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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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