Re-Thinking Scenario Analytics and Stress Testing For Multi-Asset Portfolios

Wednesday, March 5, 2014
11:00 AM ET // 4:00 PM GMT // 5:00 PM CET

Although scenario analysis and stress testing have been an explicit part of risk management methodologies and systems for a while, the typical scenario analysis tools are generally quite static, largely manual, incomplete and dated.

On March 5 at 11am ET, join Dr. Dan Rosen, Ph.D., Managing Director of Portfolio Risk Analytics at S&P Capital IQ, and Dr. Hossein Kazemi, Ph.D., CFA, Senior Advisor at CAIA Association*, as they discuss the next generation of scenario analytics and stress testing for multi-asset portfolios.

Key Highlights Include:

  • Using scenario generation, stress testing and model risk to overcome our limitations
  • Exploring the challenges in applying consistent scenarios for multiple portfolios
  • Creating scenarios that represent the complex world in which we live
  • Sharing and socializing scenarios with multiple user types
  • Generating scenarios with advanced analytics tools

*The Chartered Alternative Investment Analyst (CAIA) Association provides the CAIA designation, the benchmark in alternative investment education.


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