This Cloudmetrx whitepaper discusses event risks — how to calculate the magnitude of a portfolio’s exposure to an event, how to hedge that exposure, and how to prevent future such exposures. Beta-adjusted scenario analyses are used to analyze current event risks, while statistical analyses, or factor models, are used to prevent future such risks by locating excessive sensitivity to individual macroeconomic forces before problems arise.
- Whitepaper: How to calculate, hedge and prevent exposures to event risks
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