Barra Extreme Risk (BxR) Betas - Managing Downside Risk
This webinar walks attendees through a sample use case for utilizing Barra Extreme Risk (BxR) Betas. BxR Betas offer a unique solution for capturing asset sensitivity to the broad market under extreme market conditions. These new risk measures provide information that cannot be captured by volatility alone by making no assumptions about the underlying distribution.
- How are Barra Extreme Risk (BxR) Betas different from historical betas and Barra Betas?
- How are BxR Betas calculated so that they can be utilized to understand extreme market risk?
- How can BxR Betas be used in a portfolio construction process integrated in Barra Portfolio Manager?
Video - Client Only »