When Regimes Shift: Three Lenses for Managing Regime Shifts in Multi-Asset-Class Portfolios
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Risk teams at multi-asset-class managers face a recurring challenge: translating market dislocations into actionable insights for portfolio managers and CIOs. When correlations break, factor regimes shift or new shock channels emerge, the risk function needs to diagnose what changed, assess what could happen next and communicate both in terms the front office can act on. This paper presents a practical framework for doing so, built on three complementary lenses: risk monitoring, scenario analysis and alternative data.
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