Multi-Asset Class (MAC) III Risk Model: FactSet Equity

Using FactSet to estimate, monitor, and control the exposures of portfolios to market risk

Today's risk models are used to both monitor risk and drive portfolio performance. To achieve exceptional performance, portfolio managers require a model that provides a comprehensive view of risk exposures and the imbalances of their various portfolios.

In this white paper, we introduce the Multi-Asset Class (MAC) III Risk Model: FactSet Equity which combines the FactSet public and private equity models with a new inflation model to capture market risk across different asset classes and forecast volatilities and correlations of risk factors.

Complete the form to download our whitepaper: Multi-Asset Class (MAC) III Risk Model: FactSet Equity.

Download the white paper