Modeling Private Assets in RiskMetrics RiskManager

Please join us for a discussion on modeling private assets. We will review the challenges investment managers face in modeling these assets and an in-depth look at how RiskMetrics® RiskManager product suite can be used to overcome these challenges.

During the webinar, we will review our research on combining low and high-frequency time-series and discussing the features and forecasts of our models.  In the demonstration, we will show how private assets portfolios and position can be modeled, how users can leverage custom characteristics, stress-tests, single asset and portfolio risk statistics, drill-downs, the market data viewer, and risk-settings to extract critical information and ensure relevant monitoring capabilities for any manager investing in private assets.

Agenda Topics

• The Challenges of Modeling Private Assets
• The MSCI Private Asset Model Methodology
• In Practice: Importing Positions, Stress Testing, and Risk Reports