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About This Webinar
The recent crisis has put risk models to the test, leading some to question their reliability in times of extreme market volatility. This session will discuss the role, the advantages and the limitations of different risk models, including the limitations of common risk metrics such as volatility, VaR and correlation in the context of Corona and as common inputs in risk systems more broadly.
Agenda
  • What are the limitations of models and where could, and have, they gone wrong?
  • How do different models add value in extreme market conditions?
  • Is there a need for a more thorough re-think of what constitutes risk in your portfolios?
  • How should different institutions approach that question?
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