A New Lens for Portfolio Risk Analysis – Morningstar Direct Risk Model Overview

Presented by

Maria Hamidi, Patrick Caldon, Kristopher Leung

About this talk

In this webinar, we will give you a glimpse of the Morningstar Global Risk Model, introduce our latest Morningstar Japan Risk model and cover the following: • Risk model component overall – how to build a portfolio to meet specific objectives • Risk model methodology overview – active risk, macro events and more • How to incorporate risk model components in your workflows The Morningstar Global Equity Risk Model helps you assess the amount of risk in a fund or model portfolio by tracking a stock’s underlying economic exposure to 37 factors, including six unique to Morningstar. This model shows how a variety of market conditions could affect a portfolio. The factor exposures in the model uncover underlying revenue drivers to find a stock’s true sources of returns. Our model uses the exposures to go beyond standard models to project a stock or stock portfolio’s vulnerability to extreme market events. Attending this webinar will give you a free trial of advance risk model components of custom scenario’s factor attribution and risk decomposition.

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