As you may know, the Federal Reserve recently released their stress scenarios: Base, Severe and Adverse. While the Fed may not explicitly regulate you, the role this organization plays in the financial markets cannot be underestimated. The specifics of their analysis are useful as the
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. Unfortunately, the response does not address a single point of substance and seems rather personal. Our
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 portfolio. When your client has a suitable portfolio, he or she will not sell when the
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 this complete disappearance of volatility. Are we really witnessing historically low levels of risk?
Forward Looking Risk?