Macro Risk Advisors Introduces Systemic Risk Dashboard for Institutional Investors

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October 11, 2010
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Macro Risk Advisors Introduces Systemic Risk Dashboard for Institutional Investors

Monitors Risk Premiums and Volatility in Equities, Commodities, FX, CDS and Interest Rates

NEW YORK, Oct. 11 /PRNewswire/ -- Macro Risk Advisors (MRA) - a leading equity derivatives strategy and execution broker dealer widely used among hedge funds, pension funds, and money managers, today launched its Systemic Risk Dashboard, designed to monitor cross-asset risk premiums in order to help institutional investors manage portfolio uncertainty and optimize investment performance.

"A defining lesson of the financial crisis has been the high level of asset price correlation in times of macro uncertainty," said Dean Curnutt, CEO of MRA.  "Our risk dashboard provides institutional investors with a powerful tool that identifies the linkages across asset classes, puts risk premiums in historical context, and serves as a guide post for prudent portfolio risk management." 

The risk dashboard is the latest in a series of strategic initiatives undertaken by MRA focused on helping institutional clients understand and manage risk.  The company recognized the need for a risk dashboard through its extensive work on the behavior of risk premium measures throughout the crisis and the importance of understanding their interconnectedness.  The efficient, easy-to-use application monitors the risk premiums and volatility in U.S. and global equities, commodities, foreign exchange, credit default swaps, sovereign spreads, and interest rates.

"Today's challenging investment climate is characterized by exceptionally high asset correlations and systemic risk.  Our dashboard helps us quickly frame the risk landscape across asset classes so we can offer more valuable advice to our institutional clients," said Curnutt. 

About Macro Risk Advisors

Macro Risk Advisors is an equity derivatives strategy and execution firm headquartered in New York and specializing in translating proprietary market intelligence into specific trading ideas for its clients. Using an extensive network of contacts, MRA is able to access deep liquidity pools that enable the most efficient execution possible. MRA's strategy notes are read by more than 1,300 unique institutional firms. The company is a FINRA-registered broker-dealer. For more information, visit http://www.macroriskadvisors.com or MRAD <GO> on Bloomberg.

SOURCE  Macro Risk Advisors

Macro Risk Advisors

CONTACT: Doug Hesney, Doug@dukaspr.com or Alexandra Levis, Alexandra@dukaspr.com, Dukas Public Relations, +1-212-704-7385

Web Site: http://www.macroriskadvisors.com

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