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Access the latest Clearwater resources to level up your investment strategies.
Understand the differences between cross-sectional, time-series, and statistical risk factor models — and why interpretability matters for portfolio attribution, construction, and decision-making.
The KOSPI has risen into record territory above 4,200 in 2025, establishing Korea as one of the strongest-performing major equity markets globally.
The investment management industry has long relied on risk factor models to navigate the complexity of global equity markets. But in recent years portfolio strategies have become more sophisticated, market structures have shifted, and the line between passive and active management has blurred. Against that backdrop, the limitations of any static model framework have become increasingly apparent.
As the military campaign against Iran unfolds, high oil prices threaten this late-stage cycle to the greatest degree in years. The specter of higher inflation, propelled by an energy shock, has rattled markets. Portfolios endured a rough Q1, as stocks and fixed income repriced for lower profitability and higher rates. In this market brief, the first of its kind, we leverage Clearwater’s proprietary database and take a detailed look at returns year-to-date to see what’s dragging performance for private wealth investors and nonprofits.
Portfolios endured a rough Q1, as stocks and fixed income repriced for lower profitability and higher rates. In this market brief, the first of its kind, we leverage Clearwater’s proprietary database and take a detailed look at returns year-to-date to see what’s influencing performance for insurers.
Clearwater is building a single, audit-ready, front-to-back platform designed for the complexity that institutional investors face today. By bringing together critical capabilities across the investment lifecycle, we are making it easier for firms to deliver clearer recommendations, operate with greater confidence, and support clients with a more connected view of their business.
Clearwater is building a single, audit-ready, front-to-back platform designed for the complexity that institutional investors face today. By bringing together critical capabilities across the investment lifecycle, we are making it easier for firms to deliver clearer recommendations, operate with greater confidence, and support clients with a more connected view of their business.
This article is not an argument to rip and replace. It’s an honest look at what the market has changed, what modern platforms now offer that older ones structurally cannot, and how to evaluate whether your current setup is still the right fit for where your business is going.
Join us for an educational deep dive into the “what, why, and how” of modern risk factor modeling, along with an open dialogue with practitioners and executives. This event is hosted by PRMIA (Professional Risk Managers’ International Association).
Can the U.S. economy skirt recession again?