HOW TO INVEST MORE EFFECTIVELY USING RISK MODELS: DAILY RISK MODELS AND MULTI-ASSET CLASS MODELS

Dr. Laurence Wormald, Head of Research at SunGard APT, presents the latest research and insights on the new generation of risk models and how they can be used to make you more effective as an investor.

In this complimentary webinar we consider some of the most important issues surrounding:

  • Understanding the features of downside and tail risk
  • Why use Daily Risk Models?
  • How to build Daily Risk Models – the synchronicity adjustment
  • How best to estimate correlations across asset classes?
  • How many factors do we need in Multi-Asset Class Risk Models?
  • How do VaR Estimates from Daily and Weekly Models differ?

 Dr. Wormald presents back-test results to illustrate many of the theoretical issues discussed in the webinar.

Please enter your details into the short form below to download the webinar recording.

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