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Which Multi-Asset Class Risk Model is Right for You?

A GUIDE TO FACTSET'S MULTI-ASSET CLASS RISK MODELS

Explore the Three Risk Models Our Clients Rely On the Most For Their Investment Risk Analysis

With more than 40 years of experience serving our risk management clients, FactSet understands that there is no one-size-fits-all risk management framework. As market volatility gives no signs of easing in this new decade, applying the right models to capture the risk in your portfolios is crucial. Download our guide to explore the three multi-asset class risk models our clients rely on most to find the best fit for your organization.

Download the Guide

Linear Risk Model

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FAST + DESCRIPTIVE

 

This model is the perfect choice for investment decision support and communicating between the risk department and the investment team. Due to its linear nature, the model allows for easier reporting on where the risk comes from and how it changes depending on investment decisions.

MONTE-CARLO RISK MODEL

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ACCURATE + SOPHISTICATED


This is the perfect choice for risk teams communicating with regulators with tail risk measures such as VaR and CVaR. By performing risk pricing, it removes the assumptions for non-linear assets and offers more accurate assumptions in the tails of the distribution.

FAT-TAIL RISK MODEL

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CUTTING-EDGE + INSIGHTFUL


This is the perfect choice for providing a truly forward-looking understanding of market turbulence. The model supplements the Monte Carlo model for revealing market turbulence and measuring tail dependence.

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