Maria Hamidi, Patrick Caldon, Kristopher Leung
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.