Modern measures of risk
What is everyone using nowadays? For example, stuff like VAR is considered pretty "quaint", market Beta has been often derided as being questionable as a measure and whatnot, so I was wondering what the guys on the ground actually care about.
Hazarding a guess: We've had massive expansion in computational power and access to data, so I was thinking today's models would be far more granular. Lots of new modeling tricks with machine learning techniques such as DNNs and GANs. We can probably analyze network-based risk models much more effectively now as well.
I assume a lot of this stuff is proprietary, but if someone who actually does this stuff can chip in, that would be very nice.
Non corporis reiciendis quae ipsa facilis quod. Saepe nihil harum mollitia earum ut. Perspiciatis quo inventore quidem odit nostrum. Nam debitis sapiente dolores quo quae quos beatae.
Labore et culpa qui maxime. Beatae quia et et voluptatem ut in. Error quisquam rerum illum nulla.
See All Comments - 100% Free
WSO depends on everyone being able to pitch in when they know something. Unlock with your email and get bonus: 6 financial modeling lessons free ($199 value)
or Unlock with your social account...