ON-DEMAND WEBCAST: UNDERSTANDING PORTFOLIO RISK WITH A LINEAR APPROACH

Walk through key linear risk reports and how to implement them into your investment process

In the years following the financial crisis, the investment industry has come to view enterprise risk management (ERM) as an essential part of the portfolio management workflow. It is now widely accepted that superior investment performance is the result of not only high quality return forecasting models, but also of careful and diligent analysis, monitoring, and management of investment risk.

Linear factor models occupy a special place among the variations of risk models available in the market. They are simple, able to decompose portfolio risk into a set of economically sound risk factors, and flexible enough to incorporate sophisticated volatility and correlation modeling techniques. This allows for risk decomposition precisely aligned with the variables managers use for portfolio construction and optimization.

This webcast will provide:

An outlook on portfolio risk and why linear risk plays such a crucial role
An overview of FactSet’s new Global Linear Factor Risk Model
A walk-through of key linear risk reports, including risk summary, asset and factor decomposition, and stress testing—and how to implement them into your investment process

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Speakers

James Egginton

Vice President, Multi-Asset Class Risk Solutions Specialist (EMEA)

FactSet

Shamin Parikh

Vice President, Multi-Asset Class Risk Solutions Specialist (Americas)

FactSet

Ian Hissey

Vice President, Multi-Asset Class Risk Solutions Specialist (APAC)

FactSet

James Egginton

Vice President, Multi-Asset Class Risk Solutions Specialist (EMEA) | FactSet

James has been with FactSet for 9 years and is responsible for overseeing FactSet’s Multi-Asset Class Risk product across the EMEA region. In his role, James focuses on ensuring the product can meet clients’ regulatory and business needs.

Shamin Parikh

Vice President, Multi-Asset Class Risk Solutions Specialist (Americas) | FactSet

Shamin Parikh began his FactSet career in 2005 as a Consultant. Two years later he joined the quant group as a FactSet sales specialist, helping onboard risk and optimization clients. He has held successive positions of greater responsibility, including his current role as Vice President, Multi-Asset Class Risk Solutions Sales where he is responsible for leading the team for the Americas. Mr. Parikh holds a Bachelor of Science, Business Administration degree with a Finance Concentration from Trinity University and is a CFA charterholder.

Ian Hissey

Vice President, Multi-Asset Class Risk Solutions Specialist (APAC) | FactSet

Ian Hissey is Vice President in the Portfolio Analytics group at FactSet and has been at FactSet since 2008. Ian is responsible for the Sale and Support of FactSet’s Multi Asset Class (MAC) risk product in Asia Pacific. His role is also to guide the development of that product to meet the diverse set of challenges faced by financial market participants in Asia. Previous to his current role, Ian was the manager of FactSet’s Portfolio Analytics team based in Australia for 4 years where he worked with FactSet’s largest clients in Australia and NewZealand. Ian has a holds a bachelor degree in Economics and Social Sciences from the University of Sydney.