October 12, 2021
We all know that the best risk model is the one most closely aligned to your specific process.
However, many portfolio managers and risk managers (and you may be one of them) are using global coverage models that overlook the geographic nuances of style and industry factors, resulting in parsimonious but potentially incomplete risk and performance attribution.
FactSet and Qontigo invite you to learn more about how a Global Linked Model can enable collaborative portfolio construction and risk management conversations, when both regional investment decisions and global risk and hedging are at stake. We will:
- Review situations where standard models introduce compromise
- Present a methodology which attains coverage, geographic focus, and inter-regional dynamics
- Discuss solutions to feasibly manage in a world with ever more factors
- Present a live demo of a global linked risk model in action
Associate Principal, Customer Experience Group
Vice President, Regional Director, Risk Solutions – EMEA, FactSet