June 2, 2016
Recording- Understanding and Using Axioma's Statistical Risk Models
Presenter: Chris Canova, Head of Equity Solutions- North America
Axioma provides its clients with both fundamental and statistical factor risk models, which can be used in tandem to assess and evaluate the risk environment from multiple points of view. While fundamental models are relatively well known and widely used in risk management and portfolio construction, statistical models are shrouded in a bit more mystery.
Join our webcast, where we'll:
-Explain the differences between fundamental and statistical models and how combining insights from both can give you a superior understanding of risk
-Examine the differences in risk decomposition between the two models and explain how much the models might “agree” under different conditions
-Demonstrate in both models how to drill down not just to factor-level, but also to the asset level, to see if certain securities drive risk differently