What does Riskalyze ‘Risk Number’ really measure?
What does Riskalyze Risk Number really measure? Disclosure of calculation and methodology essential for meaningful discussion. Riskalyze has responded to our criticism of the math behind their interest rate stress test....Read More
Crash Tests, Clairvoyants and Risk Managers
This blog entry is published in the Financial Advisor Magazine Expert Views Risk management is all about finding the suitable risk/return profile. Suitable, that is, to the holder of the...Read More
Black Swans Love a Low VIX
This RiXtrema blog entry is published in the Financial Advisor Magazine Expert Views As the VIX tumbles to lows not seen since before 2008, we must ponder the meaning of...Read More
What If Fed Tapers? How Does a Risk Manager Prepare?
In Part 2 the stress test of Fed tapering QE is discussed as a way to cover for shortcomings of risk models. Incorporating plausible macro scenarios is necessary to make...Read More
Why Sharpe Ratio And Other Traditional Stats Can’t Prepare You For What’s Coming
Are you thinking about interest rate risk and how it might interact with equity risk? If you are using risk models, beware, they can be lying. We can improve the...Read More
Fund Crash Ratings for Wellesley, Wellington and Thornburg Income
Know your funds. Detailed comparison of risk profiles of Vanguard Wellseley (VWINX), Vanguard Wellington (VWELX) and Thornburg Investment Income Builder (TIBIX) funds. Which one is more sensitive to inflation or...Read More