Risk in a shifting world: Aligning risk models to support your strategy

This 60-minute webinar explores how investment risk teams can configure risk models to reflect the regime you are in, and stress test portfolios against the scenarios that matter most.

In the session we cover: 

• How recent geopolitical tensions have disrupted historically stable factor relationships — and what that means for portfolios with equity, credit or private capital exposure 

• How to configure MAC Factor Model parameters to reflect your investment strategy and horizon  

• Applying Custom Covariance to stress test portfolios against current and historical regime episodes 

• How to produce risk outputs that hold up with investment committees and boards, regardless of horizon