Risk models at Credit Suisse had flagged the dangers before their $5.5 billion Archegos loss. Silicon Valley Bank's risk metrics showed clear warnings before their collapse. In both cases, ...

Risk-management practices at financial institutions have undergone a quantitative revolution over the past decade or so. Increasingly, financial firms rely on statistical models to measure and manage ...

Effective risk attribution should be directly aligned with the underlying investment process to ensure relevance and actionable insights. Our research demonstrates how risk attribution can be aligned ...

Over the past decade, regulatory changes and a search for new investment dollars have pushed more private market investment options into the mainstream—and some portfolios into uncharted territory.

Over time, investment portfolios can drift away from their original allocation. This can happen for a range of reasons. A new fund manager could deviate from a fund’s original process. Fund managers ...

Financial institutions are in the business of risk management and reallocation, and they have developed sophisticated risk management systems to carry out these tasks. The basic components of a risk ...

Statistical models predict stock trends using historical data and mathematical equations. Common statistical models include regression, time series, and risk assessment tools. Effective use depends on ...