Don't miss FactSet's upcoming Risk events

The next few weeks are the perfect time to see FactSet's risk tools in action. Catch us at these events.

March 10 Seminar
Risk: The challenges of multiple asset classes

Join FactSet and the CFA Toronto for a luncheon on March 10, where Senior Product Manager Bill McCoy will address the multiple challenges of building a risk model that truly meets the needs of multiple asset classes.

March 11 Seminar
Fixed Income Management Essentials: From single bonds to risk analysis

We'll be in Boston on March 11 from 9:00 a.m. to 1:30 p.m. to present a comprehensive and educational event on the challenges of managing a fixed income workflow.

March 11 Luncheon
Risk for Super Funds

In Melbourne, we'll discuss why Super Funds should not only be thinking about risk, but analyzing it in a sophisticated way. FactSet and our risk partners APT, Barra, and Northfield will describe how Super Funds can measure, manage, and understand the risks they are taking or external managers are taking on their behalf.


March 17 Live webcast
Accurately Measuring Risk Across Asset Classes

Most risk models are either equity focused with some fixed income flavor or fixed income models with some rudimentary equity addition. An accurate total risk model must unite, in one framework, descriptors of various equity, currency, and fixed income risks to provide a very granular view of both equity and fixed income markets. Only this type of model can truly report risk across asset classes.

Daniel Satchkov will demonstrate how to accurately measure risk across all asset classes through a collection of risk statistics such as Value at Risk (VaR), Expected Tail Loss, Kurtosis, Skewness, Tracking Error, Stress Testing, and others.


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