Agree to Disagree: Why do Risk Forecasts Diverge?

Using multiple lenses to assess portfolio characteristics has evolved from being a niche occupation to a feature that is used extensively by the entire investment team to address strategies’ diverse needs. Despite their ubiquity, interpretation of diverging forecasts from multiple models remains an art form.

Please join Melissa Brown from Axioma by SimCorp and Anureet Saxena from Alignment Trio Management as they discuss a rules based framework to identify, quantify and manage insights from diverging model predictions. In this webinar they will address frequently asked questions by:

‍Fundamental Portfolio Manager: How does using multiple models and themes allow you to identify risk blind spots & focus on your alpha?

‍Chief Risk Officer: How do I achieve “super additivity” in risk forecasting wherein the value of multiple models collectively exceeds the sum of the parts, and what do I do about it?

‍Risk Manager: Why do risk models consistently under-estimate the risk of optimized portfolios and how do I address it?