In honor of Women’s History Month, we interviewed Pam Vance, Mojdeh Singh and Charlene Low to share their experiences and perspectives. Through these stories, we hope to inspire future generations of women who want to pursue their dreams and make a positive impact on the world.
This weekly report covers many of the components of risk in various asset classes, including government and corporate bonds, equities, currencies, etc. The report details volatilities and correlations of these components.
Stress testing should be part of an optimization framework that includes hedges and overlays. Whether embedded in a optimization framework or not, stress tests are critical from a risk management perspective.