GRA · Asset Management Nexus
Spatial financeWhere capital meets hazard, exposure and transition
STEM foundation of Asset Management Nexus
The science, technology, engineering and mathematics Asset Management Nexus rests on. Each method has a canonical page in the STEM Commons, hosted by the Global Centre for Risk and Innovation (GCRI), and a page here on how it is applied in this field.
STEM foundation of Asset Management Nexus in four parts.
The methods behind the field.
- 01Financial economics and macro-financeCommon ownership and fire-sale channels · Pricing of transition riskSteward · Financial StabilityApplied here
- 02Financial and risk engineeringLook-through risk decomposition · Liquidity bucketing and redemption testsSteward · Actuarial and Quantitative RiskApplied here
- 03Scenario design and stress testingClimate scenario analysis of portfolios · System-wide redemption and margin scenariosSteward · Systemic Risk ManagementApplied here
- 04EconometricsFlow and price pressure estimation · Event studies of stewardship and disclosureSteward · Economic DevelopmentApplied here
The STEM methods Asset Management Nexus applies, and why.
- Non-bank financial stabilityRole in Asset Management NexusFinancial economics and macro-finance explain how asset prices, fund flows and institutions transmit shocks between portfolios and the real economy.
- Portfolio risk decompositionRole in Asset Management NexusFinancial and risk engineering measures and decomposes portfolio risk: concentration, factor exposure, liquidity, leverage and the tail.
- Portfolio scenario analysisRole in Asset Management NexusScenario design and stress testing explore how portfolios and funds would fare under severe but plausible conditions: disorderly transitions, physical climate shocks, market-wide redemptions or sudden rate rises.
- Econometrics of fund flowsRole in Asset Management NexusEconometrics estimates relationships from market and fund data: how flows respond to performance, how prices respond to disclosure and votes, how ratings relate to outcomes.
Each Asset Management Nexus method is described once in the STEM Commons at GCRI and applied here to portfolio exposure through located assets and the liquidity response of funds.
Grounding makes claims checkable.
When a finding names the methods it depends on, a reader can see its assumptions and limits, and an expert in that method can challenge it.
Where this page’s references lead.
The bodies and documents this page is read against. Status and editions change; each link goes to the issuing body.
Pages in STEM foundation of Asset Management Nexus.
Questions and answers.
What is a steward platform?
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