ANTHONY LAZANAS, PH.D.
Managing DirectorBarclays Capital
ANTÓNIO BALDAQUE DA SILVA, PH.D.
RADU C. GBUDEAN, PH.D.
Vice PresidentBarclays Capital
ARNE D. STAAL, PH.D.
Portfolio managers constantly monitor their exposures, typically net of a benchmark, and routinely ask themselves: What is the portfolio interest-rate duration? How risky is the overexposure to Treasuries? How does it relate to the exposure to credit? What is the exposure to specific issuers? Knowing portfolio holdings and exposures are not enough for portfolio managers, ...