ABN Amro: risk can be 150% over forecasts

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UK - Current risk models used by fund managers can be vastly different to actual levels of portfolio risk, an ABN Amro report claims.

The report follows last year’s High Court wrangle between Unilever and Merrill Lynch Investment Managers (MLIM) at which Unilever argued that risk levels followed by MLIM in its UK equity portfolio...

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