Which multi-asset class risk model is right for you?

There is no one-size-fits-all risk management framework. As market volatility shows no signs of easing as we enter this new decade, applying the right models to capture the risk in your portfolios is crucial. This guide details three multi-asset class risk models that global firms rely on and the benefits of each: 

  • Global Monte Carlo
  • Fat-tail 
  • Global Linear