aktuarwissenschaften (ifa) and ordered by Allianz Global Investors:
Evaluating the Impact of Risk Based Funding Requirements on Pension Funds, OECD Private Pension Series

10.11.08 | risklab germany mentioned in article about the Bayerische Versorgungskammer (BVK):
Die Zinskurve schließt den Diversifikationskreis
Published in: portfolio institutionell, issue 08, October 2008, pp. 36-38

28.11.07 | Prof. Dr. Rudi Zagst is honored "Professor des Jahres 2007" by magazine UNICOM BERUF.
For further information please view www.unicom.de

17.11.07 | risklab sponsors "Best Paper" award at Elite network of Bavaria graduate program "Finance & Information Management".
For further information please view www.elitenetzwerk-bayern.de

22.06.07 | Interview with Reinhold Hafner and Brigitte Miksa (Allianz Global Investors) "In Fair Weather, Prepare for the Foul"
in: Modern Bankers, 02/2007 - www.modernbankers.com

22.06.07 | Interview with Rudi Zagst "Die individuelle Situation bestimmt das Risikoprofil"
in: Portfolio Institutionell, Vol.5, September 2006 - www.portfolio-institutionell.de